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.
A. W. Burks and A. R. Burks,
The ENIAC: First general-purpose electronic computer,
Ann. Hist. Comput. 3 (1981), 4, 310–399.
Random testing method (Monte Carlo method),
Proc. Inst. Phys. Tbilisi 3 (1955), 105–121.
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,
Stan Ulam, John von Neumann, and the Monte Carlo method,
Los Alamos Sci. 15 (1987), 131–143.
E. Fermi and R. Richtmyer,
Note on census-taking in Monte-Carlo calculations,
report, Los Alamos National Laboratory, 1948.
Manhattan Project: The Untold Story of the Making of the Atomic Bomb,
Little Brown & Co, Boston, 1967.
Now It Can Be Told: The Story of the Manhattan Project,
Harper, New York, 1962.
Monte Carlo Method,
Appl. Math. Ser 12,
National Bureau of Standards, Washington, 1951.
A note on early Monte Carlo computations and scientific meetings,
Ann. Hist. Comput. 7 (1985), 2, 141–155.
Monte-Carlo method for solving diffusion problems,
Indust. Eng. Chem. 43 (1951), 11, 2475–2478.
R. Kraft and C. Wensrich,
Monte Carlo Methods: A Bibliography Covering the Period 1949 to 1963,
University of California, Lawrence Radiation Laboratory, Berkeley, 1964.
The beginning of Monte Carlo,
Los Alamos Sci. 15 (1987), 125–130.
N. Metropolis and S. Ulam,
The Monte Carlo method,
J. Amer. Stat. Assoc. 44 (1949), 257, 335–341.
R. Richtmyer, J. von Neumann and S. Ulam,
Statistical methods in neutron diffusion,
report, Los Alamos National Laboratory, 1947.
J. Russel and R. Cohn,
Bookvika Publishing, Moscow, 2012.
John von Neumann, 1903–1957,
Bull. Amer. Math. Soc. 64 (1958), 3, 1–49.
J. von Neumann and O. Morgenstern,
Theory of Games and Economic Behavior, 3rd ed.,
Princeton University Press, Princeton, 1953.
This quarterly published journal presents original articles on the theory and applications of Monte Carlo and Quasi-Monte Carlo methods. Launched in 1995 the journal covers all stochastic numerics topics with emphasis on the theory of Monte Carlo methods and new applications in all branches of science and technology.