Monte Carlo method was developed due to a roulette

Monte Carlo method was developed due to a roulette

The inventors of a hydrogen bomb John von Neumann and Stanislaw Ulam dedicated a lot of time to this work. The complex of researches on the specified subject included many additional issues which were surely studied by physics. Particularly, they managed to develop useful applications of Monte Carlo method which was called in honor of backroom gambling capital.

The main difficulty that physicists had, developing the method, was the fact that a random number generator didn’t exist then. That is why it was impossible to carry out full tests and ensure reliability of the research. The scientists used a roulette to solve such a problem. The military department, which was interested in the work of scientists, rented the roulette in one of Monte Carlo casinos. That solution helped experts not just to realize theoretical ideas, but also allowed them to play the roulette enough at the state expense. When the tests were completed, the developed in such a way method got the name of Monte Carlo method.

 
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