Advent of Computing

Episode 116 - Monte Carlo

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Description

It's finally time! In this episode we are looking at the Monte Carlo method, perhaps the first practical computer program that could outpace human capability. The best part: the method relies on a random walk to reach a statistically valid answer!
 
Selected Sources:
 
https://www.osti.gov/servlets/purl/10596 - Igniting the Light Elements
 
https://library.lanl.gov/cgi-bin/getfile?00326866.pdf - The Beginning of the Monte Carlo Method, Nick Metropolis