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At least 19 records

Reassessing the MCNP Random Number Generator

Random number generators are integral components to Monte Carlo codes. They provide the pseudorandom number sequence used to actually sample the distributions of interest. As a result, they are one of the most important components to the software. The current recommended MCNP random number generator is a 63-bit linear congruential generator (LCG). This generator is quite fast, but it has some drawbacks. First, it only has a period of 2 63 . Due to the necessarily non-optimal usage of random numbers to ensure parallel reproducibility, this amount is too few to guarantee random number sequences are not reused in all configurations the code runs under. As simulation size increases, users will need to be aware of the limitations of the generator and tune configuration variables to best suit their simulations, or they will need to assume that reuse is not negatively affecting their answers. Neither of these are optimal. Second, small LCGs are fairly weak in bit generation quality, and this can have an unknown impact on the quality of the simulation. This paper is an investigation into whether or not more modern random number generators can supersede the current ones. The goal is to find a generator that is similar or superior in speed to the LCGs, has a state space large enough to make strong guarantees about random number reuse, and passes all modern random number test suites. If such a generator is found, it would eliminate the need for the user to even be aware of the limitations of the random number generator and would simplify the use of the code. This paper will be broken into several parts. Sec. 2 will discuss the evolution of the random number generator within the MCNP code. Sec. 3 will go over what a Monte Carlo code needs from a generator to be reproducible and portable and how the current generator behaves in that light. Sec. 4 goes through how each generator was tested. Finally, Sec. 5 will discuss improvements that could be made to the code.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Quantum random number generators

Random number generators include a thermal optical source and detector configured to produce random numbers based on quantum-optical intensity fluctuations. An optical flux is detected, and signals proportional to optical intensity and a delayed optical intensity are combined. The combined signals can be electrical signals or optical signals, and the optical source is selected so as to have low coherence over a predetermined range of delay times. Balanced optical detectors can be used to reduce common mode noise, and in some examples, the optical flux is directed to only one of a pair of balanced detectors.

36 MATERIALS SCIENCE↗

Quantum random number generators

Random number generators include a thermal optical source and detector configured to produce random numbers based on quantum-optical intensity fluctuations. An optical flux is detected, and signals proportional to optical intensity and a delayed optical intensity are combined. The combined signals can be electrical signals or optical signals, and the optical source is selected so as to have low coherence over a predetermined range of delay times. Balanced optical detectors can be used to reduce common mode noise, and in some examples, the optical flux is directed to only one of a pair of balanced detectors.

97 MATHEMATICS AND COMPUTING↗

The RANDOM computer program: A linear congruential random number generator

The RANDOM Computer Program is a FORTRAN program for generating random number sequences and testing linear congruential random number generators (LCGs). The linear congruential form of random number generator is discussed, and the selection of parameters of an LCG for a microcomputer described. This document describes the following: (1) The RANDOM Computer Program; (2) RANDOM.MOD, the computer code needed to implement an LCG in a FORTRAN program; and (3) The RANCYCLE and the ARITH Computer Programs that provide computational assistance in the selection of parameters for an LCG. The RANDOM, RANCYCLE, and ARITH Computer Programs are written in Microsoft FORTRAN for the IBM PC microcomputer and its compatibles. With only minor modifications, the RANDOM Computer Program and its LCG can be run on most micromputers or mainframe computers.

Miles, R. F., Jr.↗

Self-correcting random number generator

A system and method for generating random numbers. The system may include a random number generator (RNG), such as a quantum random number generator (QRNG) configured to self-correct or adapt in order to substantially achieve randomness from the output of the RNG. By adapting, the RNG may generate a random number that may be considered random regardless of whether the random number itself is tested as such. As an example, the RNG may include components to monitor one or more characteristics of the RNG during operation, and may use the monitored characteristics as a basis for adapting, or self-correcting, to provide a random number according to one or more performance criteria.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An investigation of the uniform random number generator

Most random number generators that are in use today are of the congruential form X(i+1) + AX(i) + C mod M where A, C, and M are nonnegative integers. If C=O, the generator is called the multiplicative type and those for which C/O are called mixed congruential generators. It is easy to see that congruential generators will repeat a sequence of numbers after a maximum of M values have been generated. The number of numbers that a procedure generates before restarting the sequence is called the length or the period of the generator. Generally, it is desirable to make the period as long as possible. A detailed discussion of congruential generators is given. Also, several promising procedures that differ from the multiplicative and mixed procedure are discussed.

