Optimizing the ensemble for equilibration in broad-histogram Monte Carlo simulations

by: Simon Trebst, David A Huse, Matthias Troyer

Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), Vol. 70, No. 4. (2004)

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Abstract

We present an adaptive algorithm which optimizes the statistical-mechanical ensemble in a generalized broad-histogram Monte Carlo simulation to maximize the system's rate of round trips in total energy. The scaling of the mean round-trip time from the ground state to the maximum entropy state for this local-update method is found to be O([N ln N]2) for both the ferromagnetic and the fully frustrated two-dimensional Ising model with N spins. Our algorithm thereby substantially outperforms flat-histogram methods such as the Wang-Landau algorithm.

@article{citeulike:1320418, abstract = {We present an adaptive algorithm which optimizes the statistical-mechanical ensemble in a generalized broad-histogram Monte Carlo simulation to maximize the system's rate of round trips in total energy. The scaling of the mean round-trip time from the ground state to the maximum entropy state for this local-update method is found to be O([N\ \ ln\ \ N]2) for both the ferromagnetic and the fully frustrated two-dimensional Ising model with N spins. Our algorithm thereby substantially outperforms flat-histogram methods such as the Wang-Landau algorithm.}, author = {Trebst, Simon and Huse, David A. and Troyer, Matthias }, citeulike-article-id = {1320418}, doi = {http://dx.doi.org/10.1103/PhysRevE.70.046701}, journal = {Physical Review E (Statistical, Nonlinear, and Soft Matter Physics)}, keywords = {monte-carlo, wang-landau}, number = {4}, posted-at = {2007-12-12 20:32:39}, priority = {2}, publisher = {APS}, title = {Optimizing the ensemble for equilibration in broad-histogram Monte Carlo simulations}, url = {http://dx.doi.org/10.1103/PhysRevE.70.046701}, volume = {70}, year = {2004} }

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TY - JOUR ID - citeulike:1320418 L3 - citeulike-article-id:1320418 TI - Optimizing the ensemble for equilibration in broad-histogram Monte Carlo simulations JF - Physical Review E (Statistical, Nonlinear, and Soft Matter Physics) VL - 70 IS - 4 PB - APS N2 - We present an adaptive algorithm which optimizes the statistical-mechanical ensemble in a generalized broad-histogram Monte Carlo simulation to maximize the system's rate of round trips in total energy. The scaling of the mean round-trip time from the ground state to the maximum entropy state for this local-update method is found to be O([N  ln  N]2) for both the ferromagnetic and the fully frustrated two-dimensional Ising model with N spins. Our algorithm thereby substantially outperforms flat-histogram methods such as the Wang-Landau algorithm. KW - monte-carlo KW - wang-landau AU - Trebst, Simon AU - Huse, David AU - Troyer, Matthias PY - 2004/// UR - http://dx.doi.org/10.1103/PhysRevE.70.046701 ER -

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