モンテカルロコードにおける乱数発生方法の研究
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概要
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The Monte Carlo code uses a sequence of pseudo-random numbers with a random number generator (RNG) to simulate particle histories. A pseudo-random number has its own period depending on its generation method and the period is desired to be long enough not to exceed the period during one Monte Carlo calculation to ensure the correctness especially for a standard deviation of results. The linear congruential generator (LCG) is widely used as Monte Carlo RNG and the period of LCG is not so long by considering the increasing rate of simulation histories in a Monte Carlo calculation according to the remarkable enhancement of computer performance. Recently, many kinds of RNG have been developed and some of their features are better than those of LCG. In this study, we investigate the appropriate RNG in a Monte Carlo code as an alternative to LCG especially for the case of enormous histories. It is found that xorshift1) has desirable features compared with LCG, and xorshift has a larger period, a comparable speed to generate random numbers, a better randomness, and good applicability to parallel calculation.
著者
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田中 慎一
大阪大学大学院 工学研究科環境・エネルギー工学専攻
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大矢 賢太郎
大阪大学大学院 工学研究科環境・エネルギー工学専攻
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北田 孝典
大阪大学大学院 工学研究科環境・エネルギー工学専攻
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大矢 賢太郎
大阪大学大学院 工学研究科環境・エネルギー工学専攻