Abstract
The name of the Monte Carlo method is inspired by the gambling casinos at the city of Monte Carlo in Monaco. The mathematical techniques used by this method are in fact based on the selection of random numbers [1–4]. In its present form, the method is attributed to Fermi, Von Neumann, and Ulam, who developed it for the solution of problems related to neutron transport during the secret research at Los Alamos for the construction of the atomic bomb during world war II. There are, however, indications of previous uses of methods based on selections of random numbers. In particular the name of Lord Kelvin is mentioned for a paper of 1901 [5], and Gosset (better known with the pseudonym Student) used experimental sampling to support his well known theoretical studies of statistical distributions. Fermi himself used already Monte Carlo techniques in the 30′s in connection with neutron transport [6].
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Jacoboni, C., Lugli, P. (1989). Introduction. In: The Monte Carlo Method for Semiconductor Device Simulation. Computational Microelectronics. Springer, Vienna. https://doi.org/10.1007/978-3-7091-6963-6_1
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