Abstract
The Wolff algorithm is now accepted as the best cluster-flipping Monte Carlo algorithm for beating ``critical slowing down.'' We show how this method can yield incorrect answers due to subtle correlations in ``high quality'' random number generators.
Keywords
Monte Carlo methodStatistical physicsRandom number generationHybrid Monte CarloDynamic Monte Carlo methodMonte Carlo method in statistical physicsMonte Carlo molecular modelingComputer scienceAlgorithmMonte Carlo integrationQuantum Monte CarloQuasi-Monte Carlo methodPhysicsMarkov chain Monte CarloStatisticsMathematics
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Publication Info
- Year
- 1992
- Type
- article
- Volume
- 69
- Issue
- 23
- Pages
- 3382-3384
- Citations
- 423
- Access
- Closed
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Cite This
Alan M. Ferrenberg,
D. P. Landau,
Y. Joanna Wong
(1992).
Monte Carlo simulations: Hidden errors from ‘‘good’’ random number generators.
Physical Review Letters
, 69
(23)
, 3382-3384.
https://doi.org/10.1103/physrevlett.69.3382
Identifiers
- DOI
- 10.1103/physrevlett.69.3382