14 September, 2008

The Monte-Carlo method

I was actually not aware of the fact that the Monte-Carlo method of integration was proposed by Stan Ulam working on Manhattan project at Los Alamos. I also like his aphorism, which I came across of here:

"My late friend Stan Ulam used to remark that his life was sharply divided into two halves. In the first half, he was always the youngest person in the group; in the second half, he was always the oldest. There was no transitional period."

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