Simulated Tempering: A New Monte Carlo Scheme

Details Simulated Tempering: A New Monte Carlo Scheme Simulated Tempering: A New Monte Carlo Scheme

1992-05-22

arxiv.org/abs/hep-lat/9205018v1

Europhys.Lett.19:451-458,1992

Physics

High Energy Physics

High Energy Physics - Lattice

12 pages, very simple LaTeX file, figures are not included, sorry

Scientific paper

10.1209/0295-5075/19/6/002

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated annealing, but here the temperature becomes a dynamic variable, and the system is always kept at equilibrium. We analyze the method on the Random Field Ising Model, and we find a dramatic improvement over conventional Metropolis and cluster methods. We analyze and discuss the conditions under which the method has optimal performances.

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