Chaotic Monte Carlo computation: a dynamical effect of random-number generations
| dc.creator | Umeno, Ken | |
| dc.date | 1998-12-10 | |
| dc.date | 1999-03-02 | |
| dc.date.accessioned | 2026-07-07T02:35:35Z | |
| dc.date.available | 2026-07-07T02:35:35Z | |
| dc.description | It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error decreases to 0 as 1/N^{2} with N successive observations for N-> infinity, whereas the conventional Monte Carlo simulation gives the square of the error in the order 1/N. The order of N in the error convergence speed of superefficient Monte Carlo computations does not depend on the dimensionality of the problems. By deriving a necessary and sufficient condition for the superefficiency, it is shown that such high-performance Monte Carlo simulations can be carried out only if there exists a strong correlation of chaotic dynamical variables. | |
| dc.description | 26 pages,13 figures, typos in appendix A corrected, and title slightly changed | |
| dc.identifier | https://arxiv.org/abs/chao-dyn/9812013 | |
| dc.identifier | http://arxiv.org/abs/chao-dyn/9812013 | |
| dc.identifier | Jpn. J. Appl. Phys. Vol. 39(2000) Part 1, No. 3A, 1442-1456. | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/15664 | |
| dc.subject | Chaotic Dynamics | |
| dc.subject | Statistical Mechanics | |
| dc.title | Chaotic Monte Carlo computation: a dynamical effect of random-number generations | |
| dc.type | text |