Temple, E. C.↗

A new portable random number generator wrapper library

Random number generator is an important component of many scientific projects. Many projects are written using programming models (like OpenMP and SYCL) to target different architectures. However, some programming models do not provide a random number generator. In this work, we introduce our random number generator wrapper. It is a header-only library that supports three distributions of random numbers: uniform, normal, and poisson. On the GPU backend, it wraps the cuRAND and rocRAND library, and supports various random number engines. It also wraps random123, a counterbased random number generator, on both CPU and GPU. With this library, we can generate random numbers with a few lines of code and target both GPU and multi-thread CPU with the same code. We also investigate the performance and scalability of this wrapper on different architectures with different engines and the number of cores.

97 MATHEMATICS AND COMPUTING↗

Quantum random number generator

A quantum random number generator (QRNG) and a photon generator for a QRNG are provided. The photon generator may be operated in a spontaneous mode below a lasing threshold to emit photons. Photons emitted from the photon generator may have at least one random characteristic, which may be monitored by the QRNG to generate a random number. In one embodiment, the photon generator may include a photon emitter and an amplifier coupled to the photon emitter. The amplifier may enable the photon generator to be used in the QRNG without introducing significant bias in the random number and may enable multiplexing of multiple random numbers. The amplifier may also desensitize the photon generator to fluctuations in power supplied thereto while operating in the spontaneous mode. In one embodiment, the photon emitter and amplifier may be a tapered diode amplifier.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Efficient reversible uniform and non-uniform random number generation in UNU.RAN

Reversible random number generations are useful in large-scale fault-tolerant parallel computations and parallel discrete event simulations that are based on reversible computation. The Universal Non-Uniform Random Number Generator (UNU.RAN) is one of the popular random number generators used in the simulation community, but the generators are forward-only in nature. In this paper, we develop new reverse algorithm for the default uniform random number generator algorithm of UNU.RAN and also a few nonuniform random generators that use the Transform Density Reduction (TDR) method. We verify the correctness of reversals of our algorithms and also provide performance results to demonstrate reverse computing runtime adds little overheads relative to its forward counterpart.

Yoginath, Srikanth↗

Gas discharge tube true random number generator

A hardware random number generator comprises a gas discharge tube, an average voltage generator, and a comparator. The gas discharge tube includes first, second, and third terminals and may generate a variable voltage on the second terminal when a supply voltage is applied to the first and third terminals. The average voltage generator receives the variable voltage from the gas discharge tube and may generate an average voltage equal to a moving average value of the variable voltage over successive periods of time. The comparator receives the variable voltage and the average voltage and may generate a random stream of data bits, such that a value of each bit varies according to the relative magnitudes of the variable voltage and the average voltage.

42 ENGINEERING↗

Quantum random number generation

Quantum physics can be exploited to generate true random numbers, which play important roles in many applications, especially in cryptography. Genuine randomness from the measurement of a quantum system reveals the inherent nature of quantumness -- coherence, an important feature that differentiates quantum mechanics from classical physics. The generation of genuine randomness is generally considered impossible with only classical means. Based on the degree of trustworthiness on devices, quantum random number generators (QRNGs) can be grouped into three categories. The first category, practical QRNG, is built on fully trusted and calibrated devices and typically can generate randomness at a high speed by properly modeling the devices. The second category is self-testing QRNG, where verifiable randomness can be generated without trusting the actual implementation. The third category, semi-self-testing QRNG, is an intermediate category which provides a tradeoff between the trustworthiness on the device and the random number generation speed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

True random number generation using the spin crossover in LaCoO 3

While digital computers rely on software-generated pseudo-random number generators, hardware-based true random number generators (TRNGs), which employ the natural physics of the underlying hardware, provide true stochasticity, and power and area efficiency. Research into TRNGs has extensively relied on the unpredictability in phase transitions, but such phase transitions are difficult to control given their often abrupt and narrow parameter ranges (e.g., occurring in a small temperature window). Here we demonstrate a TRNG based on self-oscillations in LaCoO 3 that is electrically biased within its spin crossover regime. The LaCoO 3 TRNG passes all standard tests of true stochasticity and uses only half the number of components compared to prior TRNGs. Assisted by phase field modeling, we show how spin crossovers are fundamentally better in producing true stochasticity compared to traditional phase transitions. As a validation, by probabilistically solving the NP-hard max-cut problem in a memristor crossbar array using our TRNG as a source of the required stochasticity, we demonstrate solution quality exceeding that using software-generated randomness.

