We study the applicability of the {it parallel tempering method} (PT) in the investigation of first- order phase transitions. In this method, replicas of the same system are simulated simultaneously at different temperatures and the configurations of two randomly chosen replicas can occasionally be interchanged. We apply the PT for the Blume-Emery-Griffiths (BEG) model, which displays strong first-order transitions at low temperatures. A precise estimate of coexistence lines is obtained, revealing that the PT may be a successful tool for the characterization of discontinuous transitions.
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