engleski

Examining Random Number Generators Used in Stochastic Iteration Algorithms

This paper investigate random number generators in stohastic iteration algorithms tahr require infinite uniform sequences. We take a simple model of general transport equation and solve it with application of linear congruential generator, the Mersenner twister, the mother off all genmerators, and a true random number generator based on quantum effects. With this simple model we show that for resonably contractive operators the theoretically not infinite uniform sequences perform also well. Finally, we demonstrate the power of stohastic iteration for the solution of the light transport problem.

Monte Carlo methods; random number generator; stohastic iteration; transport problem

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