Loyola University Maryland

Department of Mathematics and Statistics

Math/Stat Department Seminar

Monte Carlo Methods: Early History and Recent Developments

Dr. Michael Mascagni

Professor of Computer Science and Director of Graduate Studies, Professor of Mathematics, Professor of Scientific Computing, Faculty in the Graduate Program in Molecular Biophysics
Florida State University

November 7, 2014

Room: B01 Knott Hall


We give a brief overview of the early history of probability theory, which leads to the early history of the Monte Carlo method. Early Monte Carlo came together with a special group of physicists and mathematicians at Los Alamos along with the transition from analog and hand computation to automatic digital computing. This early marriage of Monte Carlo and high-performance computing (HPC) has continued. We then present an overview of some Monte Carlo methods, and show how modern developments continue to be strongly linked to developments in HPC. We conclude with some remarks about future trends in HPC and how Monte Carlo is very well situated to enable further developments.

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