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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2020 Volume 60, Number 11, Pages 1807–1814 (Mi zvmmf11153)

This article is cited in 4 papers

General numerical methods

Unreliability of available pseudorandom number generators

A. A. Belovab, N. N. Kalitkinc, M. A. Tintula

a Faculty of Physics, Lomonosov Moscow State University, Moscow, 119991 Russia
b RUDN University, Moscow, 115419 Russia
c Federal Research Center Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Moscow, 125047 Russia

Abstract: The problem of generating sequences of uniformly distributed pseudorandom numbers is considered. A simple visual test for estimating the randomness of numbers in a sequence is used. The test shows that the most popular modern random number generators, such as the Mersenne Twister, linear congruential sequence, and others, yield unsatisfactory results. Accordingly, the generation of good generators remains an open problem, and results of computing stochastic processes (molecular dynamics method, etc.) have to be treated with caution.

Key words: Monte Carlo methods, pseudorandom numbers, testing.

UDC: 519.65

Received: 07.02.2020
Revised: 07.02.2020
Accepted: 07.07.2020

DOI: 10.31857/S0044466920110046


 English version:
Computational Mathematics and Mathematical Physics, 2020, 60:11, 1747–1753

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© Steklov Math. Inst. of RAS, 2024