Deterministic replica-exchange method without pseudo random numbers for simulations of complex systems

DOI10.1016/J.CPC.2015.08.020zbMATH Open1352.65011DBLPjournals/cphysics/UranoO15aarXiv1412.6959OpenAlexW1752368389WikidataQ57905763 ScholiaQ57905763MaRDI QIDQ2374068FDOQ2374068

Authors: Ryo Urano, Yuko Okamoto 

Publication date: 14 December 2016

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

Abstract: We propose a replica-exchange method (REM) which does not use pseudo random numbers. For this purpose, we first give a conditional probability for Gibbs sampling replica-exchange method (GSREM) based on the heat bath method. In GSREM, replica exchange is performed by conditional probability based on the weight of states using pseudo random numbers. From the conditional probability, we propose a new method called deterministic replica-exchange method (DETREM) that produces thermal equilibrium distribution based on a differential equation instead of using pseudo random numbers. This method satisfies the detailed balance condition using a conditional probability of Gibbs heat bath method and thus results can reproduce the Boltzmann distribution within the condition of the probability. We confirmed that the equivalent results were obtained by REM and DETREM with two-dimensional Ising model. DETREM can avoid problems of choice of seeds in pseudo random numbers for REM using a differential equation.

Full work available at URL: https://arxiv.org/abs/1412.6959

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zbMATH Keywords

differential equationGibbs samplingIsing modelpseudo random numbersMonte Carlo (MC) simulationheat-bath methodreplica-exchange method (REM)simulated tempering (ST)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites Work

• Statistical Analysis of Financial Data in S-Plus
• Graphical models, exponential families, and variational inference
• Training Products of Experts by Minimizing Contrastive Divergence
• Title not available (Why is that?)
• An efficient learning procedure for deep Boltzmann machines

Cited In (2)

• Title not available (Why is that?)
• Generalizing Gillespie's direct method to enable network-free simulations

Uses Software

• R
• MASS (R)

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