Stochastic Simulation

APPENDIX A

Computer Systems

The examples were computed on a variety of machines ranging from personal computers to scientific mainframes. The details given below may help in understanding the timings quoted.

BBC Microcomputer

A personal computer manufactured by Acorn Computers under licence to the British Broadcasting Corporation and widely used in education in the UK. It is based on the 6502 8-bit microprocessor running at 2 MHz. The BASIC interpreter supplied was used. This is an advanced Basic with repeat ... until loops and recursive procedures and functions. The intrinsic RND pseudorandom function is based on a Tausworthe generator. (See Section 2.3 for a description.) The real variables are contained in 5 bytes with a 32-bit precision. Integer variables are 32 bits long with range −2³¹ · · · 2³¹ − 1.

ACT Sirius 1

A business microcomputer, very similar to the Victor 9000 marketed in North America. It is based on the 8088 8/16-bit microprocessor. The Microsoft BASIC interpreter and compiler were run under MS-DOS. The inbuilt (and unspecified) pseudo-random function was used. The real variables are contained in 4 bytes with 23-bit precision.

Corvus Concept

A workstation based on the 68000 16/32-bit microprocessor running at 8 MHz with wait states. The SVS Fortran77 compiler was used. Real variables are 4 bytes long with 24-bit precision; double precision variables are 8 bytes long with 53-bit precision. Both conform to the IEEE standard (Computing, March 1981). Integer variables ...