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This paper discusses some convergence properties in the entropic sampling Monte Carlo methods with multiple random walkers, particularly in the Wang-Landau (WL) and $1/t$ algorithms. The classical algorithms are modified by the use of $m$…

Statistical Mechanics · Physics 2016-06-22 R. E. Belardinelli , V. D. Pereyra

We provide analysis of the convergence properties and applicability extensions of flat-histogram algorithms, with a particular focus on the Wang-Landau algorithms (exemplified by converging stochastic approximation Monte Carlo (SAMC)) and…

Computational Physics · Physics 2024-02-14 Timur Shakirov

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 compare the convergence of several flat-histogram methods applied to the 2D Ising model, including the recently introduced stochastic approximation with a dynamic update factor (SAD) method. We compare this method with the Wang-Landau…

Statistical Mechanics · Physics 2020-09-23 Jordan K. Pommerenck , David Roundy

The 1/t Wang-Landau algorithm is analyzed from the viewpoint of execution time and accuracy when it is used in computations of the density of states of a two-dimensional Ising model. We find that the simulation results have a systematic…

Disordered Systems and Neural Networks · Physics 2024-12-03 Vladislav Egorov , Boris Kryzhanovsky

The Wang-Landau algorithm aims at sampling from a probability distribution, while penalizing some regions of the state space and favoring others. It is widely used, but its convergence properties are still unknown. We show that for some…

Statistics Theory · Mathematics 2015-03-19 Pierre E. Jacob , Robin J. Ryder

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

We present a method for estimating the density of states of a classical statistical model. The algorithm successfully combines the Wang-Landau flat histogram method with the N-fold way in order to improve efficiency of the original single…

Statistical Mechanics · Physics 2009-11-07 B. J. Schulz , K. Binder , M. Mueller

Paying attention to the difference of density of states, \Delta ln g(E) = ln g(E+\Delta E) - ln g(E), we study the convergence of the Wang-Landau method. We show that this quantity is a good estimator to discuss the errors of convergence,…

Statistical Mechanics · Physics 2012-01-10 Yukihiro Komura , Yutaka Okabe

In Wang-Landau type algorithms, Monte-Carlo updates are performed with respect to the density of states, which is iteratively refined during simulations. The partition function and thermodynamic observables are then obtained by standard…

High Energy Physics - Lattice · Physics 2015-09-29 Kurt Langfeld , Biagio Lucini , Roberto Pellegrini , Antonio Rago

We investigate the behavior of the deviation of the estimator for the density of states (DOS) with respect to the exact solution in the course of Wang-Landau and Stochastic Approximation Monte Carlo (SAMC) simulations of the two-dimensional…

Statistical Mechanics · Physics 2017-03-08 Simon Schneider , Marco Mueller , Wolfhard Janke

Monte Carlo simulations using entropic sampling to estimate the number of configurations of a given energy are a valuable alternative to traditional methods. We introduce {\it tomographic} entropic sampling, a scheme which uses multiple…

Statistical Mechanics · Physics 2015-05-28 Ronald Dickman , A. G. Cunha-Netto

Triangulations are important objects of study in combinatorics, finite element simulations and quantum gravity, where its entropy is crucial for many physical properties. Due to their inherent complex topological structure even the number…

Computational Physics · Physics 2015-03-05 Johannes F. Knauf , Benedikt Krüger , Klaus Mecke

Evaluation of global thermodynamic properties, such as the entropy or the free energy, of complex systems featuring a high degree of frustration or disorder is often desirable. Nevertheless, they cannot be measured directly in standard…

Statistical Mechanics · Physics 2020-07-08 Marek Semjan , Milan Žukovič

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

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

The density of states of continuous models is known to span many orders of magnitudes at different energies due to the small volume of phase space near the ground state. Consequently, the traditional Wang-Landau sampling which uses the same…

Statistical Mechanics · Physics 2013-11-20 Yang Wei Koh , Hwee Kuan Lee , Yutaka Okabe

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 determine the optimal scaling of local-update flat-histogram methods with system size by using a perfect flat-histogram scheme based on the exact density of states of 2D Ising models.The typical tunneling time needed to sample the entire…

Statistical Mechanics · Physics 2007-05-23 P. Dayal , S. Trebst , S. Wessel , D. Wuertz , M. Troyer , S. Sabhapandit , S. N. Coppersmith

In this work we investigate the behavior of the microcanonical and canonical averages of the two-dimensional Ising model during the Wang-Landau simulation. The simulations were carried out using conventional Wang-Landau sampling and the…

Statistical Mechanics · Physics 2015-11-09 Alvaro de Almeida Caparica , Antonio Gonçalves da Cunha Netto
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