Image manipulation, game engines, graphics, finite element analysis, fluid dynamics, signal processing, weather models, etc. It's used everywhere where you have a system of equations to solve numerically.
Most of the industries are dominated by subject matter experts who write code.
Significantly used in finance as well, risk estimation is often approximately fitting an MVN to sparse data. I’ve used ideas from this blog many times.
Most of the industries are dominated by subject matter experts who write code.