The background of the Monte Carlo method is connected with two very important events in the modern human history: the World War Two and the building of first electronic computers. For that reason, we will try to synthesize the most important facts of those events that have relation to the development of the method in order to produce a clearer picture of the origination of the Monte Carlo method of stochastic sampling. The research covers the period from 1930 to 1959.
I want to thank my friend Metodi Mazhdrakov, DSc, for his assistance that greatly improved the manuscript.
2 V. Chavchavadze, Random testing method (Monte Carlo method), Proc. Inst. Phys. Tbilisi 3 (1955), 105–121. Search in Google Scholar
3 L. De Mol, Doing mathematics on the ENIAC. Von Neumann's and Lehmer's different visions, Mathematical Practice and Development Throughout History. Proceedings of the 18th Novembertagung on the History, Philosophy and Didactics of Mathematics (Bonn 2007), Logos-Verlag, Berlin (2009), 1–37, http://logica.ugent.be/liesbeth/18thNovemberTagung.pdf. Search in Google Scholar
4 R. Eckhardt, Stan Ulam, John von Neumann, and the Monte Carlo method, Los Alamos Sci. 15 (1987), 131–143. Search in Google Scholar
7 L. Groves, Now It Can Be Told: The Story of the Manhattan Project, Harper, New York, 1962. Search in Google Scholar
8 A. Householder, Monte Carlo Method, Appl. Math. Ser 12, National Bureau of Standards, Washington, 1951. Search in Google Scholar
11 R. Kraft and C. Wensrich, Monte Carlo Methods: A Bibliography Covering the Period 1949 to 1963, University of California, Lawrence Radiation Laboratory, Berkeley, 1964. 10.2172/4011631Search in Google Scholar
12 N. Metropolis, The beginning of Monte Carlo, Los Alamos Sci. 15 (1987), 125–130. Search in Google Scholar
14 R. Richtmyer, J. von Neumann and S. Ulam, Statistical methods in neutron diffusion, report, Los Alamos National Laboratory, 1947. Search in Google Scholar
15 J. Russel and R. Cohn, FERMIAC, Bookvika Publishing, Moscow, 2012. Search in Google Scholar
17 J. von Neumann and O. Morgenstern, Theory of Games and Economic Behavior, 3rd ed., Princeton University Press, Princeton, 1953. Search in Google Scholar
© 2016 by De Gruyter