Monte Carlo History and People

Monte Carlo - History and People

Stanislaw Ulam, Enrico Fermi, John von Neumann and Nicholas Metropolis

The Monte Carlo method has its roots in statistical sampling, computing, and the Manhattan project. The major players in its invention and initial use were mathematicians Stanislaw Ulam and John von Neumann and physicists Enrico Fermi and Nicholas Metropolis. Here's some history written by some of the people who participated in its early days:

Stan Ulam, John von Neumann and the Monte Carlo Method

The Beginnings of the Monte Carlo Method by N. Metropolis

Metropolis, Monte Carlo, and the MANIAC

Stan Ulam, like other well-known creative pranksters at Los Alamos, was known to take a jab at the Lab's bureaucracy.

One of the first uses of the Monte Carlo method was in calculating neutron populations traveling through a variety of test materials at Los Alamos. Enrico Fermi and Robert Richtmayer used several generations of computers to solve the problem. Their paper, written in 1948, was finally declassified in the 1990s. Fermi initially did his calculations on an analog computer (the "FERMIAC") and later used the Monte Carlo method on digital computers (the ENIAC and the aptly-named MANIAC).

Fortunately, Nick Metropolis and Stan Ulam were able to publish a mathematical description of the Monte Carlo method without waiting for declassification.