The diagrammatic Monte Carlo (Diag-MC) method is a numerical technique which samples the entire diagrammatic series of the Green's function in quantum many-body systems. In this work, we incorporate the flat histogram principle in the diagrammatic Monte method and we term the improved version "Flat Histogram Diagrammatic Monte Carlo" method. We demonstrate the superiority of the method over the standard Diag-MC in extracting the long-imaginary-time behavior of the Green's function, without incorporating any a priori knowledge about this function, by applying the technique to the polaron problem
In this letter we present a flat histogram algorithm based on the pruned and enriched Rosenbluth method (PERM). This algorithm incorporates in a straightforward manner microcanonical reweighting techniques, leading to "flat histogram" sampling in the chosen parameter space. As an additional benefit, our algorithm is completely parameter free and, hence, easy to implement. We apply this algorithm to interacting self-avoiding walks (ISAW), the generic lattice model of polymer collapse.
We discuss a sampling algorithm which generates flat histogram in energy. In combination with transition matrix Monte Carlo, the density of states and derived quantities such as entropy and free energy as a function of temperature can be computed in a single simulation.
We demonstrate the use of a new algorithm called the Flat Histogram sampling algorithm for the simulation of lattice polymer systems. Thermodynamics properties, such as average energy or entropy and other physical quantities such as end-to-end distance or radius of gyration can be easily calculated using this method. Ground-state energy can also be determined. We also explore the accuracy and limitations of this method. Key words: Monte Carlo algorithms, flat histogram sampling, HP model, lattice polymer systems
We compare the performance of extremal optimization (EO), flat-histogram and equal-hit algorithms for finding spin-glass ground states. The first-passage-times to a ground state are computed. At optimal parameter of tau=1.15, EO outperforms other methods for small system sizes, but equal-hit algorithm is competitive to EO, particularly for large systems. Flat-histogram and equal-hit algorithms offer additional advantage that they can be used for equilibrium thermodynamic calculations. We also propose a method to turn EO into a useful algorithm for equilibrium calculations. Keywords: extremal o…
In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can be calculated, including free energy and entropy. We discuss single-spin-flip algorithms, such as flat-histogram and equal-hit algorithms, that can be used for simulations. The flat-histogram algorithm realizes multicanonical ensemble. We demonstrate the use of the method with applications to Ising model and show its efficiency of search for spin-glass grou…
Interacting Growth Walks is a recently proposed stochastic model for studying the coil-globule transition of linear polymers. We propose a flat energy histogram version for Interacting Growth Walk. We demonstrate the algorithm on two dimensional square and triangular lattices by calculating the density of energy states of Interacting Self Avoiding Walks.
We present Monte Carlo simulations of lattice models of polymers. These simulations are intended to demonstrate the strengths of a powerful new flat histogram algorithm which is obtained by adding microcanonical reweighting techniques to the pruned and enriched Rosenbluth method (PERM).
We show in this paper the results on the phase transition of the so-called fully frustrated simple cubic lattice with the Ising spin model. We use here the Monte Carlo method with the flat energy-histogram Wang-Landau technique which is very powerful to detect weak first-order phase transition. We show that the phase transition is clearly of first order, providing a definite answer to a question raised 25 years ago.
