✦ LIBER ✦

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

✍ Scribed by Tetsuya Hattori; Hideo Nakajima

Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 524 KB
Volume: 121
Category: Article
ISSN: 0021-9991
DOI: 10.1016/s0021-9991(95)90051-9

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✦ Synopsis

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.