Monte Carlo simulation of the Ising model and random number generation on the vector processor

2002 ◽  
Author(s):  
N. Ito ◽  
Y. Kanada
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Ising Model ◽  
Random Number ◽  
Random Number Generation ◽  
Vector Processor ◽  
Number Generation

scholarly journals ANALYSIS OF RANDOM NUMBER GENERATORS USING MONTE CARLO SIMULATION

1994 ◽  
Vol 05 (03) ◽  
pp. 547-560 ◽  
Author(s):  
P.D. CODDINGTON
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Ising Model ◽  
High Precision ◽  
Random Number ◽  
Statistical Tests ◽  
Exact Results ◽  
Random Number Generators ◽  
Monte Carlo Algorithms

Monte Carlo simulation is one of the main applications involving the use of random number generators. It is also one of the best methods of testing the randomness properties of such generators, by comparing results of simulations using different generators with each other, or with analytic results. Here we compare the performance of some popular random number generators by high precision Monte Carlo simulation of the 2-d Ising model, for which exact results are known, using the Metropolis, Swendsen-Wang, and Wolff Monte Carlo algorithms. Many widely used generators that perform well in standard statistical tests are shown to fail these Monte Carlo tests.

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