摘要
用快速高效的方法产生高质量的随机数是蒙特卡罗方法应用的关键并直接影响其时间复杂度。通过建立零驱动估计、单驱动估计两种新模型及优化梅森旋转算法,对随机数生成方法进行了改进。基于圆周率估算的仿真检测结果表明:新建立的两种模型在获取高精度的同时,分别使仿真时间缩短了80.1%和40.3%;改进后的梅森旋转算法使时间复杂度下降了91.1%。对蒙特卡罗方法在实际应用中兼顾精度和效率的研究有一定意义。
Using a fast and efficient way to produce high-quality random numbers is the key for the Monte Carlo method and has a direct influence on its time complexity.In this paper,the way to produce random numbers is improved through building two new models,namely zero-drive estimate and single-drive estimate,and optimizing the Mersenne twister.The simulation detection re-sult based on the Pi estimate shows that,the newly built models separately shorten the simulation time by 80.1% and 40.3%while obtaining high precision,and the improved Mersenne twister decreases the time complexity by 91.1%.Our scheme is sig-nificant for the practical application of Monte Carlo method taking into account precision and efficiency at the same time.
出处
《中国科技论文》
CAS
北大核心
2014年第1期71-75,共5页
China Sciencepaper
