Parallelization of Markov chain generation and its application to the multicanonical method
arXiv:0812.2964 · doi:10.1143/JPSJ.78.074003
Abstract
We develop a simple algorithm to parallelize generation processes of Markov chains. In this algorithm, multiple Markov chains are generated in parallel and jointed together to make a longer Markov chain. The joints between the constituent Markov chains are processed using the detailed balance. We apply the parallelization algorithm to multicanonical calculations of the two-dimensional Ising model and demonstrate accurate estimation of multicanonical weights.
15 pages, 5 figures, uses elsart.cls