Journal
COMPUTER PHYSICS COMMUNICATIONS
Volume 180, Issue 11, Pages 2140-2142Publisher
ELSEVIER
DOI: 10.1016/j.cpc.2009.06.019
Keywords
Random number generators
Funding
- National Science Foundation [CTS-0505929]
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A discrete random number (DRN) generator for stochastic differential equations is proposed. The generator has exactly 8 states and thus 10 DRN's can be obtained from a single 32-bit random variable. This is advantageous when large numbers of DRN's are needed, as for example in fluctuating lattice-Boltzmann models. The moments of the discrete distribution match those of a Gaussian distribution (zero mean and unit variance) up to 5th order. Numerical tests show that satisfactory statistical properties can be obtained with several 32-bit pseudo random number (PRN) generators. (C) 2009 Elsevier B.V. All rights reserved.
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