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 language||English (US)|
|Journal||Physical Review E - Statistical, Nonlinear, and Soft Matter Physics|
|State||Published - Aug 2005|
All Science Journal Classification (ASJC) codes
- Condensed Matter Physics
- Statistical and Nonlinear Physics
- Statistics and Probability