Random number generators for large-scale parallel Monte Carlo simulations on FPGA

DOI10.1016/J.JCP.2018.01.029MaRDI QIDQ1640843zbMATH OpenOpenAlexFDO

Authors Y. Aharonov

Publication date 14 June 2018

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2018.01.029

zbMATH Keywords

Monte Carlo simulationIsing modelrandom number generatorfield programmable gate array

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 1979301 (Why is no real title available?)
• A comparative study of some pseudorandom number generators
• A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator
• A random number generator for parallel computers
• An experimental exploration of Marsaglia's \texttt{xorshift} generators, scrambled
• Can programming be liberated from the von Neumann style?
• Efficient jump ahead for \(\mathbb{F}_{2}\)-linear random number generators
• Improving random number generators in the Monte Carlo simulations via twisting and combining
• Massively parallel Monte Carlo for many-particle simulations on GPUs
• Mersenne twister
• Numerical recipes. The art of scientific computing.
• Some long-period random number generators using shifts and xors
• TestU01

Cited in

(8)

• An FPGA systolic array using pseudo-random bit generators for computing Goldbach partitions
• scientific article; zbMATH DE number 1953304 (Why is no real title available?)
• A hardware generator of multi-point distributed random numbers for Monte Carlo simulation
• Survey on hardware implementation of random number generators on FPGA: theory and experimental analyses
• Critical Ising system testing of high-quality random number generators
• IANUS: scientific computing on an FPGA-based architecture
• Efficient random number generation on FPGA-s
• HASPRNG: hardware accelerated scalable parallel random number generators

Describes a project that uses

Uses Software

• NIST Statistical Test Suite
• xorgens
• TestU01
• MersenneTwister

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