03.01.2014 Views

Course: Advanced sampling techniques

Course: Advanced sampling techniques

Course: Advanced sampling techniques

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

Simulation of Biomolecules – p. 2<br />

Monte Carlo: History<br />

• A Monte Carlo (MC) method is a technique that involves using<br />

random numbers and probability to solve problems.<br />

• Enrico Fermi in the 1930s and Stanislaw Ulam in 1946 first had<br />

the idea.<br />

• Ulam later contacted John von Neumann at the Los Alamos<br />

Scientific Laboratory who at that time was investigating radiation<br />

shielding and the distance that neutrons would likely travel<br />

through various materials.<br />

• Ulam and von Neumann suggested to solve this problem by<br />

modeling the experiment on a computer using chance.<br />

• Being secret, their work required a code name. Von Neumann<br />

chose the name "Monte Carlo" in reference to games of chance, a<br />

popular attraction in Monte Carlo, Monaco.<br />

• Random <strong>sampling</strong> dates back to the 18th and 19th centuries<br />

where needle throwing experiments were used to calculate<br />

geometric probabilties (George Louis Leclerc, a.k.a. Comte de<br />

Buffon, 1777).

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!