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We revisit an algorithm for distributed consensus optimization proposed in 2010 by J. Wang and N. Elia. By means of a Lyapunov-based analysis, we prove input-to-state stability of the algorithm relative to a closed invariant set composed of…

Optimization and Control · Mathematics 2022-04-22 Michelangelo Bin , Ivano Notarnicola , Thomas Parisini

We show that a histogram maintained throughout the Wang-Landau (WL) sampling for the energy entries visited during the simulation could be used to make the simulated density of states (DOS) converge. The method is easy to be implemented to…

Statistical Mechanics · Physics 2016-06-20 Shijun Lei

In this communication, the convergence of the 1/t and Wang - Landau algorithms in the calculation of multidimensional numerical integrals is analyzed. Both simulation methods are applied to a wide variety of integrals without restrictions…

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

We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…

Statistical Mechanics · Physics 2007-05-23 Hernan Larralde , Francois Leyvraz , David P. Sanders

Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…

Statistics Theory · Mathematics 2022-08-04 Grégoire Clarté , Antoine Diez , Jean Feydy

We explain the fundamental challenges of sampling from multimodal distributions, particularly for high-dimensional problems. We present the major types of MCMC algorithms that are designed for this purpose, including parallel tempering,…

Computation · Statistics 2025-01-13 Krzysztof Łatuszyński , Matthew T. Moores , Timothée Stumpf-Fétizon

This paper studies a distributed algorithm for constrained consensus optimization that is obtained by fusing the Arrow-Hurwicz-Uzawa primal-dual gradient method for centralized constrained optimization and the Wang-Elia method for…

Optimization and Control · Mathematics 2025-03-11 Xiaoxing Ren , Michelangelo Bin , Ivano Notarnicola , Thomas Parisini

We introduce a generic, parallel Wang-Landau method that is naturally suited to implementation on massively parallel, petaflop supercomputers. The approach introduces a replica-exchange framework in which densities of states for overlapping…

Computational Physics · Physics 2015-06-18 Ying Wai Li , Thomas Vogel , Thomas Wüst , David P. Landau

Performance of Wang-Landau (W-L) algorithm in two continuous spin models is tested by determining the fluctuations in energy histogram. Finite size scaling is performed on a modified XY-model using different W-L sampling schemes.…

Statistical Mechanics · Physics 2010-04-20 Suman Sinha , Soumen Kumar Roy

In this paper we study the metastable behavior of one of the simplest disordered spin system, the random field Curie-Weiss model. We will show how the potential theoretic approach can be used to prove sharp estimates on capacities and…

Probability · Mathematics 2008-06-30 A. Bianchi , A. Bovier , D. Ioffe

We apply the Wang-Landau method to the study of the critical behaviour of the three dimensional Random Field Ising Model with a bimodal probability distribution. Our results show that for high values of the random field intensity the…

Statistical Mechanics · Physics 2009-11-13 Laura Hernandez , Horacio Ceva

It is shown in this work how the Wang-Landau algorithm can be parallelized through the concept of the micromagnetic ensemble, when the Hamiltonian contains both spin interaction and the external field terms, and thus energy-magnetization…

Statistical Mechanics · Physics 2013-02-12 Borko Stosic

In this paper, we demonstrate the efficiency of simulations via direct computation of the partition function under various macroscopic conditions, such as different temperatures or volumes. The method can compute partition functions by…

Statistical Mechanics · Physics 2011-11-09 Cheng Zhang , Jianpeng Ma

We propose an efficient algorithm for the ground state of frustration-free one-dimensional gapped Hamiltonians. This algorithm is much simpler than the original one by Landau et al., and thus may be easily accessible to a general audience…

Strongly Correlated Electrons · Physics 2015-11-06 Yichen Huang

An algorithm to calculate the density of states, based on the well-known Wang-Landau method, is introduced. Independent random walks are performed in different restricted ranges of energy, and the resultant density of states is modified by…

Statistical Mechanics · Physics 2015-06-25 R. E. Belardinelli , V. D. Pereyra

We present a generalization of the classical Wang-Landau algorithm [Phys. Rev. Lett. 86, 2050 (2001)] to quantum systems. The algorithm proceeds by stochastically evaluating the coefficients of a high temperature series expansion or a…

Statistical Mechanics · Physics 2009-09-29 Matthias Troyer , Stefan Wessel , Fabien Alet

The one-parametric Wang-Landau (WL) method is implemented together with an extrapolation scheme to yield approximations of the two-dimensional (exchange-energy, field-energy) density of states (DOS) of the 3D bimodal random-field Ising…

Statistical Mechanics · Physics 2009-11-13 N. G. Fytas , A. Malakis

We present modified Wang-Landau algorithm for models with continuous degrees of freedom. We demonstrate this algorithm with the calculation of the joint density of states $g(M,E)$ of ferromagnet Heisenberg models. The joint density of…

Statistical Mechanics · Physics 2009-11-11 Chenggang Zhou , T. C. Schulthess , Stefan Torbrügge , D. P. Landau

By mixing the target posterior distribution with a surrogate distribution, of which the normalizing constant is tractable, we propose a method for estimating the marginal likelihood using the Wang-Landau algorithm. We show that a faster…

Computation · Statistics 2020-12-17 Chenguang Dai , Jun S. Liu

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.…

Statistical Mechanics · Physics 2008-10-24 Chenggang Zhou , Jia Su