97 MATHEMATICS AND COMPUTING↗

Quantum Random Number Generator (QRNG)

The Los Alamos Quantum Random Number Generator (QRNG) is a hardware-based, high-performance Random Number Generator capable of generating 200 Mbit/s or more of true random numbers. Like flipping a coin, it is very much random and essential for information security like encrypting data on the internet, checking email, or purchasing something from an online vendor. The device harvests entropy from fluctuations in an optical source that arise from quantum mechanical properties of light. Qrypt, Inc., a company launched in 2017, began making strategic investments and developing partnerships to advance cutting-edge quantum hardware solutions. One of those key investments was licensing QRNG from Los Alamos and subsequently collaborating with advanced quantum materials and technology researcher Dr. Raymond Newell to create high-quality random keys at scale.

97 MATHEMATICS AND COMPUTING↗

Proposal for a quantum random number generator using coherent light and a non-classical observable

The prototype quantum random number (random bit) generator (QRNG) consists of one photon at a time falling on a 50:50 beam splitter followed by random detection in one or the other output beams due to the irreducible probabilistic nature of quantum mechanics. Due to the difficulties in producing single photons on demand, in practice, pulses of weak coherent (laser) light are used. In this paper, we take a different approach, one that uses moderate coherent light. It is shown that a QRNG can be implemented by performing photon-number parity measurements. For moderate coherent light, the probabilities of obtaining even or odd parity in photon counts are 0.5 each. Photon counting with single-photon resolution can be performed through use of a cascade of beam splitters and single-photon detectors, as was done recently in a photon-number parity-based interferometry experiment involving coherent light. We highlight the point that unlike most quantum-based random number generators, our proposal does not require the use of classical de-biasing algorithms or post-processing of the generated bit sequence.

Gerry, Christopher C.↗

MRG8 Random Number Generator Library (MRG8) v1.0

Pseudo random number generators (PRNGs) are crucial for nu- merous applications in HPC ranging from molecular dynamics to quantum chemistry, and hydrodynamics. Our optimized implementation generates the same random number sequence as the original well-characterized MRG8. MRG8-AVX512 achieves a substantial 69% improvement compared to Intel's MKL, and MRG8-GPU shows a maximum 3.36x speedup compared to NVIDIA's cuRAND library.

Shalf, JohnM.↗

Quantum Random Number Generator

The Los Alamos Quantum Random Number Generator (QRNG) extracts randomness from quantum fluctuations in the intensity of an optical source. These fluctuations are large enough to be detected using standard low-cost photodetectors, are very high bandwidth, and are fundamentally unpredictable in origin. As a result, the LANL QRNG can be manufactured affordably at scale, offers a very high output rate(200 Megabit/second or more), and is inherently unpredictable.

97 MATHEMATICS AND COMPUTING↗

A Comparison of Three Random Number Generators for Aircraft Dynamic Modeling Applications

Three random number generators, which produce Gaussian white noise sequences, were compared to assess their suitability in aircraft dynamic modeling applications. The first generator considered was the MATLAB (registered) implementation of the Mersenne-Twister algorithm. The second generator was a website called Random.org, which processes atmospheric noise measured using radios to create the random numbers. The third generator was based on synthesis of the Fourier series, where the random number sequences are constructed from prescribed amplitude and phase spectra. A total of 200 sequences, each having 601 random numbers, for each generator were collected and analyzed in terms of the mean, variance, normality, autocorrelation, and power spectral density. These sequences were then applied to two problems in aircraft dynamic modeling, namely estimating stability and control derivatives from simulated onboard sensor data, and simulating flight in atmospheric turbulence. In general, each random number generator had good performance and is well-suited for aircraft dynamic modeling applications. Specific strengths and weaknesses of each generator are discussed. For Monte Carlo simulation, the Fourier synthesis method is recommended because it most accurately and consistently approximated Gaussian white noise and can be implemented with reasonable computational effort.

Grauer, Jared A.↗