  We demonstrate that Monte-Carlo simulation is a practical tool to study
nonperturbative aspects of supersymmetric quantum mechanics. As an example we
study D0-brane quantum mechanics in the context of superstring theory.
Numerical data nicely reproduce predictions from gravity side, including the
coupling constant dependence of the string alpha' correction. This strongly
suggests the duality to hold beyond the supergravity approximation. Although
detail of the stringy correction cannot be obtained by state-of-the-art
techniques in gravity side, in the matrix quantum mechanics we can obtain
concrete values. Therefore the Monte-Carlo simulation combined with the duality
provides a powerful tool to study the superstring theory.
