Skip to main content

Part of the book series: Lecture Notes in Physics ((LNP,volume 703))

Abstract

We present a review of extended ensemble methods and ensemble optimization techniques. Extended ensemble methods, such as multicanonical sampling, broad histograms, or parallel tempering aim to accelerate the simulation of systems with large energy barriers, as they occur in the vicinity of first order phase transitions or in complex systems with rough energy landscapes, such as spin glasses or proteins. We present a recently developed feedback algorithm to iteratively achieve an optimal ensemble, with the fastest equilibration and shortest autocorrelation times. In the second part we review time-discretization free world line representations for quantum systems, and show how any algorithm developed for classical systems, such as local updates, cluster updates or the extended and optimized ensemble methods can also be applied to quantum systems. An overview over the methods is followed by a selection of typical applications.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. F. Barahona (1982) On the computational complexity of Ising spin glass models. J. Phys. A 15, p. 3241

    Article  ADS  MathSciNet  Google Scholar 

  2. S. Cook (1971) The complexity of theorem-proving procedures. Conference Record of Third Annual ACM Symposium on Theory of Computing, pp. 151– 158

    Google Scholar 

  3. J. Kim and M. Troyer (1998) Low temperature behavior and crossovers of the square lattice quantum Heisenberg antiferromagnet. Phys. Rev. Lett. 80, p. 2705

    Article  ADS  Google Scholar 

  4. M. Troyer and U.-J. Wiese (2005) Computational complexity and fundamental limitations to fermionic quantum Monte Carlo simulations. Phys. Rev. Lett. 94, p. 170201

    Article  ADS  Google Scholar 

  5. N. Metropolis, A. R. Rosenbluth, M. N. Rosenbluth, A. H. Teller, and E. Teller (1953) Equation of state calculations on fast computing machines. J. of Chem. Phys. 21, p. 1087

    Article  ADS  Google Scholar 

  6. R. Swendsen and J.-S. Wang (1987) Nonuniversal critical dynamics in Monte Carlo simulations. Phys. Rev. Lett. 58, p. 86

    Article  ADS  Google Scholar 

  7. U. Wolff (1989) Collective Monte Carlo updating for spin systems. Phys. Rev. Lett. 62, p. 361

    Article  ADS  Google Scholar 

  8. O. Redner, J. Machta, and L. F. Chayes (1998) Graphical representations and cluster algorithms for critical points with fields. Phys. Rev. E 58, p. 2749

    Article  ADS  Google Scholar 

  9. H. Evertz, H. Erkinger, and W. von der Linden (2002) New cluster method for the Ising mode. In: Computer Simulations in Condensed Matter Physics, eds. D. Landau, S. P. Lewis, H.-B. Schüttler, vol. XIV, Springer, Berlin, p. 123

    Google Scholar 

  10. F. Alet, P. Dayal, A. Grzesik, A. Honecker, M. Körner, A. Läuchli, S. Manmana, I. McCulloch, F. Michel, R. Noack, G. Schmid, U. Schollwöck, F. Stöckli, S. Todo, S. Trebst, M. Troyer, P. Werner, and S. Wessel (2005) The ALPS project: open source software for strongly correlated systems. J. Phys. Soc. Jpn. Suppl. 74, p. 30

    Google Scholar 

  11. B. A. Berg and T. Neuhaus (1991) Multicanonical algorithms for first order phase transitions. Phys. Lett. B 267, p. 249

    Article  ADS  Google Scholar 

  12. B. A. Berg and T. Neuhaus (1992) Multicanonical ensemble: A new approach to simulate first-order phase transitions. Phys. Rev. Lett. 68, p. 9

    Article  ADS  Google Scholar 

  13. F. Wang and D. P. Landau (2001) Efficient, multiple-range random walk algorithm to calculate the density of states. Phys. Rev. Lett. 86, p. 2050

    Article  ADS  Google Scholar 

  14. F. Wang and D. P. Landau (2001) Determining the density of states for classical statistical models: A random walk algorithm to produce a flat histogram. Phys. Rev. E 64, p. 056101

