Journal of Statistical Physics

, Volume 122, Issue 3, pp 511–529 | Cite as

A Theory on Flat Histogram Monte Carlo Algorithms

  • Faming Liang


The flat histogram Monte Carlo algorithms have been successfully used in many problems in scientific computing.However, there is no a rigorous theory for the convergence of the algorithms. In this paper, a modified flat histogram algorithm is presented and its convergence is studied. The convergence of the multicanonical algorithm and the Wang-Landau algorithm is argued based on their relations to the modified algorithm. The numerical results show the superiority of the modified algorithm to the multicanonical and Wang-Landau algorithms.

Key Words

Convergence Contour Monte Carlo Multicanonical Wang-Landau Algorithm 


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Copyright information

© Springer Science + Business Media, Inc. 2006

Authors and Affiliations

  1. 1.Department of StatisticsTexas A&M UniversityCollege StationUSA

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