A fast random number generator for stochastic simulations

DOI10.1016/J.CPC.2009.06.019zbMATH Open1197.65009OpenAlexW2023270232MaRDI QIDQ711792FDOQ711792

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

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zbMATH Keywords

random number generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

• A survey of numerical methods for stochastic differential equations
• Title not available (Why is that?)
• Solving Dirichlet problems numerically using the Feynman-Kac representation

Cited In (7)

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

Uses Software

• dieharder
• Diehard

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