    Article  ADS  Google Scholar 

  15. C. Zhou and R. N. Bhatt (2005) Phys. Rev. E 72, p. 025701(R)

    Google Scholar 

  16. H. K. Lee, Y. Okabe, and D. P. Landau (2006) Convergence and Refinement of the Wang-Landau Algorithm. Comp. Phys. Comm. 175, p. 36

    Article  ADS  MATH  Google Scholar 

  17. P. Dayal, S. Trebst, S. Wessel, D. Würtz, M. Troyer, S. Sabhapandit, and S. N. Coppersmith (2004) Performance limitations of flat-histogram methods. Phys. Rev. Lett. 92, p. 097201

    Article  ADS  Google Scholar 

  18. Y. Wu, M. Körner, L. Colonna-Romano, S. Trebst, H. Gould, J. Machta, and M. Troyer (2005) Overcoming the critical slowing down of flat-histogram Monte Carlo simulations: Cluster updates and optimized broad-histogram ensembles. Phys. Rev. E 72, p. 046704

    Article  ADS  Google Scholar 

  19. S. Alder, S. Trebst, A. K. Hartmann, and M. Troyer (2004) Dynamics of the Wang-Landau algorithm and Complexity of rare events for the threedimensional bimodal Ising spin glass. J. Stat. Mech. P07008

    Google Scholar 

  20. S. Trebst, D. A. Huse, and M. Troyer (2004) Optimizing the ensemble for equilibration in broad-histogram Monte Carlo simulations. Phys. Rev. E 70, p. 046701

    Article  ADS  Google Scholar 

  21. S. Trebst, E. Gull, and M. Troyer (2005) Optimized ensemble Monte Carlo simulations of dense Lennard-Jones fluids. J. Chem. Phys. 123, p. 204501

    Article  ADS  Google Scholar 

  22. R. H. Swendsen and J. Wang (1986) Replica Monte Carlo Simulation of Spin-Glasses. Phys. Rev. Lett. 57, p. 2607

    Article  ADS  MathSciNet  Google Scholar 

  23. E. Marinari and G. Parisi (1992) Simulated tempering: A new Monte Carlo scheme. Europhys. Lett. 19, p. 451

    Article  ADS  Google Scholar 

  24. A. P. Lyubartsev, A. A. Martsinovski, S. V. Shevkunov, and P. N. Vorontsov- Velyaminov (1992) J. Chem. Phys. 96, p. 1776

    Article  ADS  Google Scholar 

  25. K. Hukushima and Y. Nemoto (1996) Exchange Monte Carlo method and application to spin glass simulations. J. Phys. Soc. Jpn. 65, p. 1604

    Article  ADS  Google Scholar 

  26. H. G. Katzgraber, S. Trebst, D. A. Huse, and M. Troyer (2006) J. Stat. Mech p. P03018

    Google Scholar 

  27. S. Trebst, M. Troyer, and U. H. E. Hansmann (2006) Optimized parallel tempering simulations of proteins. J. Chem. Phys. 124 p. 174903

    Article  ADS  Google Scholar 

  28. J. C. McKnight, D. S. Doering, P. T. Matsudaira, and P. S. Kim (1996) A thermostable 35-residue subdomain within villin headpiece. J. Mol. Biol. 260, p. 126

    Article  Google Scholar 

  29. Y. Duan and P. A. Kollman (1998) Pathways to a protein folding intermediate observed in a 1-microsecond simulation in aqueous solution. Science 282, p. 740

    Article  ADS  Google Scholar 

  30. B. Zagrovic, C. D. Snow, S. Khaliq, M. R. Shirts, and V. S. Pande (2002) Nativelike mean structure in the unfolded ensemble of small proteins. J. Mol. Biol. 323, p. 153

    Article  Google Scholar 

  31. C.-Y. Liu, C.-K. Hu, and U. H. E. Hansmann (2003) Parallel tempering simulations of HP-36. Proteins: Struct., Funct., Genet. 52, p. 436

