Computer simulation of physical systems I
PHYS-403
Task IV: random number generators and 1D random walks
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Task4: RNG and random walk in1D
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Exercises on pseudo-random number generators (RNGs) and random walks:
As an alternative, you can download the old zip arhive. Download and unpack it. Follow the guidelines contained in this outline and also those in the accompanying readings from the Numerical Recipes book (ch. 7, local copy), the RN chapter (local copy) in the CSEP ebook and the explanation for chi-squared (χ2) test in Giordano & Nakanishi’s book (local copy). The correction for this exercise can be found here.
Note: Reproduction prohibited for the local copies.
- Testing of different RNGs: check on uniformity (via Chi-square test) and various checks on correlations
- Generation of Gaussian distributed pseudo-random numbers using two different methods (central limit theorem and Box-Muller algorithm)
- Random walk in 1 dimension: diffusion properties
Recommended: This link will open the Jupyter notebook for this task on EPFL's Noto server.
As an alternative, you can download the old zip arhive. Download and unpack it. Follow the guidelines contained in this outline and also those in the accompanying readings from the Numerical Recipes book (ch. 7, local copy), the RN chapter (local copy) in the CSEP ebook and the explanation for chi-squared (χ2) test in Giordano & Nakanishi’s book (local copy). The correction for this exercise can be found here.
Note: Reproduction prohibited for the local copies.