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In this work we present a theoretical analysis of the convergence of the Wang-Landau algorithm [Phys. Rev. Lett. 86, 2050 (2001)] which was introduced years ago to calculate the density of states in statistical models. We study the…

Statistical Mechanics · Physics 2009-11-13 R. E. Belardinelli , V. D. Pereyra

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…

Statistical Mechanics · Physics 2013-05-29 Chenggang Zhou , R. N. Bhatt

We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which is an adaptive importance technique useful to sample multimodal target distributions. The importance function is based on the weights (namely the…

Probability · Mathematics 2017-09-04 Gersende Fort , Benjamin Jourdain , Tony Lelièvre , Gabriel Stoltz

We describe the study of thermodynamics of materials using replica-exchange Wang-Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang-Landau Monte Carlo method. To evaluate the performance and…

Materials Science · Physics 2014-11-18 Dilina Perera , Ying Wai Li , Markus Eisenbach , Thomas Vogel , David P. Landau

Lag windows are commonly used in time series, econometrics, steady-state simulation, and Markov chain Monte Carlo to estimate time-average covariance matrices. In the presence of positive correlation of the underlying process, estimators of…

Computation · Statistics 2021-07-13 Dootika Vats , James M. Flegal

We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…

Computational Physics · Physics 2010-03-02 Cheng Zhang , Jianpeng Ma

We present a rigorous derivation for off-lattice implementations of the so-called "random-walk" algorithm recently introduced by Wang and Landau [PRL 86, 2050 (2001)]. Originally developed for discrete systems, the algorithm samples…

Statistical Mechanics · Physics 2009-11-07 M. S. Shell , P. G. Debenedetti , A. Z. Panagiotopoulos

As far as we know, there is no flat-histogram algorithm to sample the stationary distribution of non-equilibrium stochastic processes. The present work addresses this gap by introducing a generalization of the Wang-Landau algorithm, applied…

Statistical Mechanics · Physics 2026-02-27 L. M. C. Alencar , T. F. A. Alves , G. A. Alves , F. W. S. Lima , A. Macedo-Filho , R. S. Ferreira

One of the greatest challenges to using large-eddy simulations (LES) in engineering applications is the large number of grid points required near walls. To mitigate this issue, researchers often couple LES with a simplified model of the…

Fluid Dynamics · Physics 2016-11-15 Alexandre Marques , Qiqi Wang , Johan Larsson , Gregory Laskowski , Sanjeeb Bose

Dominant energy subspaces of statistical systems are defined with the help of restrictive conditions on various characteristics of the energy distribution, such as the probability density and the forth order Binder's cumulant. Our analysis…

Statistical Mechanics · Physics 2007-05-23 A. Malakis , S. S. Martinos , I. A. Hadjiagapiou , N. G. Fytas , P. Kalozoumis

We apply a newly proposed Monte Carlo method, the Wang-Landau algorithm, to the study of the three-dimensional antiferromagnetic q-state Potts models on a simple cubic lattice. We systematically study the phase transition of the models with…

Statistical Mechanics · Physics 2009-11-07 Chiaki Yamaguchi , Yutaka Okabe

Ramp compression experiment are used to deduce the relation between compression and normal stress in a material, by measuring how a compression wave evolves as it propagates through different thicknesses of the sample material. The…

Computational Physics · Physics 2019-02-25 Damian C. Swift , Dayne E. Fratanduono , Evan A. Dowling , Richard G. Kraus

When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…

Signal Processing · Electrical Eng. & Systems 2021-11-08 Alejandro J. Ordóñez-Conejo , Armin Lederer , Sandra Hirche

Phase transitions are ubiquitous phenomena, exemplified by the melting of ice and spontaneous magnetization of magnetic material. In general, a phase transition is associated with a symmetry breaking of a system; occurs due to the…

Statistical Mechanics · Physics 2015-12-25 Tasrief Surungan , Yukihiro Komura , Yutaka Okabe

Wang-Landau simulations offer the possibility to integrate explicitly over a collective coordinate and stochastically over the remainder of configuration space. We propose to choose the so-called "slow mode", which is responsible for large…

Statistical Mechanics · Physics 2022-11-30 Kurt Langfeld , Pavel Buividovich , P. E. L Rakow , James Roscoe

We propose a general method (based on the Wang-Landau algorithm) to compute numerically free energies that are obtained from the logarithm of the ratio of suitable partition functions. As an application, we determine with high accuracy the…

Statistical Mechanics · Physics 2011-11-28 A. Hietanen , B. Lucini

Monitoring Wireless Sensor Networks (WSNs) are composed of sensor nodes that report temperature, relative humidity, and other environmental parameters. The time between two successive measurements is a critical parameter to set during the…

Networking and Internet Architecture · Computer Science 2016-07-13 Gabriel Martins Dias , Maddalena Nurchis , Boris Bellalta

In this paper, we propose World Model Policy Gradient (WMPG), an approach to reduce the variance of policy gradient estimates using learned world models (WM's). In WMPG, a WM is trained online and used to imagine trajectories. The imagined…

Machine Learning · Statistics 2020-10-30 Michal Nauman , Floris Den Hengst

We describe an efficient Monte Carlo algorithm using a random walk in energy space to obtain a very accurate estimate of the density of states for classical statistical models. The density of states is modified at each step when the energy…

Statistical Mechanics · Physics 2009-11-07 Fugao Wang , David. P. Landau

The thermodynamic properties of systems with long-range interactions is still an ongoing challenge, both from the point of view of theory as well as computer simulation. In this work we study a model system, a Coulomb gas confined inside a…

Statistical Mechanics · Physics 2020-11-04 Sergio Davis , Jalaj Jain , Biswajit Bora
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