Improvement of efficiency in generating random U(1) variables with Boltzmann distribution (von mises distribution revisited)

Tetsuya Hattori, Hideo Nakajima

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

A method for generating random U(1) variables with Boltzmann distribution (i.e., realizing von Mises distribution) is presented. Based on the rejection method, high efficiency is achieved for the whole range of temperatures or coupling parameters, which makes the present method especially suitable for (parallel or pipeline) vector processing machines. Results of computer runs are presented to illustrate the efficiency. An idea to find the algorithm is presented, which is applicable to other distributions of interest in Monte Carlo simulations.

Original languageEnglish
Pages (from-to)238-245
Number of pages8
JournalJournal of Computational Physics
Volume121
Issue number2
DOIs
Publication statusPublished - 1995 Jan 1
Externally publishedYes

ASJC Scopus subject areas

  • Numerical Analysis
  • Modelling and Simulation
  • Physics and Astronomy (miscellaneous)
  • Physics and Astronomy(all)
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics

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