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Understanding and improving the Wang-Landau algorithm

Chenggang Zhou and R. N. Bhatt
Phys. Rev. E 72, 025701(R) – Published 31 August 2005

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.

  • Figure
  • Figure
  • Received 11 August 2003

DOI:https://doi.org/10.1103/PhysRevE.72.025701

©2005 American Physical Society

Authors & Affiliations

Chenggang Zhou* and R. N. Bhatt

  • Department of Electrical Engineering, Princeton University, Princeton, New Jersey 08544, USA

  • *Present address: Computer Science and Mathematics Division, Oak Ridge National Laboratory, P.O. Box 2008, MS6164, Oak Ridge, Tennessee 37830-6164, USA; Center for Simulational Physics, University of Georgia, Athens, Georgia 30602, USA.

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Vol. 72, Iss. 2 — August 2005

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