    Article  Google Scholar 

  32. U. H. E. Hansmann (2004) Simulations of a small protein in a specifically designed generalized ensemble. Phys. Rev. E 70, p. 012902

    Article  ADS  Google Scholar 

  33. M. J. Sippl, G. Némethy, and H. A. Sheraga (1984) Intermolecular potentials from crystal data. 6. Determination of empirical potentials for O–H...O=C hydrogen bonds from packing configurations. J. Phys. Chem. 88, p. 6231

    Article  Google Scholar 

  34. T. Ooi, M. Oobatake, G. Nemethy, and H. A. Scheraga (1987) Accessible surface-areas as a measure of the thermodynamic parameters of hydration of peptides. Proc. Natl. Acad. Sci. 84, p. 3086

    Article  ADS  Google Scholar 

  35. M. Troyer, S. Wessel, and F. Alet (2003) Flat histogram methods for quantum systems: algorithms to overcome tunneling problems and calculate the free energy. Phys. Rev. Lett. 90, p. 120201

    Article  ADS  Google Scholar 

  36. M. Troyer, F. Alet, and S. Wessel (2004) Histogram methods for quantum systems: from reweighting to Wang-Landau sampling. Braz. J. of Physics 34, p. 377

    ADS  Google Scholar 

  37. R. Feynman (1953) Atomic theory of liquid helium near absolute zero. Phys. Rev. 91, p. 1301

    Article  ADS  MathSciNet  Google Scholar 

  38. H. Trotter (1959) On the product of semi-groups of operators. Proc. Am. Math. Soc. 10, p. 545

    Article  MATH  MathSciNet  Google Scholar 

  39. M. Suzuki (1976) Relationship between d-dimensional quantal spin systems and (d+1)-dimensional Ising systems – Equivalence, Critical Exponents and Systematic Approximants of the Partition Function and Spin Correlations. Prog. Theor. Phys. 56, p. 1454

    Article  MATH  ADS  Google Scholar 

  40. N. V. Prokofev, B. V. Svistunov, and I. S. Tupitsyn (1998) Exact, complete, and universal continuous-time worldline Monte Carlo approach to the statistics of discrete quantum systems. JETP 87, p. 310

    Article  ADS  Google Scholar 

  41. A. Sandvik and J. Kurkijärvi (1991) Quantum Monte Carlo simulation method for spin systems. Phys. Rev. B 43, p. 5950

    Article  ADS  Google Scholar 

  42. D. Handscomb (1962) The Monte Carlo method in quantum statistical mechanics. Proc. Cambridge Philos. Soc. 58, p. 594

    Article  MATH  MathSciNet  Google Scholar 

  43. S. Sachdev, P. Werner, and M. Troyer (2004) Universal conductance of quantum wires near the superconductor-metal quantum transition. Phys. Rev. Lett. 92, p. 237003

    Article  ADS  Google Scholar 

  44. P.Werner, K. Völker, M. Troyer, and S. Chakravarty (2005) Phase diagram and critical exponents of a dissipative Ising spin chain in a transverse magnetic field. Phys. Rev. Lett. 94, p. 047201

    Article  ADS  Google Scholar 

  45. E. L. Pollock and D. M. Ceperley (1987) Path-integral computation of superfiuid densities. Phys. Rev. B 36, p. 8343

    Article  ADS  Google Scholar 

  46. M. Jarrell and J. Gubernatis (1996) Bayesian inference and the analytic continuation of imaginary time Monte Carlo data. Physics Reports 269, p. 133

    Google Scholar 

  47. W. von der Linden (1995) Maximum-entropy data analysis. Applied Physics A 60, p. 155

    Article  Google Scholar 

  48. K. S. D. Beach (2004) Identifying the maximum entropy method as a special limit of stochastic analytic continuation. cond-mat/0403055

    Google Scholar 

  49. M. Suzuki, S. Miyashita, and A. Kuroda (1977) Monte Carlo simulation of quantum spin systems. I. Prog. Theor. Phys. 58, p. 1377

