Errors in Monte Carlo simulations using shift register random number generators

Abstract

We report large systematic errors in Monte Carlo simulations of the tricritical Blume-Capel model using single spin Metropolis updating. The error, manifest as a $20\%$ asymmetry in the magnetisation distribution, is traced to the interplay between strong triplet correlations in the shift register random number generator and the large tricritical clusters. The effect of these correlations is visible only when the system volume is a multiple of the random number generator lag parameter. No such effects are observed in related models.

7 pages Revtex, 4 ps figures (uuencoded). Paper also available from: http://moses.physik.uni-mainz.de/~wilding/home_wilding.html

Cited by in corpus (12)

• Quantum Random Number Generators
• Pseudo Random Coins Show More Heads Than Tails
• Cluster Hybrid Monte Carlo Simulation Algorithms
• Simulation of a directed random-walk model: the effect of pseudo-random-number correlations
• Hurst's Rescaled Range Statistical Analysis for Pseudorandom Number Generators used in Physical Simulations
• Periodic orbits of the ensemble of Sinai-Arnold cat maps and pseudorandom number generation
• Entropy of Pseudo Random Number Generators
• Parallelization of adaptive MC Integrators
• RNGSSELIB: Program library for random number generation, SSE2 realization
• A new test for random number generators: Schwinger-Dyson equations for the Ising model
• An Introduction to Monte Carlo Simulation of Statistical physics Problem
• Applying dissipative dynamical systems to pseudorandom number generation: Equidistribution property and statistical independence of bits at distances up to logarithm of mesh size