Monte-Carlo Simulation Artefacts in Physical Modeling due to Pseudo-Random Generators

被引:1
|
作者
Berdnicov, A. S. [1 ]
Turtia, S. B. [1 ]
机构
[1] Russian Acad Sci, Inst Analyt Instrumentat, St Petersburg 198103, Russia
来源
关键词
D O I
10.1142/S0129183191000263
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
A set of vector algorithms for random vectors generation is tested by the authors. Only the most reliable algorithms are selected for testing. The special system of original tests is developed with the main criteria of the independence of random vector components and the equability of N-dimensional hypercube filling. Some algorithms are discovered to be bad for physical modeling, and for others recommendations for their use for different physical problems are given.
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页码:246 / 249
页数:4
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