My last blog post was Simple Monte Carlo Simulations in Rust.

It was single-threaded, and I quickly moved onto parallelizing it. Since the calculations were independent, until the end, it could be described as an 'embarassingly parallel' problem.

Monte Carlo simulations are often used model the probability of different outcomes. They work by generating random values, passing them into a model, and then averaging the results.

The simplest Monte Carlo simulation, and a great way to start, is by using the technique to estimate the value of Pi.