Examining random number generators used in stochastic iteration algorithmsSzirmay-Kalos, L., Liktor, G., Penzov, A.A., Dimov, I., Skala, K. and Szecsi, L. (2008) Examining random number generators used in stochastic iteration algorithms. In: International Conference Automatics and Informatics, Bulgaria. Full text not archived in this repository. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. Abstract/SummaryThis paper investigates random number generators in stochastic iteration algorithms that require infinite uniform sequences. We take a simple model of the general transport equation and solve it with the application of a linear congruential generator, the Mersenne twister, the mother-of-all generators, and a true random number generator based on quantum effects. With this simple model we show that for reasonably contractive operators the theoretically not infinite-uniform sequences perform also well. Finally, we demonstrate the power of stochastic iteration for the solution of the light transport problem.
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