Understanding and improving the Wang-Landau algorithm

被引:161
作者
Zhou, CG [1 ]
Bhatt, RN [1 ]
机构
[1] Princeton Univ, Dept Elect Engn, Princeton, NJ 08544 USA
来源
PHYSICAL REVIEW E | 2005年 / 72卷 / 02期
关键词
D O I
10.1103/PhysRevE.72.025701
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
We present a mathematical analysis of the Wang-Landau algorithm, prove its convergence, and identify sources of errors and strategies for optimization. In particular, we found the histogram increases uniformly with small fluctuations after a stage of initial accumulation, and the statistical error is found to scale as root ln f with the modification factor f. This has implications for strategies for obtaining fast convergence.
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页数:4
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