We compare the convergence of several flat-histogram methods applied to the 2D Ising model, including the recently introduced stochastic approximation with a dynamic update factor (SAD) method. We compare this method with the Wang-Landau (WL) method, the $1/t$ variant of the WL method, and standard stochastic approximation Monte Carlo (SAMC). In addition, we consider a procedure WL followed by a "production run" with fixed weights that refines the estimation of the entropy. To our knowledge, this work is the first to test this approach against other methods. We find that WL followed by a produ…
We determine the optimal scaling of local-update flat-histogram methods with system size by using a perfect flat-histogram scheme based on the exact density of states of 2D Ising models.The typical tunneling time needed to sample the entire bandwidth does not scale with the number of spins N as the minimal N^2 of an unbiased random walk in energy space. While the scaling is power law for the ferromagnetic and fully frustrated Ising model, for the +/- J nearest-neighbor spin glass the distribution of tunneling times is governed by a fat-tailed Frechet extremal value distribution that obeys expo…
We study the performance of Monte Carlo simulations that sample a broad histogram in energy by determining the mean first-passage time to span the entire energy space of d-dimensional ferromagnetic Ising/Potts models. We first show that flat-histogram Monte Carlo methods with single-spin flip updates such as the Wang-Landau algorithm or the multicanonical method perform sub-optimally in comparison to an unbiased Markovian random walk in energy space. For the d=1,2,3 Ising model, the mean first-passage time τscales with the number of spins N=L^d as τ\propto N^2L^z. The critical exponent z is fo…
Using the Wang-Landau flat histogram Monte Carlo (FHMC) simulation technique, we were able to study two types of triangulated spherical surface models in which the two-dimensional extrinsic curvature energy is assumed in the Hamiltonian. The Gaussian bond potential is also included in the Hamiltonian of the first model, but it is replaced by a hard-wall potential in the second model. The results presented in this paper are in good agreement with the results previously reported by our group. The transition of surface fluctuations and collapsing transition were studied using the canonical Metrop…
We presented an efficient algorithm, fast adaptive flat-histogram ensemble (FAFE), to estimate the density of states (DOS) and to enhance sampling in large systems. FAFE calculates the means of an arbitrary extensive variable $U$ in generalized ensembles to form points on the curve $β_{s}(U) \equiv \frac{\partial S(U)}{\partial U}$, the derivative of the logarithmic DOS. Unlike the popular Wang-Landau-like (WLL) methods, FAFE satisfies the detailed-balance condition through out the simulation and automatically generates non-uniform $(β_{i}, U_{i})$ data points to follow the real change rate of…
We study the bimodal Edwards-Anderson spin glass comparing established methods, namely the multicanonical method, the $1/k$-ensemble and parallel tempering, to an approach where the ensemble is modified by simulating power-law-shaped histograms in energy instead of flat histograms as in the standard multicanonical case. We show that by this modification a significant speed-up in terms of mean round-trip times can be achieved for all lattice sizes taken into consideration.
We present a model for the dynamics in energy space of multicanonical simulation methods that lends itself to a rather complete analytic characterization. The dynamics is completely determined by the density of states. In the \pm J 2D spin glass the transitions between the ground state level and the first excited one control the long time dynamics. We are able to calculate the distribution of tunneling times and relate it to the equilibration time of a starting probability distribution. In this model, and possibly in any model in which entering and exiting regions with low density of states ar…
We present a method for estimating the density of states of a classical statistical model. The algorithm successfully combines the Wang-Landau flat histogram method with the N-fold way in order to improve efficiency of the original single spin flip version. We test our implementation of the Wang-Landau method with the two-dimensional nearest neighbor Ising model for which we determine the tunneling time and the density of states. Furthermore, we show that our new algorithm performs correctly at right edges of an energy interval over which the density of states is computed. This removes a disad…
We describe an efficient Monte Carlo algorithm using a random walk in energy space to obtain a very accurate estimate of the density of states for classical statistical models. The density of states is modified at each step when the energy level is visited to produce a flat histogram. By carefully controlling the modification factor, we allow the density of states to converge to the true value very quickly, even for large systems. This algorithm is especially useful for complex systems with a rough landscape since all possible energy levels are visited with the same probability. In this paper,…
We present an adaptive algorithm which optimizes the statistical-mechanical ensemble in a generalized broad-histogram Monte Carlo simulation to maximize the system's rate of round trips in total energy. The scaling of the mean round-trip time from the ground state to the maximum entropy state for this local-update method is found to be O([N log N]^2) for both the ferromagnetic and the fully frustrated 2D Ising model with N spins. Our new algorithm thereby substantially outperforms flat-histogram methods such as the Wang-Landau algorithm.
