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Parallel supercomputer-based Monte Carlo applications depend on pseudorandom number generators that produce independent pseudorandom streams across many separate processes. We propose a new scalable class of parallel pseudorandom number…

Computational Physics · Physics 2015-02-03 Paul D. Beale

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Statistical Mechanics · Physics 2009-06-10 Stephan Mertens

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

The standard RSA relies on multiple big-number modular exponentiation operations and longer key-length is required for better protection. This imposes a hefty time penalty for encryption and decryption. In this study, we analyzed and…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-01-14 Jun-jie Liu , Kang-Too Tsang , Yu-Hui Deng

Pseudorandom number generators are required for many computational tasks, such as stochastic modelling and simulation. This paper investigates the serial CPU and parallel GPU implementation of a Linear Congruential Generator based on the…

Mathematical Software · Computer Science 2012-06-25 Gleb Beliakov , Michael Johnstone , Doug Creighton , Tim Wilkin

High-performance streams of (pseudo) random numbers are crucial for the efficient implementation for countless stochastic algorithms, most importantly, Monte Carlo simulations and molecular dynamics simulations with stochastic thermostats.…

Computational Physics · Physics 2012-08-30 Markus Manssen , Martin Weigel , Alexander K. Hartmann

Pseudo-random number generators (PRNGs) are essential in a wide range of applications, from cryptography to statistical simulations and optimization algorithms. While uniform randomness is crucial for security-critical areas like…

Cryptography and Security · Computer Science 2025-01-03 Jianan Wu , Ahmet Yusuf Salim , Eslam Elmitwalli , Selçuk Köse , Zeljko Ignjatovic

The future of high-performance computing is aligning itself towards the efficient use of highly parallel computing environments. One application where the use of massive parallelism comes instinctively is Monte Carlo simulations, where a…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-01-11 S. Hissoiny , P. Després , B. Ozell

We describe an optoelectronic system for simultaneously generating parallel, independent streams of random bits using spectrally separated noise signals obtained from a single optical source. Using a pair of non-overlapping spectral filters…

Optics · Physics 2015-05-27 Xiaowen Li , Adam B Cohen , Thomas E Murphy , Rajarshi Roy

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs,…

High Energy Physics - Lattice · Physics 2009-10-22 I. Vattulainen , K. Kankaala , J. Saarinen , T. Ala-Nissila

We show that the latest version of massively parallel processing associative string processing architecture (System-V) is applicable for fast Monte Carlo simulation if an effective on-processor random number generator is implemented. Our…

Computational Physics · Physics 2016-11-15 G. Odor , A. Krikelis , F. Vesztergombi , F. Rohrbach

The generation of pseudo-random numbers is one of the interesting problems in Monte Carlo simulations, mostly because the common computer generators produce periodic numbers. We used simple pseudo-random numbers generated with the simplest…

Other Condensed Matter · Physics 2009-11-13 Gaston E. Barberis

Based on Restricted Boltzmann Machines (RBMs), an improved pseudo-stochastic sequential cipher generator is proposed. It is effective and efficient because of the two advantages: this generator includes a stochastic neural network that can…

Cryptography and Security · Computer Science 2016-08-18 Fei Hu , Xiaofei Xu , Tao Peng , Changjiu Pu , Li Li

We introduce a method for non-uniform random number generation based on sampling a physical process in a controlled environment. We demonstrate one proof-of-concept implementation of the method that reduces the error of Monte Carlo…

Other Computer Science · Computer Science 2020-04-24 James Timothy Meech , Phillip Stanley-Marbell

The aim of this paper is to present a new design for a pseudorandom number generator (PRNG) that is cryptographically secure, passes all of the usual statistical tests referenced in the literature and hence generates high quality random…

Cryptography and Security · Computer Science 2025-03-25 Juan Di Mauro , Eduardo Salazar , Hugo D. Scolnik

We introduce the Romu family of pseudo-random number generators (PRNGs) which combines the nonlinear operation of rotation with the linear operations of multiplication and (optionally) addition. Compared to conventional linear-only PRNGs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-27 Mark A. Overton

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

Computational Physics · Physics 2017-09-14 Martin Weigel

Langevin Dynamics, Monte Carlo, and all-atom Molecular Dynamics simulations in implicit solvent, widely used to access the microscopic transitions in biomolecules, require a reliable source of random numbers. Here we present the two main…

Chemical Physics · Physics 2010-03-05 A. Zhmurov , K. Rybnikov , Y. Kholodov , V. Barsegov

Pseudo-random number generators are widely used in many branches of science, mainly in applications related to Monte Carlo methods, although they are deterministic in design and, therefore, unsuitable for tackling fundamental problems in…

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling
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