کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1137777 1489192 2008 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Golden ratio versus pi as random sequence sources for Monte Carlo integration
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Golden ratio versus pi as random sequence sources for Monte Carlo integration
چکیده انگلیسی

The algebraic irrational number golden ratio φ=(1+5)/2 = one of the two roots of the algebraic equation x2−x−1=0x2−x−1=0 and the transcendental number π=2sin−1(1)π=2sin−1(1) = the ratio of the circumference and the diameter of any circle both have infinite number of digits with no apparent pattern. We discuss here the relative merits of these numbers as possible random sequence sources. The quality of these sequences is not judged directly based on the outcome of all known tests for the randomness of a sequence. Instead, it is determined implicitly by the accuracy of the Monte Carlo integration in a statistical sense. Since our main motive of using a random sequence is to solve real-world problems, it is more desirable if we compare the quality of the sequences based on their performances for these problems in terms of quality/accuracy of the output. We also compare these sources against those generated by a popular pseudo-random generator, viz., the Matlab rand and the quasi-random generator halton   both in terms of error and time complexity. Our study demonstrates that consecutive blocks of digits of each of these numbers produce a good random sequence source. It is observed that randomly chosen blocks of digits do not have any remarkable advantage over consecutive blocks for the accuracy of the Monte Carlo integration. Also, it reveals that ππ is a better source of a random sequence than φφ when the accuracy of the integration is concerned.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Mathematical and Computer Modelling - Volume 48, Issues 1–2, July 2008, Pages 161–178
نویسندگان
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