Understanding and improving the Wang-Landau algorithm

Chenggang Zhou; R. N. Bhatt

doi:10.1103/PhysRevE.72.025701

Understanding and improving the Wang-Landau algorithm

Chenggang Zhou
, R. N. Bhatt

Research output: Contribution to journal › Article › peer-review

182 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 language	English (US)
Article number	025701
Journal	Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume	72
Issue number	2
DOIs	https://doi.org/10.1103/PhysRevE.72.025701
State	Published - Aug 2005

All Science Journal Classification (ASJC) codes

General Physics and Astronomy
Condensed Matter Physics
Statistical and Nonlinear Physics
Mathematical Physics

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10.1103/PhysRevE.72.025701

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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.",

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AB - 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.

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Understanding and improving the Wang-Landau algorithm

Abstract

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