    Article  MATH  ADS  Google Scholar 

  50. N. V. Prokofev, B. V. Svistunov, and I. S. Tupitsyn (1996) Exact quantum Monte Carlo process for the statistics of discrete systems. JETP Lett. 64, p. 911

    Article  ADS  Google Scholar 

  51. M. S. Makivić and H. Q. Ding (1991) Two-dimensional spin-1/2 Heisenberg antiferromagnet: A quantum Monte Carlo study. Phys. Rev. B 43, p. 3562

    Article  ADS  Google Scholar 

  52. H. G. Evertz, G. Lana, and M. Marcu (1993) Cluster algorithm for vertex models. Phys. Rev. Lett. 70, p. 875

    Article  ADS  Google Scholar 

  53. B. Beard and U. Wiese (1996) Simulations of discrete quantum systems in continuous Euclidean time. Phys. Rev. Lett. 77, p. 5130

    Article  ADS  Google Scholar 

  54. H. G. Evertz (2003) The loop algorithm. Adv. in Physics 52, p. 1

    Article  ADS  Google Scholar 

  55. N. Kawashima and K. Harada (2004) Recent developments of world-line Monte Carlo methods. J. Phys. Soc. Jpn. 73, p. 1379

    Article  MATH  ADS  Google Scholar 

  56. N. Kawashima and J. Gubernatis (1994) Loop algorithms for Monte Carlo simulations of quantum spin systems. Phys. Rev. Lett. 73, p. 1295

    Article  ADS  Google Scholar 

  57. N. Kawashima and J. Gubernatis (1995) Generalization of the Fortuin-Kasteleyn transformation and its application to quantum spin simulations. J. Stat. Phys. 80, p. 169

    Article  MATH  MathSciNet  ADS  Google Scholar 

  58. K. Harada, M. Troyer and N. Kawashima (1998) The two-dimensional spin-1 quantum Heisenberg antiferromagnet at finite temperatures. J. Phys. Soc. Jpn. 67, p. 1130

    Article  ADS  Google Scholar 

  59. S. Todo and K. Kato (2001) Cluster algorithms for general-S quantum spin systems. Phys. Rev. Lett. 87, p. 047203

    Article  ADS  Google Scholar 

  60. N. Kawashima (1996) Cluster algorithms for anisotropic quantum spin models. J. Stat. Phys. 82, p. 131

    Article  MATH  MathSciNet  ADS  Google Scholar 

  61. A. Sandvik (1999) Stochastic series expansion method with operator-loop update. Phys. Rev. B 59, p. R14157

    Article  ADS  Google Scholar 

  62. A. Dorneich and M. Troyer (2001) Accessing the dynamics of large many-particle systems using the stochastic series expansion. Phys. Rev. E 64, p. 066701

    Article  ADS  Google Scholar 

  63. O. Syljuasen and A. W. Sandvik (2002) Quantum Monte Carlo with directed loops. Phys. Rev. E 66, p. 046701

    Article  ADS  Google Scholar 

  64. U.-J. Wiese and H.-P. Ying (1992) Blockspin cluster algorithms for quantum spin systems. Phys. Lett. A 168, p. 143

    Article  ADS  Google Scholar 

  65. B. Frischmuth, B. Ammon, and M. Troyer (1996) Susceptibility and lowtemperature thermodynamics of spin-1/2 Heisenberg ladders. Phys. Rev. B 54, p. R3714

    Article  ADS  Google Scholar 

  66. M. Greven, R. J. Birgeneau, and U. J. Wiese (1996) Monte Carlo study of correlations in quantum spin ladders. Phys. Rev. Lett. 77, p. 1865

    Article  ADS  Google Scholar 

  67. M. Troyer, M. Imada, and K. Ueda (1997) Critical exponents of the quantum phase transition in a planar antiferromagnet. J. Phys. Soc. Jpn. 66, p. 2957

    Article  ADS  Google Scholar 

  68. B. B. Beard, R. J. Birgeneau, M. Greven, and U.-J. Wiese (1998) Square-lattice Heisenberg antiferromagnet at very large correlation lengths. Phys. Rev. Lett. 80, p. 1742