We present a Monte Carlo method that efficiently computes the density of states for spin models having any number of interaction per spin. By combining a random-walk in the energy space with collective updates controlled by the microcanonical temperature, our method yields dynamic exponents close to their ideal random-walk values, reduced equilibrium times, and very low statistical error on the density of states. The method can host any density of states estimation scheme, including the Wang-Landau algorithm and the transition matrix method. Our approach proves remarkably powerful in the numer…
We study transition matrices for projected dynamics in the energy-magnetization space, magnetization space and energy space. Several single spin flip dynamics are considered such as the Glauber and Metropolis canonical ensemble dynamics and the Metropolis dynamics for three multicanonical ensembles: the flat energy-magnetization histogram, the flat energy histogram and the flat magnetization histogram. From the numerical diagonalization of the matrices for the projected dynamics we obtain the sub-dominant eigenvalue and the largest relaxation times for systems of varying size. Although, the pr…
A generalization of the microcanonical ensemble suggests a simple strategy for the simulation of first order phase transitions. At variance with flat-histogram methods, there is no iterative parameters optimization, nor long waits for tunneling between the ordered and the disordered phases. We test the method in the standard benchmark: the Q-states Potts model (Q=10 in 2 dimensions and Q=4 in 3 dimensions), where we develop a cluster algorithm. We obtain accurate results for systems with more than one million of spins, outperforming flat-histogram methods that handle up to tens of thousands of…
We introduce a rejection-free, flat histogram, cluster algorithm to determine the density of states of hard-core lattice gases. We show that the algorithm is able to efficiently sample low entropy states that are usually difficult to access, even when the excluded volume per particle is large. The algorithm is based on simultaneously evaporating all the particles in a strip and reoccupying these sites with a new appropriately chosen configuration. We implement the algorithm for the particular case of the hard-core lattice gas in which the first k next-nearest neighbors of a particle are exclud…
We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct multi-canonical and equal-hit algorithms. We discuss the performance of the methods. The results are compared with single histogram method, multi-canonical method, and other methods. In many aspects, the present method is an improvement over the previous methods. PACS numbers: 02.70.Tt, 05.10.Ln, 05.50.+q. Keywords: Monte Carlo method, flat histogram, multi-canon…
We study the convergence of the density of states and thermodynamic properties in three flat-histogram simulation methods, the Wang-Landau (WL) algorithm, the 1/t algorithm, and tomographic sampling (TS). In the first case the refinement parameter f is rescaled (f -> f/2) each time the flat-histogram condition is satisfied, in the second f ~ 1/t after a suitable initial phase, while in the third f is constant (t corresponds to Monte Carlo time). To examine the intrinsic convergence properties of these methods, free of any complications associated with a specific model, we study a featureless e…
We show in this paper by using the Wang-Landau flat-histogram Monte Carlo method that the phase transition in the XY stacked triangular antiferromagnet is clearly of first-order, confirming results from latest Monte Carlo simulation and from a nonperturbative renormalization group, putting an end to a long-standing controversial issue.
The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in statistical physics. We discuss their advantages, applications, and some challenge problems which are still awaiting for better solutions. We discuss some of the recent development in simulation where reweighting is used, such as histogram methods and multicanonical method. We then discuss the transition matrix Monte Carlo method and associated algorithms. The t…
By using the Wang-Landau flat-histogram Monte Carlo (MC) method for very large lattice sizes never simulated before, we show that the phase transition in the frustrated Heisenberg stacked triangular antiferromagnet is of first-order, contrary to results of earlier MC simulations using old-fashioned methods. Our result lends support to the conclusion of a nonperturbative renormalization group performed on an effective Hamiltonian. It puts an end to a 20-year long controversial issue.
A path-integral representation is constructed for the Jahn-Teller polaron (JTP). It leads to a perturbation series that can be summed exactly by the diagrammatic Quantum Monte Carlo technique. The ground-state energy, effective mass, spectrum and density of states of the three-dimensional JTP are calculated with no systematic errors. The band structure of JTP interacting with dispersionless phonons, is found to be similar to that of the Holstein polaron. The mass of JTP increases exponentially with the coupling constant. At small phonon frequencies, the spectrum of JTP is flat at large momenta…
We review the development of update schemes for quantum lattice models simulated using world line quantum Monte Carlo algorithms. Starting from the Suzuki-Trotter mapping we discuss limitations of local update algorithms and highlight the main developments beyond Metropolis-style local updates: the development of cluster algorithms, their generalization to continuous time, the worm and directed-loop algorithms and finally a generalization of the flat histogram method of Wang and Landau to quantum systems.
When performing a Monte Carlo calculation, the running time should in principle be much longer than the autocorrelation time in order to get reliable results. Among different lattice fermion models, the Holstein model is notorious for its particularly long autocorrelation time. In this work, we employ the Wang-Landau algorithm in the determinant quantum Monte Carlo to achieve the flat-histogram sampling in the "configuration weight space", which can greatly reduce the autocorrelation time by sacrificing some sampling efficiency. The proposal is checked in the Holstein model on both square and …
We present a new Monte Carlo algorithm that produces results of high accuracy with reduced simulational effort. Independent random walks are performed (concurrently or serially) in different, restricted ranges of energy, and the resultant density of states is modified continuously to produce locally flat histograms. This method permits us to directly access the free energy and entropy, is independent of temperature, and is efficient for the study of both 1st order and 2nd order phase transitions. It should also be useful for the study of complex systems with a rough energy landscape.
