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A Note On Early Monte Carlo Computations and Scientific Meetings

IP.com Disclosure Number: IPCOM000129468D
Original Publication Date: 1985-Apr-01
Included in the Prior Art Database: 2005-Oct-06
Document File: 10 page(s) / 43K

Publishing Venue

Software Patent Institute

Related People

CUTHBERT C. HURD: AUTHOR [+2]

Abstract

This note describes what may have been the first formulation of a Monte Carlo calculation and reproduces the paper where the formulation is described. Speculation is given with respect to the origin of the name. Four early computer meetings at which Monte Carlo calculations were discussed are described. Anecdotes concerning Aiken, Curtiss, Metropolis, Ulam, and von Neumann are included. Finally, the present state of Monte Carlo is discussed.

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THIS DOCUMENT IS AN APPROXIMATE REPRESENTATION OF THE ORIGINAL.

Copyright ©; 1985 by the American Federation of Information Processing Societies, Inc. Used with permission.

A Note On Early Monte Carlo Computations and Scientific Meetings

CUTHBERT C. HURD

  (Image Omitted: © 1985 by the American Federation of Information Processing Societies Inc. Permission to copy without fee all or part of this material ;s granted provided that the copies are not made or distributed for direct commercial advantage, the AFIPS copyright notice and the title of the publication and its date appear, and notice is given that the copying is by permission of the American Federation of Information Processing Societies, Inc. To copy otherwise. or to republish, requires specific permission. Author's Address: 332 Westridge Drive, Portola Valley, CA 94025. © 1985 AFIPS 0164-1239/85/020141-155

A Note On Early Monte Carlo Computations and Scientific Meetings

CUTHBERT C. HURD .00/00)

This note describes what may have been the first formulation of a Monte Carlo calculation and reproduces the paper where the formulation is described. Speculation is given with respect to the origin of the name. Four early computer meetings at which Monte Carlo calculations were discussed are described. Anecdotes concerning Aiken, Curtiss, Metropolis, Ulam, and von Neumann are included. Finally, the present state of Monte Carlo is discussed.

Categories and Subject Descriptors: G.3 [Probability and Statistics] - - Monte Carlo algorithms;
K.2 [History of Computing] -- people, software General Terms: Algorithms, Human Factors Additional Key Words and Phrases: J. H. Curtiss, A. S. Householder N. Metropolis, S. M. Ulam,
J. von Neumann

This note first describes some of the background leading to what I believe was the first formulation of a Monte Carlo computation. Second, an apparently overlooked report describing that formulation is reproduced. Third, speculation concerning the origin of the name is given. Fourth, information is given concerning four meetings where Monte Carlo was discussed; the computing devices to which the speakers referred are listed. Also, a copy of a letter I wrote to John H. Curtiss concerning the organization of one of those meetings is reproduced. Finally, an indication is given concerning the present extent of the use of Monte Carlo. Bernard A. Galler, editor-in-chief of the Annals, sent this article to a number of persons whose comments are printed, along with my responses.

1. The First Formulation of Monte Carlo?

Monte Carlo is the confluence of deterministic, stochastic, and computational methods with computer-generated random numbers an important component.

Stanislas M. Ulam (1976) states that "the idea which was later called Monte Carlo method occurred to me when I was playing solitaire during my illness," and also states that "the idea came into concrete form with its attendant rudiments of a theory after I had proposed it to Johnny [von Neumann] in 1946 d...