Patent ID: 6289296
Filing Date: 2001-09-11
Classification: G06F

Abstract:
In a statistical simulation method for statistically performing a computation by generating random numbers and constructing a stochastic phenomenon for one of the computation of an expected value of a physical quantity and a many-body problem, the improvement comprising the step of generating chaotic random numbers having a non-uniform density function .rho.(x) using a chaotic dynamical system of the formXn+1=F(Xn)wherein F(X), which represents the chaotic dynamical system, is expressed by an algebraic function derived from an addition theorem of an elliptic function having a generalized Ulan-von Neumann map in the form: ##EQU8##where:A=-2(l+m+lm)B=8lmC=l.sup.2 +m.sup.2 -2lm-2l.sup.2 m-2lm.sup.2 +l.sup.2 m.sup.2 -.infin.<m.ltoreq.l<1and constructing said stochastic phenomenon for one of the computation of an expected value of a physical quantity.