English

Understanding and Improving the Wang-Landau Algorithm

Statistical Mechanics 2013-05-29 v4

Abstract

We present a mathematical analysis of the Wang-Landau algorithm, prove its convergence, identify sources of errors and strategies for optimization. In particular, we found the histogram increases uniformly with small fluctuation after a stage of initial accumulation, and the statistical error is found to scale as lnf\sqrt{\ln f} with the modification factor ff. This has implications for strategies for obtaining fast convergence.

Keywords

Cite

@article{arxiv.cond-mat/0306711,
  title  = {Understanding and Improving the Wang-Landau Algorithm},
  author = {Chenggang Zhou and R. N. Bhatt},
  journal= {arXiv preprint arXiv:cond-mat/0306711},
  year   = {2013}
}

Comments

4 pages, 2 figures, to appear in Phys. Rev. E