Optimal Modification Factor and Convergence of the Wang-Landau Algorithm
Abstract
Description
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 $1/\sqrt{t}$, where $t$ is a normalized time of the simulation. However, we also prove that the error cannot vanish faster than $1/t$. Our findings are consistent with the $1/t$ 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
19 pages and 3 figures, to be published in Phys. Rev. E