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Errors In Monte Carlo Simulations Using Shift Register Random Number Generators

Author

Listed:
  • F. SCHMID

    (Institut für Physik, Johannes Gutenberg Universität Mainz, D-55099 Mainz, Germany)

  • N. B. WILDING

    (Institut für Physik, Johannes Gutenberg Universität Mainz, D-55099 Mainz, Germany)

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 magnetization 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.

Suggested Citation

  • F. Schmid & N. B. Wilding, 1995. "Errors In Monte Carlo Simulations Using Shift Register Random Number Generators," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 6(06), pages 781-787.
    • Handle: RePEc:wsi:ijmpcx:v:06:y:1995:i:06:n:s0129183195000642
    DOI: 10.1142/S0129183195000642
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    Cited by:

    1. Dwyer, Gerald Jr. & Williams, K. B., 2003. "Portable random number generators," Journal of Economic Dynamics and Control, Elsevier, vol. 27(4), pages 645-650, February.

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