Numerical integration using Wang-Landau sampling

DOI10.1016/J.CPC.2007.06.001MaRDI QIDQ710168zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 18 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2007.06.001

zbMATH Keywords

Monte Carlo integrationWang-Landau sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• An introduction to Monte Carlo methods in statistical physics
• Stochastic Approximation in Monte Carlo Computation
• Wang-Landau algorithm: an adapted random walk to boost convergence
• Convergence of the Wang-Landau algorithm
• A Generalized Wang–Landau Algorithm for Monte Carlo Computation

Cites work

• A Generalized Wang–Landau Algorithm for Monte Carlo Computation
• A Guide to Monte Carlo Simulations in Statistical Physics
• Equation of state calculations by fast computing machines
• Monte Carlo sampling methods using Markov chains and their applications

Cited in

(6)

• Obviating the bin width effect of the 1/t algorithm for multidimensional numerical integration
• Histogram-free multicanonical Monte Carlo sampling to calculate the density of states
• A general purpose strategy for realizing the zero-variance importance sampling and calculating the unknown integration constant
• Intrinsic convergence properties of entropic sampling algorithms
• Some numerical integration methods based on Bernstein polynomials
• A \(1/t\) algorithm with the density of two states for estimating multidimensional integrals

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