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

DOI10.1016/J.CPC.2015.08.020MaRDI QIDQ2374068zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Ryo Urano, Yuko Okamoto

Publication date 14 December 2016

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 2121582 (Why is no real title available?)
• An efficient learning procedure for deep Boltzmann machines
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Cited in

(2)

• scientific article; zbMATH DE number 2226625 (Why is no real title available?)
• Generalizing Gillespie's direct method to enable network-free simulations

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• MASS (R)
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