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Pseudo-random numbers for comparative Monte Carlo calculations

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Abstract

To compare the results of two slightly different situations in a given problem solved by the Monte Carlo method it is convenient to use the same random numbers in both cases. To facilitate the reproducibility of the random numbers used a method based on two pseudo-random number generators may be adopted. In this paper the method is discussed with reference to multiplicative congruential generators, the influence of the initial value on a random sequence obtained by a given multiplier being examined first.

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  1. Centro di Calcolo del C.N.E.N., Via Mazzini 2, I-40138, Bologna, Italy

    G. Cenacchi & A. de Matteis

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  1. G. Cenacchi
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  2. A. de Matteis
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Cenacchi, G., de Matteis, A. Pseudo-random numbers for comparative Monte Carlo calculations. Numer. Math. 16, 11–15 (1970). https://doi.org/10.1007/BF02162402

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  • DOI: https://doi.org/10.1007/BF02162402

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