Understanding and improving the Wang-Landau algorithm
نویسندگان
چکیده
منابع مشابه
Understanding and improving the Wang-Landau algorithm.
We present a mathematical analysis of the Wang-Landau algorithm, prove its convergence, and identify sources of errors and strategies for optimization. In particular, we found the histogram increases uniformly with small fluctuations after a stage of initial accumulation, and the statistical error is found to scale as square root of (ln f) with the modification factor f . This has implications ...
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Wang-Landau sampling (WLS) of large systems requires dividing the energy range into "windows" and joining the results of simulations in each window. The resulting density of states (and associated thermodynamic functions) is shown to suffer from boundary effects in simulations of lattice polymers and the five-state Potts model. Here, we implement WLS using adaptive windows. Instead of defining ...
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We propose a strategy to achieve the fastest convergence in the Wang-Landau algorithm with varying modification factors. With this strategy, the convergence of a simulation is at least as good as the conventional Monte Carlo algorithm, i.e., the statistical error vanishes as 1/sqrt t, where t is a normalized time of the simulation. However, we also prove that the error cannot vanish faster than...
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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 me...
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Inference for a complex system with a rough energy landscape is a central topic in Monte Carlo computation. Motivated by the successes of the Wang–Landau algorithm in discrete systems, we generalize the algorithm to continuous systems. The generalized algorithm has some features that conventional Monte Carlo algorithms do not have. First, it provides a new method for Monte Carlo integration bas...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2005
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.72.025701