Parallelization of the Wolff Single-Cluster Algorithm

A parallel [open multiprocessing (OpenMP)] implementation of the Wolff single-cluster algorithm has been developed and tested for the three-dimensional (3D) Ising model. The developed procedure is generalizable to other lattice spin models and its effectiveness depends on the specific application at hand. The applicability of the developed methodology is discussed in the context of the applications, where a sophisticated shuffling scheme is used to generate pseudorandom numbers of high quality, and an iterative method is applied to find the critical temperature of the 3D Ising model with a great accuracy. For the lattice with linear size L=1024, we have reached the speedup about 1.79 times on two processors and about 2.67 times on four processors, as compared to the serial code. According to our estimation, the speedup about three times on four processors is reachable for the O(n) models with n ≥ 2. Furthermore, the application of the developed OpenMP code allows us to simulate larger lattices due to greater operative (shared) memory available

Yet Another Pseudorandom Number Generator

We propose a novel pseudorandom number generator based on R\"ossler attractor and bent Boolean function. We estimated the output bits properties by number of statistical tests. The results of the cryptanalysis show that the new pseudorandom number generation scheme provides a high level of data security.Comment: 5 pages, 7 figures; to be published in International Journal of Electronics and Telecommunications, vol.63, no.

Portable random number generators

Computers are deterministic devices, and a computer-generated random number is a contradiction in terms. As a result, computer-generated pseudorandom numbers are fraught with peril for the unwary. We summarize much that is known about the most well-known pseudorandom number generators: congruential generators. We also provide machine-independent programs to implement the generators in any language that has 32-bit signed integers-for example C, C++, and FORTRAN. Based on an extensive search, we provide parameter values better than those previously available.Programming (Mathematics) ; Computers

Comparison analysis of stream cipher algorithms for digital communication

The broadcast nature of radio communication such as in the HF (High Frequency) spectrum exposes the transmitted information to unauthorized third parties. Confidentiality is ensured by employing cipher system. For bulk transmission of data, stream ciphers are ideal choices over block ciphers due to faster implementation speed and not introducing error propagation. The stream cipher algorithms evaluated are based on the linear feedback shift register (LFSR) with nonlinear combining function. By using a common key length and worst case conditions, the strength of several stream cipher algorithms are evaluated using statistical tests, correlation attack, linear complexity profile and nonstandard test. The best algorithm is the one that exceeds all of the tests

A Novel Chaotic Image Encryption using Generalized Threshold Function

In this paper, after reviewing the main points of image encryption and threshold function, we introduce the methods of chaotic image encryption based on pseudorandom bit padding that the bits be generated by the novel generalized threshold function (segmentation and self-similarity) methods. These methods decrease periodic effect of the ergodic dynamical systems in randomness of the chaotic image encryption. The essential idea of this paper is that given threshold functions of the ergodic dynamical systems. To evaluate the security of the cipher image of this scheme, the key space analysis, the correlation of two adjacent pixels and differential attack were performed. This scheme tries to improve the problem of failure of encryption such as small key space and level of security.Comment: 7 pages, 5 figures, Published in international Journal of Computer Applications (March 2012

A Comparative Study of Some Pseudorandom Number Generators

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs, manufacturer installed routines and a random number sequence produced from physical noise. We start by traditional statistical tests, followed by detailed bit level and visual tests. The computational speed of various algorithms is also scrutinized. Our results allow direct comparisons between the properties of different generators, as well as an assessment of the efficiency of the various test methods. This information provides the best available criterion to choose the best possible generator for a given problem. However, in light of recent problems reported with some of these generators, we also discuss the importance of developing more refined physical tests to find possible correlations not revealed by the present test methods.Comment: University of Helsinki preprint HU-TFT-93-22 (minor changes in Tables 2 and 7, and in the text, correspondingly

An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application

This paper employs a local information, nearest neighbour forecasting methodology to test for evidence of nonlinearity in financial time series. Evidence from well-known data generating process are provided and compared with returns from the Athens stock exchange given the in-sample evidence of nonlinear dynamics that has appeared in the literature. Nearest neighbour forecasts fail to produce more accurate forecasts from a simple AR model. This does not substantiate the presence of in-sample nonlinearity in the series.nearest neighbour, nonlinearity