THE BEGINNING of the MONTE CARLO METHOD

T he year was 1945. Two earth-shaking events took place: the successful test at Alamogordo and the building of the first electronic computer. Their combined impact was to modify qualitatively the nature of global interactions between Russia and the West. No less perturbative were the changes wrought in all of academic research and in applied science. On a less grand scale these events brought about a renascence of a mathematical technique known to the old guard as statistical sampling ; in its new surroundings and owing to its nature, there was no denying its new name of the Monte Carlo method. This essay attempts to describe the details that led to this renascence and the roles played by the various actors. It is appropriate that it appears in an issue dedicated to Stan Ulam. Most of us have grown so blase about computer developments and capabilities-even some that are spectacular—that it is difficult to believe or imagine there was a time when we suffered the noisy, painstakingly slow, electromechanical devices that chomped away on punched cards. Their saving grace was that they continued working around the clock, except for maintenance and occasional repair (such as removing a dust particle from a relay gap). But these machines helped enormously with the routine, relatively simple calculations that led to Hi-roshima. The ENIAC. During this wartime period , a team of scientists, engineers, and technicians was working furiously on the first electronic computer—the ENIAC— at the University of Pennsylvania in Phil-adelphia. Their mentors were Physicist First Class John Mauchly and Brilliant Engineer Presper Eckert. Mauchly, familiar with Geiger counters in physics laboratories, had realized that if electronic circuits could count, then they could do arithmetic and hence solve, inter alia, difference equations—at almost incredible speeds! When he'd seen a seemingly limitless array of women cranking out firing tables with desk calculators, he'd been inspired to propose to the Ballistics Research Laboratory at Aberdeen that an electronic computer be built to deal with these calculations.