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 with the modification factor . This has implications for strategies for obtaining fast convergence.
- Received 11 August 2003
DOI:https://doi.org/10.1103/PhysRevE.72.025701
©2005 American Physical Society