Objective Use simulation modeling to approximate the value of a definite integral.
Introduction in the Calculus we study integration and in particular definite integrals. With this comes many techniques for evaluating integrals. Sadly after studying substitutions, integra- tion by parts, partial fractions, and infinite series techniques we discover that most functions simply cannot be integrated in a closed form. Instead we must opt for an approximation method to evaluate the definite integral. One such approximation technique is a Monte Carlo method. In Monte Carlo methods we use a computer to generate random numbers and then use those random numbers to approximate a mathematical model - in this case a definite integral. How does Monte Carlo integration work?