TY - JOUR
T1 - Improving Random Number Generators in the Monte Carlo simulations via twisting and combining
AU - Deng, Lih Yuan
AU - Guo, Rui
AU - Lin, Dennis K.J.
AU - Bai, Fengshan
PY - 2008/3/15
Y1 - 2008/3/15
N2 - Problems for various random number generators accompanying the Wolff algorithm [U. Wolff, Phys. Rev. Lett. 62 (1989) 361; U. Wolff, Phys. Lett. B 228 (1989) 379] are discussed, including the hidden errors first reported in [A.M. Ferrenberg, D.P. Landau, Y.J. Wong, Phys. Rev. Lett. 69 (1992) 3382]. A general (though simple) method of twisting and combining for improving the performance of these generators is proposed. Some recent generators motivated by such a twisting and combining method with extremely long period are discussed. The proposed method provides a novel and simple way to improve RNGs in its performance.
AB - Problems for various random number generators accompanying the Wolff algorithm [U. Wolff, Phys. Rev. Lett. 62 (1989) 361; U. Wolff, Phys. Lett. B 228 (1989) 379] are discussed, including the hidden errors first reported in [A.M. Ferrenberg, D.P. Landau, Y.J. Wong, Phys. Rev. Lett. 69 (1992) 3382]. A general (though simple) method of twisting and combining for improving the performance of these generators is proposed. Some recent generators motivated by such a twisting and combining method with extremely long period are discussed. The proposed method provides a novel and simple way to improve RNGs in its performance.
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U2 - 10.1016/j.cpc.2007.10.002
DO - 10.1016/j.cpc.2007.10.002
M3 - Article
AN - SCOPUS:39149100297
SN - 0010-4655
VL - 178
SP - 401
EP - 408
JO - Computer Physics Communications
JF - Computer Physics Communications
IS - 6
ER -