    Article  ADS  Google Scholar 

  69. C. Yasuda, S. Todo, K. Hukushima, F. Alet, M. Keller, M. Troyer, and H. Takayama (2005) Néel temperature of quasi-low-dimensional Heisenberg antiferromagnets. Phys. Rev. Lett. 94, p. 217201

    Article  ADS  Google Scholar 

  70. D. C. Johnston, M. Troyer, S. Miyahara, D. Lidsky, K. Ueda, M. Azuma, Z. Hiroi, M. Takano, M. Isobe, Y. Ueda, M. A. Korotin, V. I. Anisimov, A. V. Mahajan, and L. L. Miller (2000) Magnetic susceptibilities of spin-1/2 antiferromagnetic Heisenberg ladders and applications to ladder oxide compounds. cond-mat/0001147

    Google Scholar 

  71. D. C. Johnston, R. K. Kremer, M. Troyer, X. Wang, A. Klümper, S. L. Budko, A. F. Panchula, and P. C. Canfield (2000) Thermodynamics of spin S=1/2 antiferromagnetic uniform and alternating-exchange Heisenberg chains. Phys. Rev. B 61, p. 9558

    Article  ADS  Google Scholar 

  72. R. Melzi, P. Carretta, A. Lascialfari, M. Mambrini, M. Troyer, P. Millet, and F. Mila (1999) Li2VO(Si,Ge)O4, a prototype of a two-dimensional frustrated quantum Heisenberg antiferromagnet. Phys. Rev. Lett. 85, p. 1318

    Article  ADS  Google Scholar 

  73. M. A. Korotin, I. S. Elfimov, V. I. Anisimov, M. Troyer, and D. I. Khomskii (1998) Exchange interactions and magnetic properties of the layered vanadates CaV2O5, MgV2O5, CaV3O7, and CaV4O9. Phys. Rev. Lett. 83, p. 1387

    Article  ADS  Google Scholar 

  74. F. Woodward, A. Albrecht, C. Wynn, C. P. Landee, and M. Turnbull (2002) Two-dimensional S= 1/2 Heisenberg antiferromagnets: Synthesis, structure, and magnetic properties. Phys. Rev. B 65, p. 144412

    Google Scholar 

  75. G. Schmid, S. Todo, M. Troyer, and A. Dorneich (2002) Finite-temperature phase diagram of hard-core bosons in two dimensions. Phys. Rev. Lett. 88, p. 167208

    Article  ADS  Google Scholar 

  76. O. Nohadani, S. Wessel, B. Normand, and S. Haas (2004) Universal scaling at field-induced magnetic phase transitions. Phys. Rev. B 69, p. 220402

    Article  ADS  Google Scholar 

  77. A. Ferrenberg and R. Swendsen (1988) New Monte Carlo technique for studying phase transitions. Phys. Rev. Lett. 61, p. 2635

    Article  ADS  Google Scholar 

  78. A. Ferrenberg and R. Swendsen (1989) Optimized Monte Carlo data analysis. Phys. Rev. Lett. 63, p. 1195

    Article  ADS  Google Scholar 

  79. A. Sandvik (1998) Critical temperature and the transition from quantum to classical order parameter fluctuations in the three-dimensional Heisenberg antiferromagnet. Phys. Rev. Lett. 80, p. 5196

    Article  ADS  Google Scholar 

  80. A. Sandvik (1994) Order-disorder transition in a two-layer quantum antiferromagnet. Phys. Rev. Lett. 72, p. 2777

    Article  ADS  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2006 Springer

About this chapter

Cite this chapter

Trebst, S., Troyer, M. (2006). Ensemble Optimization Techniques for Classical and Quantum Systems. In: Ferrario, M., Ciccotti, G., Binder, K. (eds) Computer Simulations in Condensed Matter Systems: From Materials to Chemical Biology Volume 1. Lecture Notes in Physics, vol 703. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-35273-2_17

Download citation

Publish with us

Policies and ethics