This is the second of four posts on the mathematical approach known as the Monte Carlo method, following ' Breaking the bank...' Moving from the bank being broken at a casino to a mathematical method occurred as the Second World War came to a close. A number of scientists on the US nuclear programme were attempting to model neutron diffusion from a nuclear bomb. This was because a conventional nuclear explosion is effectively the trigger for the (then theoretical) thermonuclear explosion of a fusion bomb - and a major factor in its effectiveness is how neutrons travel out from the primary fission stage. Like his colleague John von Neumann, the Polish-American physicist Stanislaw Ulam had an interest in the game of poker and the probabilistic nature of games. The new possibility of electronic calculation using the ENIAC computer made it possible to consider a novel approach to modelling neutron diffusion. At the heart of nuclear fission is the idea of a chain reaction. A neutron...