Random numbers are
at the foundations of computer simulation methods, not only to the probabilistic methods.
One needs them to generate configurations or states of a system, as well as for the
decision process to accept or reject a configuration or state. Consider a liquid or a gas.
We draw two random numbers to generate a displacement for a particle as shown below.
Probabilistic simulation methods use the new position of the particle to accept or reject
the configuration of particles as a new sample of a state of a system. Also in molecular
dynamics simulations we need random numbers to generate, for example, a set of initial
conditions for the velocities of particles. To this end we generate random numbers with a
uniform distribution in the interval between zero and one and then transform these uniform
random numbers to follow the Maxwell distribution. In a sense, the displacement of a
particle or particles, may it be the result of the forces or by directly placing the
particles, comes from the random numbers.
In this section we thus concern ourselves with probabilities, distributions and the
generation of numbers that follow a given distribution. Our major interest focuses on the
generation of numbers that are uniformly distributed and on some tests for their
properties. It is of utmost importance to persuade oneself prior to a simulation that the
random number generator which one will be using has the desired properties. Any defect
making the random numbers 'non-random' effects the outcome of the simulation.
The sequence of numbers in a computer simulation used to make decisions or to generate
new states are generated by a deterministic algorithm. This algorithm produces numbers,
that in the common use of language appear chaotic. What is meant by this, is that they
will appear to an outside observer as totally unpredictable, even though they were
generated by an algorithm. This algorithm, given the initial state, always produces the
same sequence of numbers any time we apply the algorithm. One is tempted to use a
physical generator, for example exploiting the radioactive decay. We must note that
such a generator relies on unproved assumptions while a mathematically constructed
generator has precise properties, even though there may be some short-comings. Also, we
want the numbers to be reproducible. This is important when we check out a program for
errors. Further, the numbers generated from a physical process may not come at the needed
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