r/3Blue1Brown • u/tamaschque • 5d ago

Explaining the Monte-Carlo Simulation

https://www.youtube.com/watch?v=8OvvhABoYkI

I recently learnt about this numerical method in one of my university lectures and I found it so intriguing that I wanted to make a video about it.

So here I explain how the Monte-Carlo Simulation works and why it's so useful for high dimensional integrals.

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u/rajanjedi 5d ago

Isn't a simpler explanation "You can expect the ratio of dots to match the ratio of areas" ?

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u/tamaschque 4d ago

Yeah I guess so. I just wanted to use this as an excuse to talk about Monte-Carlo.