Numerical integration using Wang-Landau sampling

DOI10.1016/J.CPC.2007.06.001zbMATH Open1196.82056OpenAlexW2001675086MaRDI QIDQ710168FDOQ710168

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

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

zbMATH Keywords

Monte Carlo integrationWang-Landau sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Monte Carlo sampling methods using Markov chains and their applications
• Equation of State Calculations by Fast Computing Machines
• A Guide to Monte Carlo Simulations in Statistical Physics
• A Generalized Wang–Landau Algorithm for Monte Carlo Computation

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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