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MengerSponge 3 hours ago

Typical numerical methods are faster and way cheaper for the same level of accuracy in 1D, but it's trivial to integrate over a surface, volume, hypervolume, etc. with Monte Carlo methods.

adrianN 3 hours ago | parent | next [-]

At least if you can sample the relevant space reasonably accurately, otherwise it becomes really slow.

jgalt212 3 hours ago | parent | prev [-]

The writer would have been well served to discuss why he chose Monte Carlo over than summing up all the small trapezoids.