Convergence and refinement of the Wang-Landau algorithm
Convergence and refinement of the Wang-Landau algorithm
复制标题
DOI：
10.1016/j.cpc.2006.02.009
复制
发表时间：
2005-06
期刊：
影响因子：
--
通讯作者：
H. Lee;Y. Okabe;D. Landau
中科院分区：
文献类型：
--
作者：
H. Lee;Y. Okabe;D. Landau
最近，Wang和Landau提出了一种新的随机游走算法，该算法可以非常有效地应用于许多问题。随后，人们对算法本身进行了大量的研究，并提出了许多改进建议。然而，诸如是什么决定了趋同速度等根本问题还没有得到回答。为了理解Wang-Landau方法背后的机制，我们进行了误差分析，发现累积能量直方图中的涨落在与[−(F)]log1/2成正比的值处饱和。这个值与Wang-Landau方法的误差修正密切相关。我们还研究了算法中不同的“调谐”参数对收敛速度的影响。
Recently, Wang and Landau proposed a new random walk algorithm that can be very efficiently applied to many problems. Subsequently, there has been numerous studies on the algorithm itself and many proposals for improvements were put forward. However, fundamental questions such as what determines the rate of convergence has not been answered. To understand the mechanism behind the Wang–Landau method, we did an error analysis and found that a steady state is reached where the fluctuations in the accumulated energy histogram saturate at values proportional to [log(f)]−1/2. This value is closely related to the error corrections to the Wang–Landau method. We also study the rate of convergence using different “tuning” parameters in the algorithm.