We propose a flat-histogram Monte Carlo method to efficiently sample fractal landscapes such as escape time functions of open chaotic systems. This is achieved by using a random-walk step which depends on the height of the landscape via the largest Lyapunov exponent of the associated chaotic system. By generalizing the Wang-Landau algorithm, we obtain a method which simultaneously constructs the density of states (escape time distribution) and the correct step-length distribution. As a result, averages are obtained in polynomial computational time, a dramatic improvement over the exponential s…
In this paper we investigate how the complexity of chaotic phase spaces affect the efficiency of importance sampling Monte Carlo simulations. We focus on a flat-histogram simulation of the distribution of finite-time Lyapunov exponent in a simple chaotic system and obtain analytically that the computational effort of the simulation: (i) scales polynomially with the finite-time, a tremendous improvement over the exponential scaling obtained in usual uniform sampling simulations; and (ii) the polynomial scaling is sub-optimal, a phenomenon known as critical slowing down. We show that critical sl…
Models of non-interacting fermions coupled to auxilliary classical degrees of freedom are relevant to the understanding of a wide variety of problems in many body physics, {\it e.g.} the description of manganites, diluted magnetic semiconductors or strongly interacting electrons on lattices. Monte Carlo sampling over the classical fields is a powerful, yet notoriously challenging, method for this class of problems -- it requires the solution of the fermion problem for each classical field configuration. Conventional Monte Carlo methods minimally utilize the information content of these solutio…
We study the first order phase transition of the fixed-connectivity triangulated surface model using the Parallel Tempering Monte Carlo (PTMC) technique on relatively large lattices. From the PTMC results, we find that the transition is considerably stronger than the reported ones predicted by the conventional Metropolis MC (MMC) technique and the flat histogram MC technique. We also confirm that the results of the PTMC on relatively smaller lattices are in good agreement with those known results. This implies that the PTMC is successfully used to simulate the first order phase transitions. Th…
We present a novel Ensemble Monte Carlo Growth method to sample the equilibrium thermodynamic properties of random chains. The method is based on the multicanonical technique of computing the density of states in the energy space. Such a quantity is temperature independent, and therefore microcanonical and canonical thermodynamic quantities, including the free energy, entropy, and thermal averages, can be obtained by re-weighting with a Boltzmann factor. The algorithm we present combines two approaches: the first is the Monte Carlo ensemble growth method, where a "population" of samples in the…
Boltzmann sampling based on Metropolis algorithm has been extensively used for simulating a canonical ensemble. An estimate of a mechanical property, like energy, of an equilibrium system, can be made by averaging over a large number microstates generated by Boltzmann Monte Carlo methods. However, a thermal property like entropy is not easily accessible to these methods. The reason is simple. We can assign a numerical value for energy to each microstate. But we can not assign a numerical value for entropy, to a microstate. Entropy is not a property associated with any single microstate.It is a…
Models for RNA secondary structures (the topology of folded RNA) without pseudo knots are disordered systems with a complex state-space below a critical temperature. Hence, a complex dynamical (glassy) behavior can be expected, when performing Monte Carlo simulation. Interestingly, in contrast to most other complex systems, the ground states and the density of states can be computed in polynomial time exactly using transfer matrix methods. Hence, RNA secondary structure is an ideal model to study the relation between static/thermodynamic properties and dynamics of algorithms. Also they constit…
Monte Carlo reconstruction of symmetry-twisted partition function ratios: the critical 3D Ising
Associate Laboratory LaPMET（LaPMET附属实验室）；Departamento de Física e Astronomia, Faculdade de Ciências, Universidade do Porto（波尔图大学理学院物理与天文系）；Centro de Física das Universidades do Minho e Porto (CF-UM-PT), Departamento de Física e Astronomia, Faculdade de Ciências, Universidade do Porto（米尼奥与波尔图大学物理中心（CF-UM-PT），波尔图大学理学院物理与天文系）；Fields and Strings Laboratory, Institute of Physics, École Polytechnique Fédérale de Lausanne (EPFL)（洛桑联邦理工学院物理学院场与弦实验室）
