PROPERTIES OF ITERATIVE MONTE CARLO SINGLE HISTOGRAM REWEIGHTING

DOI10.1142/S0129183105008606MaRDI QIDQ5468488zbMATH OpenFDO

Authors Martin Gmitra, Denis Horvath

Publication date 10 May 2006

Published in International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cond-mat/0401178

zbMATH Keywords

Monte Carloautoregressive modelhistogram reweighting

Mathematics Subject Classification ID

Abstract: We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is studied numerically as an illustration. In that case, the iterations uncovered stationary regime with invariant probability distribution function of temperature which is peaked nearly the pseudocritical temperature of specific heat. The sequence of generated temperatures is analyzed in terms of stochastic autoregressive model. The error of histogram reweighting can be better understood within the suggested model. The presented model yields a simple relation, connecting variance of pseudocritical temperature and parameter of linear filtering.

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Cites work

• A Stochastic Approximation Method

Cited in

(2)

• Reweighting histogram technique for the quantum Heisenberg ferromagnet
• Error estimation in the histogram Monte Carlo method

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