Optimal Modification Factor and Convergence of the Wang-Landau Algorithm
arXiv:0810.0158 · doi:10.1103/PhysRevE.78.046705
Abstract
We propose a strategy to achieve the fastest convergence in the Wang-Landau algorithm with varying modification factors. With this strategy, the convergence of a simulation is at least as good as the conventional Monte Carlo algorithm, i.e. the statistical error vanishes as , where is a normalized time of the simulation. However, we also prove that the error cannot vanish faster than . Our findings are consistent with the Wang-Landau algorithm discovered recently, and we argue that one needs external information in the simulation to beat the conventional Monte Carlo algorithm.
19 pages and 3 figures, to be published in Phys. Rev. E
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