Monte Carlo methods beyond detailed balance

Raoul D. Schram and Gerard T. Barkema

Physica A: Statistical Mechanics and its Applications, 2015, vol. 418, issue C, 88-93

Abstract: Monte Carlo algorithms are nearly always based on the concept of detailed balance and ergodicity. In this paper we focus on algorithms that do not satisfy detailed balance. We introduce a general method for designing non-detailed balance algorithms, starting from a conventional algorithm satisfying detailed balance. This approach is first applied to a very simple model, which shows the basic viability of the method. Then we apply it to the Ising model, where we find that the method is an improvement compared to the standard Metropolis algorithm, be it with a modest gain of a factor 2.3.

Keywords: Monte Carlo simulations; Detailed balance; Ising model (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:418:y:2015:i:c:p:88-93

DOI: 10.1016/j.physa.2014.06.015

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