A fast random number generator for stochastic simulations

DOI10.1016/J.CPC.2009.06.019MaRDI QIDQ711792zbMATH OpenOpenAlexFDO

Authors Anthony J. C. Ladd

Publication date 28 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2009.06.019

zbMATH Keywords

random number generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Recommendations

• A portable high-quality random number generator for lattice field theory simulations
• Random number generators for microcomputers
• Publication:4935969
• scientific article; zbMATH DE number 1114364
• Portable random number generators.

Cites work

• A survey of numerical methods for stochastic differential equations
• scientific article; zbMATH DE number 1745044 (Why is no real title available?)
• Solving Dirichlet problems numerically using the Feynman-Kac representation

Cited in

(7)

• Fast Gaussian random number generation using linear transformations
• A Fortran 90 interface to random number generation
• A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
• SPRNG: A scalable library for pseudorandom number generation
• GPU implementations of the Bond fluctuation model
• Fast algorithms for generating discrete random variates with changing distributions
• Pseudo-random number generation for Brownian dynamics and dissipative particle dynamics simulations on GPU devices

Describes a project that uses

Uses Software

• Diehard
• dieharder

This page was built for publication: A fast random number generator for stochastic simulations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q711792)