English

Stochastic Approximation Monte Carlo with a Dynamic Update Factor

Statistical Mechanics 2020-01-08 v2 Computational Physics

Abstract

We present a new Monte Carlo algorithm based on the Stochastic Approximation Monte Carlo (SAMC) algorithm for directly calculating the density of states. The proposed method is Stochastic Approximation with a Dynamic update factor (SAD) which dynamically adjusts the update factor γt\gamma_t during the course of the simulation. We test this method on the square-well fluid and the 31-atom Lennard-Jones cluster and compare the convergence behavior of several related Monte Carlo methods. We find that both the SAD and 1/t1/t-Wang-Landau (1/t1/t-WL) methods rapidly converge to the correct density of states without the need for the user to specify an arbitrary tunable parameter t0t_0 as in the case of SAMC. SAD requires as input the temperature range of interest, in contrast to 1/t1/t-WL, which requires that the user identify the interesting range of energies. The convergence of the 1/t1/t-WL method is very sensitive to the energy range chosen for the low-temperature heat capacity of the Lennard-Jones cluster. Thus, SAD is more powerful in the common case in which the range of energies is not known in advance.

Keywords

Cite

@article{arxiv.1906.08822,
  title  = {Stochastic Approximation Monte Carlo with a Dynamic Update Factor},
  author = {Jordan K. Pommerenck and Tanner T. Simpson and Michael A. Perlin and David Roundy},
  journal= {arXiv preprint arXiv:1906.08822},
  year   = {2020}
}
R2 v1 2026-06-23T09:59:23.199Z