SIMULATED TEMPERING - A NEW MONTE-CARLO SCHEME

被引:1354
作者
MARINARI, E
PARISI, G
机构
[1] IST NAZL FIS NUCL,SEZ ROMA TOR VERGATA,ROME,ITALY
[2] SYRACUSE UNIV,DEPT PHYS,SYRACUSE,NY 13244
来源
EUROPHYSICS LETTERS | 1992年 / 19卷 / 06期
关键词
D O I
10.1209/0295-5075/19/6/002
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We propose a new global optimization method (Simulated Tempering) for simulating effectively a system with a rough free-energy landscape (i.e., many coexisting states) at finite nonzero 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 analyse the method on the Random Field Ising Model, and we find a dramatic improvement over conventional Metropolis and cluster methods. We analyse and discuss the conditions under which the method has optimal performances.
引用
收藏
页码:451 / 458
页数:8
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