Monte Carlo, Cont'd

Principal disadvantage: accuracy increases only as square root of N.
Fancier routines exist for faster convergence.
- Cf. NRiC §7.7-7.8.
Monte Carlo techniques used in a variety of other contexts: anywhere statistical sampling is useful.
- e.g. Predicting motion of bodies with short Lyapunov times if starting positions & velocities poorly known.

Principal disadvantage: accuracy increases only as square root of N.