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Optimal Modification Factor and Convergence of the Wang-Landau Algorithm

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 Added by Chenggang Zhou
 Publication date 2008
  fields Physics
and research's language is English




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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. the statistical error vanishes as $1/sqrt{t}$, where $t$ is a normalized time of the simulation. However, we also prove that the error cannot vanish faster than $1/t$. Our findings are consistent with the $1/t$ Wang-Landau algorithm discovered recently, and we argue that one needs external information in the simulation to beat the conventional Monte Carlo algorithm.



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We analyze the convergence properties of the Wang-Landau algorithm. This sampling method belongs to the general class of adaptive importance sampling strategies which use the free energy along a chosen reaction coordinate as a bias. Such algorithms are very helpful to enhance the sampling properties of Markov Chain Monte Carlo algorithms, when the dynamics is metastable. We prove the convergence of the Wang-Landau algorithm and an associated central limit theorem.
We present preliminary results of the investigation of the properties of the Markov random walk in the energy space generated by the Wang-Landau probability. We build transition matrix in the energy space (TMES) using the exact density of states for one-dimensional and two-dimensional Ising models. The spectral gap of TMES is inversely proportional to the mixing time of the Markov chain. We estimate numerically the dependence of the mixing time on the lattice size, and extract the mixing exponent.
We present modified Wang-Landau algorithm for models with continuous degrees of freedom. We demonstrate this algorithm with the calculation of the joint density of states $g(M,E)$ of ferromagnet Heisenberg models. The joint density of states contains more information than the density of states of a single variable--energy, but is also much more time-consuming to calculate. We discuss the strategies to perform this calculation efficiently for models with several thousand degrees of freedom, much larger than other continuous models studied previously with the Wang-Landau algorithm.
Monte Carlo simulations using the newly proposed Wang-Landau algorithm together with the broad histogram relation are performed to study the antiferromagnetic six-state clock model on the triangular lattice, which is fully frustrated. We confirm the existence of the magnetic ordering belonging to the Kosterlitz-Thouless (KT) type phase transition followed by the chiral ordering which occurs at slightly higher temperature. We also observe the lower temperature phase transition of KT type due to the discrete symmetry of the clock model. By using finite-size scaling analysis, the higher KT temperature $T_2$ and the chiral critical temperature $T_c$ are respectively estimated as $T_2=0.5154(8)$ and $T_c=0.5194(4)$. The results are in favor of the double transition scenario. The lower KT temperature is estimated as $T_1=0.496(2)$. Two decay exponents of KT transitions corresponding to higher and lower temperatures are respectively estimated as $eta_2=0.25(1)$ and $eta_1=0.13(1)$, which suggests that the exponents associated with the KT transitions are universal even for the frustrated model.
142 - N.G. Fytas 2010
We report on numerical simulations of the two-dimensional Blume-Capel ferromagnet embedded in the triangular lattice. The model is studied in both its first- and second-order phase transition regime for several values of the crystal field via a sophisticated two-stage numerical strategy using the Wang-Landau algorithm. Using classical finite-size scaling techniques we estimate with high accuracy phase-transition temperatures, thermal, and magnetic critical exponents and we give an approximation of the phase diagram of the model.
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