Jump to ContentJump to Main Navigation
Show Summary Details
More options …

Monte Carlo Methods and Applications

Managing Editor: Sabelfeld, Karl K.

Editorial Board: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

4 Issues per year

CiteScore 2017: 0.67

SCImago Journal Rank (SJR) 2017: 0.417
Source Normalized Impact per Paper (SNIP) 2017: 0.860

Mathematical Citation Quotient (MCQ) 2017: 0.25

See all formats and pricing
More options …
Volume 22, Issue 1


The Manhattan Project, the first electronic computer and the Monte Carlo method

Dobriyan M. Benov
Published Online: 2016-02-17 | DOI: https://doi.org/10.1515/mcma-2016-0102


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.

Keywords: History of Monte Carlo method; Manhattan Project; ENIAC; Stan Ulam; von Neumann

MSC: 01-02


  • 1

    A. W. Burks and A. R. Burks, The ENIAC: First general-purpose electronic computer, Ann. Hist. Comput. 3 (1981), 4, 310–399. Google Scholar

  • 2

    V. Chavchavadze, Random testing method (Monte Carlo method), Proc. Inst. Phys. Tbilisi 3 (1955), 105–121. 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.

  • 4

    R. Eckhardt, Stan Ulam, John von Neumann, and the Monte Carlo method, Los Alamos Sci. 15 (1987), 131–143. Google Scholar

  • 5

    E. Fermi and R. Richtmyer, Note on census-taking in Monte-Carlo calculations, report, Los Alamos National Laboratory, 1948. Google Scholar

  • 6

    S. Groueff, Manhattan Project: The Untold Story of the Making of the Atomic Bomb, Little Brown & Co, Boston, 1967. Google Scholar

  • 7

    L. Groves, Now It Can Be Told: The Story of the Manhattan Project, Harper, New York, 1962. Google Scholar

  • 8

    A. Householder, Monte Carlo Method, Appl. Math. Ser 12, National Bureau of Standards, Washington, 1951. Google Scholar

  • 9

    C. Hurd, A note on early Monte Carlo computations and scientific meetings, Ann. Hist. Comput. 7 (1985), 2, 141–155. Google Scholar

  • 10

    G. King, Monte-Carlo method for solving diffusion problems, Indust. Eng. Chem. 43 (1951), 11, 2475–2478. 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. Google Scholar

  • 12

    N. Metropolis, The beginning of Monte Carlo, Los Alamos Sci. 15 (1987), 125–130. Google Scholar

  • 13

    N. Metropolis and S. Ulam, The Monte Carlo method, J. Amer. Stat. Assoc. 44 (1949), 257, 335–341. Google Scholar

  • 14

    R. Richtmyer, J. von Neumann and S. Ulam, Statistical methods in neutron diffusion, report, Los Alamos National Laboratory, 1947. Google Scholar

  • 15

    J. Russel and R. Cohn, FERMIAC, Bookvika Publishing, Moscow, 2012. Google Scholar

  • 16

    S. Ulam, John von Neumann, 1903–1957, Bull. Amer. Math. Soc. 64 (1958), 3, 1–49. Google Scholar

  • 17

    J. von Neumann and O. Morgenstern, Theory of Games and Economic Behavior, 3rd ed., Princeton University Press, Princeton, 1953. Google Scholar

About the article

Received: 2015-08-25

Accepted: 2016-02-04

Published Online: 2016-02-17

Published in Print: 2016-03-01

Citation Information: Monte Carlo Methods and Applications, Volume 22, Issue 1, Pages 73–79, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: https://doi.org/10.1515/mcma-2016-0102.

Export Citation

© 2016 by De Gruyter.Get Permission

Citing Articles

Here you can find all Crossref-listed publications in which this article is cited. If you would like to receive automatic email messages as soon as this article is cited in other publications, simply activate the “Citation Alert” on the top of this page.

Raymond R. Tan, Kathleen B. Aviso, and Dominic C.Y. Foo
Computers & Chemical Engineering, 2017

Comments (0)

Please log in or register to comment.
Log in