Physical Tests for Random Numbers in Simulations

I. Vattulainen, T. Ala-Nissila, and K. Kankaala
Phys. Rev. Lett. 73, 2513 – Published 7 November 1994
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Abstract

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 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.

  • Received 4 January 1994

DOI:https://doi.org/10.1103/PhysRevLett.73.2513

©1994 American Physical Society

Authors & Affiliations

I. Vattulainen1,2,*, T. Ala-Nissila1,2,†, and K. Kankaala2,3,‡

  • 1Research Institute for Theoretical Physics, P.O. Box 9 (Siltavuorenpenger 20 C), FIN-00014 Helsinki, Finland
  • 2Department of Electrical Engineering, Tampere University of Technology, P.O. Box 692, FIN-33101 Tampere, Finland
  • 3Center for Scientific Computing, P.O. Box 405, FIN-02101 Espoo, Finland

  • *Electronic address: Ilpo. Vattulainen@csc.fl
  • Electronic address: ala@phcu.helsinki.fl
  • Electronic address: Kari.Kankaala@csc.fl

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Issue

Vol. 73, Iss. 19 — 7 November 1994

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