Understanding and improving the Wang-Landau algorithm

Chenggang Zhou, R. N. Bhatt

Research output: Contribution to journalArticle

154 Scopus citations

Abstract

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 lnf with the modification factor f. This has implications for strategies for obtaining fast convergence.

Original languageEnglish (US)
Article number025701
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume72
Issue number2
DOIs
StatePublished - Aug 2005

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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