The Monte Carlo Method and Random Number Generators

From The New York Times: "Monte Carlo Simulation, named for Monaco's famous gambling casino, can help to represent very complex interactions in physics, chemistry, engineering, economics, and environmental dynamics mathematically. Mathematicians call such a representation a "model," and if a model is accurate enough, it produces the same responses to manipulation as the real thing would do. But Monte Carlo modeling contains a dangerous flaw: if the supposedly random numbers that must be pumped into a simulation actually form some subtle, nonrandom pattern, the entire simulation (and its predictions) may be wrong."

This danger was highlighted in a recent report. In a December 7, 1993 article in the journal Physical Review Letters, the scientists showed that five of the most popular computer programs for generating streams of random numbers produced errors when they were used in a simple mathematical model of the behavior of atoms in a magnetic crystal."