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How does this compare with Monte Carlo? And how do we know which technique is preferred


When using a finer grid, would numerical (eg. floating point) errors cause problems?


How can we determine what grid size will be sufficient for an accurate approximation?


Is there an upper limit for h such that the solution we get in the end is stable? If the value of h is too large, the error might be too big even if we have a lot of samples.