Convergence and refinement of the Wang-Landau algorithm

DOI10.1016/J.CPC.2006.02.009zbMATH Open1196.82054arXivcond-mat/0506555OpenAlexW1974390117MaRDI QIDQ710026FDOQ710026

Authors: Hwee Kuan Lee, Yutaka Okabe, David P. Landau 

Publication date: 18 October 2010

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

Abstract: Recently, Wang and Landau proposed a new random walk algorithm that can be very efficiently applied to many problems. Subsequently, there has been numerous studies on the algorithm itself and many proposals for improvements were put forward. However, fundamental questions such as what determines the rate of convergence has not been answered. To understand the mechanism behind the Wang-Landau method, we did an error analysis and found that a steady state is reached where the fluctuations in the accumulated energy histogram saturate at values proportional to $[log(f){]}^{-1/2}$. This value is closely related to the error corrections to the Wang-Landau method. We also study the rate of convergence using different "tuning" parameters in the algorithm.

Full work available at URL: https://arxiv.org/abs/cond-mat/0506555

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zbMATH Keywords

random walkMonte Carlodensity of states

Mathematics Subject Classification ID

Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20)

Cites Work

• Equation of state calculations by fast computing machines
• Title not available (Why is that?)
• Three-dimensional antiferromagneticq-state Potts models: application of the Wang-Landau algorithm
• Monte Carlo algorithms based on the number of potential moves

Cited In (22)

• Universality aspects of the 2d random-bond Ising and 3D Blume-Capel models
• Dynamics of the Wang–Landau algorithm and complexity of rare events for the three-dimensional bimodal Ising spin glass
• Optimized convergence for multiple histogram analysis
• Phase transition of Laplacian roughening model on a triangular lattice using Wang–Landau Monte Carlo simulation and Fisher zeros
• Monte Carlo simulation of joint density of states in one-dimensional Lebwohl-Lasher model using Wang-Landau algorithm
• Bayesian computation: a summary of the current state, and samples backwards and forwards
• THE STUDY OF QUENCHED BOND RANDOMNESS BY WANG–LANDAU ALGORITHM
• Computer simulation of two continuous spin models using Wang-Landau-transition-matrix Monte Carlo algorithm
• Convergence of the Wang-Landau algorithm
• Two-dimensional Wang-Landau sampling of an asymmetric Ising model
• Efficiency of the Wang-Landau algorithm: a simple test case
• ON THE WANG–LANDAU METHOD USING THE N-FOLD WAY
• Multicanonical MCMC for sampling rare events: an illustrative review
• A parallel implementation of the Wang-Landau algorithm
• Intrinsic convergence properties of entropic sampling algorithms
• Wang-Landau algorithm: an adapted random walk to boost convergence
• Wang-Landau simulations with non-flat distributions
• Performance of Wang-Landau algorithm in continuous spin models and a case study: Modified XY-model
• Convergence of stochastic approximation Monte Carlo and modified Wang-Landau algorithms: tests for the Ising model
• Wang-Landau sampling: saving CPU time
• A theory on flat histogram Monte Carlo algorithms
• The Wang-Landau algorithm reaches the flat histogram criterion in finite time

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