Parallelization of Markov chain generation and its application to the multicanonical method
Statistical Mechanics
2015-05-13 v2 High Energy Physics - Lattice
Biological Physics
Computational Physics
Abstract
We develop a simple algorithm to parallelize generation processes of Markov chains. In this algorithm, multiple Markov chains are generated in parallel and jointed together to make a longer Markov chain. The joints between the constituent Markov chains are processed using the detailed balance. We apply the parallelization algorithm to multicanonical calculations of the two-dimensional Ising model and demonstrate accurate estimation of multicanonical weights.
Cite
@article{arxiv.0812.2964,
title = {Parallelization of Markov chain generation and its application to the multicanonical method},
author = {Takanori Sugihara and Junichi Higo and Haruki Nakamura},
journal= {arXiv preprint arXiv:0812.2964},
year = {2015}
}
Comments
15 pages, 5 figures, uses elsart.cls