skip to main content
OSTI.GOV title logo U.S. Department of Energy
Office of Scientific and Technical Information

Title: Physical tests for random numbers in simulations

Journal Article · · Physical Review Letters; (United States)
; ;  [1]
  1. Research Institute for Theoretical Physics, P.O. Box 9 (Siltavuorenpenger 20 C), FIN-00014 University of Helsinki (Finland) Department of Electrical Engineering, Tampere University of Technology, P.O. Box 692, FIN-3310, Tampere (Finland) Center for Scientific Computing, P.O. Box 405, FIN-02101 Espoo (Finland)

We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm. The second test is based on random walks, and the third on blocks of [ital n] successive numbers. We apply the tests to show that recent errors in high precision Ising simulations using generalized feedback shift register algorithms are due to short range correlations in random number sequences.

OSTI ID:
7098661
Journal Information:
Physical Review Letters; (United States), Vol. 73:19; ISSN 0031-9007
Country of Publication:
United States
Language:
English

Similar Records

Critical dynamics of cluster algorithms in the dilute Ising model
Journal Article · Sun Aug 01 00:00:00 EDT 1993 · Journal of Statistical Physics; (United States) · OSTI ID:7098661

Fission Matrix Capability for MCNP Monte Carlo
Technical Report · Wed Sep 05 00:00:00 EDT 2012 · OSTI ID:7098661

Effects of changing the random number stride in Monte Carlo calculations
Journal Article · Sun Sep 01 00:00:00 EDT 1991 · Nuclear Science and Engineering; (United States) · OSTI ID:7098661