THE BEGINNING of the MONTE CARLO METHOD
THE BEGINNING of the MONTE CARLO METHOD
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N. Metropolis
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作者：
N. Metropolis
那一年是1945年。发生了两件惊天动地的大事：在阿拉莫戈多的成功试验和第一台电子计算机的建造。它们的综合影响是从质量上改变了俄罗斯与西方之间全球互动的性质。同样令人不安的是所有学术研究和应用科学的变化。在一个不太大的规模上，这些事件带来了一种数学技术的复兴，这种技术被保守派称为统计抽样;在新的环境中，由于它的性质，不可否认它的新名字是蒙特卡洛方法。本文试图描述导致这一复兴的细节以及各演员所扮演的角色。这是适当的，它出现在一个问题，致力于斯坦乌拉姆。我们大多数人对计算机的发展和能力已经变得如此厌倦，甚至有些计算机的发展和能力是非常缓慢的，以至于很难相信或想象曾经有一段时间，我们遭受了噪音，痛苦地缓慢，机电设备在穿孔卡片上咀嚼。他们的可取之处在于，除了维护和偶尔的修理（例如从继电器间隙中清除灰尘颗粒）外，他们继续昼夜不停地工作。但是这些机器在常规的、相对简单的计算中帮助很大，这些计算导致了广岛。ENIAC。在战争时期，一个由科学家、工程师和技术人员组成的团队正在费城宾夕法尼亚大学的第一台电子计算机ENIAC上疯狂工作。他们的导师是一等物理学家约翰Mauchly和辉煌的工程师Presper Eckert。Mauchly，熟悉物理实验室的盖革计数器，已经意识到，如果电子电路可以计数，那么他们可以做算术，因此解决，除其他外，差方程-在几乎令人难以置信的速度！当他看到一个看似无限的妇女用台式计算器制作射击表时，他受到启发，向阿伯丁的弹道研究实验室提出了一个电子计算机来处理这些计算。
T he year was 1945. Two earth-shaking events took place: the successful test at Alamogordo and the building of the first electronic computer. Their combined impact was to modify qualitatively the nature of global interactions between Russia and the West. No less perturbative were the changes wrought in all of academic research and in applied science. On a less grand scale these events brought about a renascence of a mathematical technique known to the old guard as statistical sampling ; in its new surroundings and owing to its nature, there was no denying its new name of the Monte Carlo method. This essay attempts to describe the details that led to this renascence and the roles played by the various actors. It is appropriate that it appears in an issue dedicated to Stan Ulam. Most of us have grown so blase about computer developments and capabilities-even some that are spectacular—that it is difficult to believe or imagine there was a time when we suffered the noisy, painstakingly slow, electromechanical devices that chomped away on punched cards. Their saving grace was that they continued working around the clock, except for maintenance and occasional repair (such as removing a dust particle from a relay gap). But these machines helped enormously with the routine, relatively simple calculations that led to Hi-roshima. The ENIAC. During this wartime period , a team of scientists, engineers, and technicians was working furiously on the first electronic computer—the ENIAC— at the University of Pennsylvania in Phil-adelphia. Their mentors were Physicist First Class John Mauchly and Brilliant Engineer Presper Eckert. Mauchly, familiar with Geiger counters in physics laboratories, had realized that if electronic circuits could count, then they could do arithmetic and hence solve, inter alia, difference equations—at almost incredible speeds! When he'd seen a seemingly limitless array of women cranking out firing tables with desk calculators, he'd been inspired to propose to the Ballistics Research Laboratory at Aberdeen that an electronic computer be built to deal with these calculations.