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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 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

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 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

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

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

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 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 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

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

We present a study on the performance of Wang-Landau algorithm in a lattice model of liquid crystals which is a continuous lattice spin model. We propose a novel method of the spin update scheme in a continuous lattice spin model. The…

Statistical Mechanics · Physics 2012-09-27 Suman Sinha

The effect of adjusting damping factor {\alpha} and tolerance {\tau} on iterations needed for PageRank computation is studied here. Relative performance of PageRank computation with L1, L2, and L{\infty} norms used as convergence check, are…

Discrete Mathematics · Computer Science 2021-08-09 Subhajit Sahu , Kishore Kothapalli , Dip Sankar Banerjee

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

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 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

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 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

We implement the Wang-Landau algorithm in the context of SU(N) lattice gauge theories. We study the quenched, reduced version of the lattice theory and calculate its density of states for N=20,30,40,50. We introduce a variant of the…

High Energy Physics - Lattice · Physics 2008-11-26 Barak Bringoltz , Stephen R. Sharpe

The Wang-Landau (WL) algorithm has been widely used for simulations in many areas of physics. Our analysis of the WL algorithm explains its properties and shows that the difference of the largest eigenvalue of the transition matrix in the…

Statistical Mechanics · Physics 2017-10-19 L. Yu. Barash , M. A. Fadeeva , L. N. Shchur

While statisticians are well-accustomed to performing exploratory analysis in the modeling stage of an analysis, the notion of conducting preliminary general-purpose exploratory analysis in the Monte Carlo stage (or more generally, the…

Computation · Statistics 2012-06-15 Luke Bornn , Pierre Jacob , Pierre Del Moral , Arnaud Doucet
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