Related papers: Equilibrium Times for the Multicanonical Method
We study the convergence time to equilibrium of the Metropolis dynamics for the Generalized Random Energy Model with an arbitrary number of hierarchical levels, a finite and reversible continuous-time Markov process, in terms of the…
Equilibrium statistical mechanics provides powerful tools to understand physics at the macroscale. Yet, the question remains how this can be justified based on a microscopic quantum description. Here, we extend the ideas of pure state…
A quantum mechanical explanation of the relaxation to equilibrium is shown for macroscopic systems for nonintegrable cases and numerically verified. The macroscopic system is initially in an equilibrium state, subsequently externally…
We present a multihistogram reweighting technique for nonequilibrium Markov Chains with discrete energies. The method generalizes the single histogram method of Yin et al. [Phys. Rev. E72, 036122 (2005)], making it possible to calculate the…
Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is…
We consider a time inhomogeneous jump Markov process $X = (X_t)_t$ with state dependent jump intensity, taking values in $R^d . $ Its infinitesimal generator is given by \begin{multline*} L_t f (x) = \sum_{i=1}^d \frac{\partial f}{\partial…
A Langevin canonical framework for a chiral two--level system coupled to a bath of harmonic oscillators is developed within a coupling scheme different to the well known spin-boson model. Thermal equilibrium values are reached at asymptotic…
Metropolis algorithm has been extensively employed for simulating a canonical ensemble and estimating macroscopic properties of a closed system at any desired temperature. A mechanical property, like energy can be calculated by averaging…
We discuss multi-dimensional generalizations of multicanonical algorithm, simulated tempering, and replica-exchange method. We generalize the original potential energy function $E_0$ by adding any physical quantity $V$ of interest as a new…
We develop a simple algorithm to parallelize generation processes of Markov chains. In this algorithm, multiple Markov chains are generated in parallel and jointed together to make a longer Markov chain. The joints between the constituent…
Several approximations are made to study the microcanonical formalism that are valid in the thermodynamics limit. Usually it is assumed that: 1)Stirling approximation can be used to evaluate the number of microstates; 2) the surface entropy…
For a homogeneous system divisible into identical, weakly interacting subsystems, the muticanonical procedure can be accelerated if it is first applied to determine of the density of states for a single subsystem. This result is then…
We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…
Multiple-try Metropolis (MTM) is a popular Markov chain Monte Carlo method with the appealing feature of being amenable to parallel computing. At each iteration, it samples several candidates for the next state of the Markov chain and…
The Markov length was recently proposed as an information-theoretic diagnostic for quantum mixed-state phase transitions [Sang & Hsieh, Phys. Rev. Lett. 134, 070403 (2025)]. Here, we show that the Markov length diverges even under classical…
We report a Monte Carlo simulation of the $2D$ Edwards-Anderson spin glass model within the recently introduced multicanonical ensemble. Replica on lattices of size $L^2$ up to $L=48$ are investigated. Once a true groundstate is found, we…
We congratulate Samuel Kou, Qing Zhou and Wing Wong [math.ST/0507080] (referred to subsequently as KZW) for this beautifully written paper, which opens a new direction in Monte Carlo computation. This discussion has two parts. First, we…
We have investigated the time-dependent regime of a two-dimensional metamagnetic model at its tricritical point via Monte Carlo simulations. First of all, we obtained the temperature and magnetic field corresponding to the tricritical point…
The development of reliable methods for estimating microcanonical averages constitutes an important issue in statistical mechanics. One possibility consists of calculating a given microcanonical quantity by means of typical relations in the…
Because of growing interest in temperature-based sampling methods like replica exchange, this note aims to make some observations and raise some potentially important questions which we have not seen addressed sufficiently in the…