
Stan Ulam, John von Neumann, and the Monte Carlo Method (1987) [pdf] - Vannatter
http://permalink.lanl.gov/object/tr?what=info:lanl-repo/lareport/LA-UR-88-9068
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mrcactu5
think about it -- the notion of Monte Carlo could not have existed before the
19th century. Newton was proposing a purely _deterministic_ model of nature in
the 17th century and the next 200 years was spent trying to develop his
program until Statistical Mechanics and Quantum Mechanics begin to show this
is impossible.

DeMoivre and Laplace used calculus to develop come crude notions of probabiity
as applied to Gambling -- a very sinful topic. Those ideas such as random walk
wouldn't be made formal until Kolmogorov in the 20th century.

Lastly we did not have computers in the 19th century so we could not have the
computational resources to implement even the simplest monte-carlo calculation
even if the idea had come about. When Boltzman developed his ideas of entropy
and the notion of applying statistics to describe a physical model, he was
ridiculed so much he committed suicide

[https://en.wikipedia.org/wiki/Ludwig_Boltzmann#Final_years](https://en.wikipedia.org/wiki/Ludwig_Boltzmann#Final_years)

~~~
prestonbriggs
But consider Buffon's Needle
[https://en.wikipedia.org/wiki/Buffon%27s_needle](https://en.wikipedia.org/wiki/Buffon%27s_needle)

~~~
mrcactu5
there is also something called Crofton formula which extends the logic of the
needle hitting a line

[https://en.wikipedia.org/wiki/Crofton_formula](https://en.wikipedia.org/wiki/Crofton_formula)

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searine
Stan Ulam was an incredible, fascinating, man.

He thought of new methods to find truth over a game of cards, and new
theoretical weapons while looking over his country garden.

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dannylandau
Interesting seeing the name Robert Richtmeyer in there. He was a family friend
and had some great recollections on Stan Ulam among many others, including Von
Neumann (Richard Feynman and Enrico Fermi).

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laichzeit0
Did he ever comment about Von Neumann's memory? There are many claims that he
could read a book once and recall the whole book perfectly down to the page
even years later.

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posterboy
Do you believe that?

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laichzeit0
The thing is Von Neumann is an extreme outlier in terms of human mental
ability and achievement.

\- liked to read books whilst driving

\- on his death-bed, reciting, by heart and word-for-word, the first few lines
of each page of Goethe's Faust

\- always had a stack of books next to his bed that he was reading

It seems plausible that if he could retain everything he read he would want to
read as much as possible.

I haven't come across any first-hand account of people explicitly saying this
was bullshit, other than skepticism from people who never knew him. There's
always going to be skepticism on outlier events.

Here's an interesting post about this memory:
[http://overweeninggeneralist.blogspot.co.za/2011/11/john-
von...](http://overweeninggeneralist.blogspot.co.za/2011/11/john-von-neumann-
hungarianmartian.html)

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jgalt212
Monte Carlo simulations make become more important than ever because they
offer easy parallelism and thus are impervious the breaking down of Moore's
Law.

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stelfer
If you liked that, you might like

Matthew Richey's "The Evolution of Markov Chain Monte Carlo Methods"[1]

[1]
[http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295....](http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.4478&rank=1)

