Accelerating Science Discovery - Join the Discussion

OSTIblog Articles in the Monte Carlo Topic

The Unbelievable Accuracy of the Monte Carlo Method

4680

The Unbelievable Accuracy of the Monte Carlo Method

The year was 1945, the year I was born. That in itself is of great significance to me.  However, it was a momentous year in history. World War II came to its merciful end and the development of the first electronic computer – the ENIAC—was nearing completion. At a post-war Los Alamos National Laboratory (LANL), mathematician Stanislaw Ulam envisioned the possibilities of reviving statistical techniques that would have a huge impact on science and technology research today. (Read the history of Stanislaw Ulam in the special edition of Los Alamos Science No. 15, 1987.)

Fifteen years earlier, a too-good-to-believe method to predict experimental results by statistical sampling techniques rather than using differential equations had been used by Enrico Fermi while studying neutron transport.  Fermi used his new method to mystify his colleagues with unbelievable accuracy of experimental results. This new prediction method was in its infancy.

By the late 1940s, Ulam was so intrigued with the ENIAC and the increased computing power it offered, he soon realized that Fermi’s computational methods were now appropriate. He began to use random statistical sampling to gain insight into phenomena for which there’s no obvious method of exact analysis. John von Neumann recognized the potential in Ulam’s techniques and championed his effort.  What we now know as the Monte Carlo method was introduced.  (Read more about the Monte Carlo method in OSTI’s January 2013 Science Showcase “...

Related Topics: eniac, Enrico Fermi, LANL, Los Alamos, Monte Carlo, Stanislaw Ulam

Read more...