Stochastic Simulations Assignment 1: Approximating the Area of the Mandelbrot Set Through Monte Carlo Methods

This repository contains all the code used for the first assignment of Stochastic Simulations. It is organized in two folders:

• cpp_stoch
• notebooks

The cpp_stoch folder contains the C++ code used for calculating the Mandelbrot set. It uses pybind11 to create Python bindings, which is used in the notebooks folder for running and visualizing experiments. The libraries and software required to run our code is described below.

Prerequisites

The notebooks are written in Python (3.7+) and uses the following libraries:

• numpy
• matplotlib
• seaborn
• pandas
• scipy
• statsmodels
• Pillow
• shelve (for persisting data)

C++ Bindings Installation

In addition to the libraries listed in the prerequisites, a C++11 compiler is required for installing the C++ bindings (gcc on Linux, clang on macOS, MinGW or Visual Studio on Windows). Once a C++11 compiler is present, you can install pybind11 as follows:

pip install pybind11

Then, to install the Python C++ bindings, run the following in the root directory of this repository:

pip install cpp_stoch/

Note: the forward slash is required! This installs the cpp_stoch Python library which we use in our notebooks.