THEBEGINNINGofthe.PDF

THE BEGINNING of the MONTE CARLO METHOD by N. Metropolis he year was 1945. Two earth- Some Background first electronic computer—the ENIAC— shaking events took place: the at the University of Pennsylvania in Phil- successful test at Alamogordo Most of us have grown so blase about adelphia. Their mentors were Physicist Tand the building of the first elec- computer developments and capabilities First Class John Mauchly and Brilliant tronic computer. Their combined impact -even some that are spectacular—that Engineer Presper Eckert. Mauchly, fa- was to modify qualitatively the nature of it is difficult to believe or imagine there miliar with Geiger counters in physics global interactions between Russia and was a time when we suffered the noisy, laboratories, had realized that if electronic the West. No less perturbative were the painstakingly slow, electromechanical de- circuits could count, then they could do changes wrought in all of academic re- vices that chomped away on punched arithmetic and hence solve, inter alia, dif- search and in applied science. On a less cards. Their saving grace was that they ference equations—at almost incredible grand scale these events brought about a continued working around the clock, ex- speeds! When he’d seen a seemingly