A Theory on Flat Histogram Monte Carlo Algorithms |
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Authors: | Faming Liang |
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Institution: | (1) Department of Statistics, Texas A&M University, College Station, TX 77843-3143, USA |
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Abstract: | The flat histogram Monte Carlo algorithms have been successfully used in many problems in scientific computing.However, there
is no a rigorous theory for the convergence of the algorithms. In this paper, a modified flat histogram algorithm is presented
and its convergence is studied. The convergence of the multicanonical algorithm and the Wang-Landau algorithm is argued based
on their relations to the modified algorithm. The numerical results show the superiority of the modified algorithm to the
multicanonical and Wang-Landau algorithms.
PACS number: 02.70.Tt, 02.50.Ng |
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Keywords: | Convergence Contour Monte Carlo Multicanonical Wang-Landau Algorithm |
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