Thursday, April 14, 2016

The story of the Monte Carlo Algorithm

George Dyson is Freeman's son. I believe this talk was given at SciFoo or Foo Camp.

More Ulam (neither he nor von Neumann were really logicians, at least not primarily).

Wikipedia on Monte Carlo Methods. I first learned these in Caltech's Physics 129: Mathematical Methods, which used the textbook by Mathews and Walker. This book was based on lectures taught by Feynman, emphasizing practical techniques developed at Los Alamos during the war. The students in the class were about half undergraduates and half graduate students. For example, Martin Savage was a first year graduate student that year. Martin is now a heavy user of Monte Carlo in lattice gauge theory :-)