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APS » Journals » Phys. Rev. Lett. » Volume 73 » Issue 19
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Phys. Rev. Lett. 73, 2513–2516 (1994)

Physical Tests for Random Numbers in Simulations

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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

Received 4 January 1994; published in the issue dated 7 November 1994

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.

© 1994 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevLett.73.2513
DOI:
10.1103/PhysRevLett.73.2513
PACS:
02.70.Lq, 05.40.+j, 05.50.+q, 75.40.Mg

*Electronic address: Ilpo. Vattulainen@csc.fl

†Electronic address: ala@phcu.helsinki.fl

‡Electronic address: Kari.Kankaala@csc.fl

 
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