English
Related papers

Related papers: New tests of random numbers for simulations in phy…

200 papers

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.…

Condensed Matter · Physics 2009-10-22 I. Vattulainen , T. Ala-Nissila , K. Kankaala

We present results of extensive bit level tests on some pseudorandom number generators which are commonly used in physics applications. The generators have first been tested with an extended version of the $d$-tuple test. Second, we have…

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

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 investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in…

Disordered Systems and Neural Networks · Physics 2015-06-25 L. N. Shchur , J. R. Heringa , H. W. J. Blöte

We have carried out extensive statistical, bit level and visual tests of several random number generators used in the applications of physics. Two of the generators tested were recently included in a paper by Ferrenberg {\it et al.} (Phys.…

Condensed Matter · Physics 2007-05-23 I. Vattulainen , K. Kankaala , J. Saarinen , T. Ala-Nissila

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

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…

The rescaled range statistical analysis (R/S) is proposed as a new method to detect correlations in pseudorandom number generators used in Monte Carlo simulations. In an extensive test it is demonstrated that the RS analysis provides a very…

Computational Physics · Physics 2009-10-30 B. M. Gammel

We use a set of Schwinger-Dyson equations for the Ising Model to check several random number generators. For the model in two and three dimensions, it is shown that the equations are sensitive tests of bias originated by the random numbers.…

Condensed Matter · Physics 2008-12-18 H. G. Ballesteros , V. Martin-Mayor

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

We present an optimized version of a cluster labeling algorithm previously introduced by the authors. This algorithm is well suited for large-scale Monte Carlo simulations of spin models using cluster dynamics on parallel computers with…

High Energy Physics - Lattice · Physics 2015-06-25 M. Flanigan , P. Tamayo

When scholars suspect units are dependent on each other within clusters but independent of each other across clusters, they employ cluster-robust standard errors (CRSEs). Nevertheless, what to cluster over is sometimes unknown. For…

Methodology · Statistics 2025-11-12 Kentaro Fukumoto

There are various cluster validity indices used for evaluating clustering results. One of the main objectives of using these indices is to seek the optimal unknown number of clusters. Some indices work well for clusters with different…

Machine Learning · Statistics 2024-01-09 Nathakhun Wiroonsri

Random numbers play a crucial role in science and industry. Many numerical methods require the use of random numbers, in particular the Monte Carlo method. Therefore it is of paramount importance to have efficient random number generators.…

Computational Physics · Physics 2010-05-25 Helmut G. Katzgraber

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

This paper develops procedures to combine clusters for the approximate randomization test proposed by Canay, Romano, and Shaikh (2017). Their test can be used to conduct inference with a small number of clusters and imposes weak…

Econometrics · Economics 2025-02-07 Chun Pong Lau

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

Clusters of sizes ranging from two to five are studied by variational quantum Monte Carlo techniques. The clusters consist of Ar, Ne and hypothetical lighter (``$1 \over 2$-Ne") atoms. A general form of trial function is developed for which…

chem-ph · Physics 2009-10-22 Andrei Mushinski , M. P. Nightingale

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
‹ Prev 1 2 3 10 Next ›