In a letter, John von Neumann summarizes the Monte Carlo method, which he developed with Stanislaw Ulam: a way to solve otherwise intractable problems (or problems difficult to solve in a timely manner) with the laws of chance. A first use case is the diffusion of neutrons inside a nuclear device. A complex situation can therefore be made tractable with a model run repeatedly to arrive at the most probable result. The Monte Carlo method made it possible to simulate nuclear chain reactions. In March 1947, von Neumann sent an 11-page letter to Robert Richtmyer, head of the Los Alamos theoretical division, asking him to run the Monte Carlo method on his electronic computer to simulate nuclear reactions in an atomic bomb. The first Monte Carlo simulation began at Los Alamos on April 28, 1948, with the ENIAC computer and concluded on May 10, with the creation of 25,000 punched cards.
