Recently, I was playing around with some Monte Carlo simulations using Python to evaluate integrals of functions such as f(x) = x(1-x)sin²[200x(1-x)].
I am aware that Monte Carlo integration methods are not particularly accurate (because they are non-deterministic), but I was wondering: do they actually get used in applications?
Perhaps scientists (as in physicists, chemists...etc.) use it to approximate integrals that they otherwise cannot approximate any better.