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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

It has been shown that the Metropolis algorithm can be implemented on quantum computers in a way that avoids the sign problem. However, flat histogram techniques are often preferred as they don't suffer from the same limitations that…

Quantum Physics · Physics 2022-08-23 Garrett T. Floyd , David P. Landau , Michael R. Geller

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

We show how the well-known Wang-Landau method can be modified to produce non-flat distributions. Through the choice of a suitable profile this can lead to an increase in efficiency for some systems. Examples for such an enhancement are…

Computational Physics · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

Flat histogram methods, such as Wang--Landau sampling, provide a means for high-throughput calculation of phase diagrams of atomistic/lattice model systems. Many parallelisation schemes with varying degrees of complexity have been proposed…

Computational Physics · Physics 2026-03-11 Hubert J. Naguszewski , Christopher D. Woodgate , David Quigley

We propose a flat-histogram Monte Carlo method to efficiently sample fractal landscapes such as escape time functions of open chaotic systems. This is achieved by using a random-walk step which depends on the height of the landscape via the…

Statistical Mechanics · Physics 2013-05-31 Jorge C. Leitão , João M. Viana Parente Lopes , Eduardo G. Altmann

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

Wang and Landau proposed recently, a simple and flexible non-Boltzmann Monte Carlo method for estimating the density of states, from which the macroscopic properties of a closed system can be calculated. They demonstrated their algorithm by…

Statistical Mechanics · Physics 2009-11-11 D. Jayasri , V. S. S. Sastry , K. P. N. Murthy

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

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

In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang

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

Recently, Wang and Landau proposed a new random walk algorithm that can be very efficiently applied to many problems. Subsequently, there has been numerous studies on the algorithm itself and many proposals for improvements were put…

Statistical Mechanics · Physics 2009-11-11 Hwee Kuan Lee , Yutaka Okabe , D. P. Landau

We implement the Wang-Landau algorithm to sample with equal probabilities the static configurations of a model granular system. The "non-interacting rigid arch model" used is based on the description of static configurations by means of…

Soft Condensed Matter · Physics 2016-08-31 D. Slobinsky , Luis A. Pugnaloni

We present a Monte Carlo method that efficiently computes the density of states for spin models having any number of interaction per spin. By combining a random-walk in the energy space with collective updates controlled by the…

Statistical Mechanics · Physics 2009-11-11 Sylvain Reynal , Hung-The Diep

We show that the Wang-Landau algorithm can be formulated as a stochastic gradient descent algorithm minimizing a smooth and convex objective function, of which the gradient is estimated using Markov chain Monte Carlo iterations. The…

Computation · Statistics 2020-03-11 Chenguang Dai , Jun S. Liu

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

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

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

We present a quantum algorithm for computational fluid dynamics based on the Lattice-Boltzmann method. Our approach involves a novel encoding strategy and a modified collision operator, assuming full relaxation to the local equilibrium…

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