Exchange Monte Carlo Method and Application to Spin Glass Simulations

We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is introduced. This exchange process is expected to let the system at low temperatures escape from a local minimum. By using this algorithm the three-dimensional $\pm J$ Ising spin glass model is studied. The ergodicity time in this method is found much smaller than that of the multi-canonical method. In particular the time correlation function almost follows an exponential decay whose relaxation time is comparable to the ergodicity time at low temperatures. It suggests that the system relaxes very rapidly through the exchange process even in the low temperature phase.Comment: 10 pages + uuencoded 5 Postscript figures, REVTe

Multicanonical Recursions

The problem of calculating multicanonical parameters recursively is discussed. I describe in detail a computational implementation which has worked reasonably well in practice.Comment: 23 pages, latex, 4 postscript figures included (uuencoded Z-compressed .tar file created by uufiles), figure file corrected

On the Wang-Landau Method for Off-Lattice Simulations in the "Uniform" Ensemble

We present a rigorous derivation for off-lattice implementations of the so-called "random-walk" algorithm recently introduced by Wang and Landau [PRL 86, 2050 (2001)]. Originally developed for discrete systems, the algorithm samples configurations according to their inverse density of states using Monte-Carlo moves; the estimate for the density of states is refined at each simulation step and is ultimately used to calculate thermodynamic properties. We present an implementation for atomic systems based on a rigorous separation of kinetic and configurational contributions to the density of states. By constructing a "uniform" ensemble for configurational degrees of freedom--in which all potential energies, volumes, and numbers of particles are equally probable--we establish a framework for the correct implementation of simulation acceptance criteria and calculation of thermodynamic averages in the continuum case. To demonstrate the generality of our approach, we perform sample calculations for the Lennard-Jones fluid using two implementation variants and in both cases find good agreement with established literature values for the vapor-liquid coexistence locus.Comment: 21 pages, 4 figure

Grundstate Properties of the 3D Ising Spin Glass

We study zero--temperature properties of the 3d Edwards--Anderson Ising spin glass on finite lattices up to size $12^3$. Using multicanonical sampling we generate large numbers of groundstate configurations in thermal equilibrium. Finite size scaling with a zero--temperature scaling exponent $y = 0.74 \pm 0.12$ describes the data well. Alternatively, a descriptions in terms of Parisi mean field behaviour is still possible. The two scenarios give significantly different predictions on lattices of size $\ge 12^3$.Comment: LATEX 9pages,figures upon request ,SCRI-9

Commodity and Financial Networks in Regional Economics

The article discusses the relationship between commodity-production and financial network structures in the regional economy as dual conjugate systems. Material flows (raw materials, goods and so on) circulate in the commodity network as shown by Leontiev’s input-output balance model. Nonmaterial flows of property rights, money, and so on circulate in the financial network and reflect the movement of material objects in commodity networks. A network structure comprises closed and open circuits, which have fundamentally different characteristics: locally closed circuits meet local demand by supplying locally produced goods, thus ensuring self-reproduction of the local economy; open (or transit) circuits provide export-import flows. The article describes the mechanism of ‘internal’ money generation in closed circuits of commodity-production networks. The results of the theoretical study are illustrated by the calculations of closed and open circuit flows in the municipal economy model. Mutual settlements between the population and manufacturing enterprises are given in matrix form. It was found that the volume of the turnover in closed circuits of the municipal economic network model is about 28.5 % of the total turnover and can be provided by ‘internal’ non-inflationary money. The remaining 71.5 % of the total turnover correspond to the flows in the network’s open circuits providing export and import. The conclusion is made that in the innovation-driven economy, main attention should be given to the projects oriented towards domestic consumption rather than export supplies. The economy is based on internal production cycles in closed circuits. Thus, it is necessary to find the chains in the inter-industrial and inter-production relations which could become the basis of the production cycle. Money investments will complete such commodity chains and ‘launch’ the production cycle.The work has been prepared with the supprot of the Ural Federal University within the UrFU Program for the winners of the competition “Young Scientists of UrFU” No. 2.1.1.1-14/43

Parallelization of Markov chain generation and its application to the multicanonical method

We develop a simple algorithm to parallelize generation processes of Markov chains. In this algorithm, multiple Markov chains are generated in parallel and jointed together to make a longer Markov chain. The joints between the constituent Markov chains are processed using the detailed balance. We apply the parallelization algorithm to multicanonical calculations of the two-dimensional Ising model and demonstrate accurate estimation of multicanonical weights.Comment: 15 pages, 5 figures, uses elsart.cl

Monte Carlo simulation and global optimization without parameters

We propose a new ensemble for Monte Carlo simulations, in which each state is assigned a statistical weight $1/k$, where $k$ is the number of states with smaller or equal energy. This ensemble has robust ergodicity properties and gives significant weight to the ground state, making it effective for hard optimization problems. It can be used to find free energies at all temperatures and picks up aspects of critical behaviour (if present) without any parameter tuning. We test it on the travelling salesperson problem, the Edwards-Anderson spin glass and the triangular antiferromagnet.Comment: 10 pages with 3 Postscript figures, to appear in Phys. Rev. Lett

Rugged Metropolis Sampling with Simultaneous Updating of Two Dynamical Variables

The Rugged Metropolis (RM) algorithm is a biased updating scheme, which aims at directly hitting the most likely configurations in a rugged free energy landscape. Details of the one-variable (RM$_1$) implementation of this algorithm are presented. This is followed by an extension to simultaneous updating of two dynamical variables (RM$_2$). In a test with Met-Enkephalin in vacuum RM$_2$ improves conventional Metropolis simulations by a factor of about four. Correlations between three or more dihedral angles appear to prevent larger improvements at low temperatures. We also investigate a multi-hit Metropolis scheme, which spends more CPU time on variables with large autocorrelation times.Comment: 8 pages, 5 figures. Revisions after referee reports. Additional simulations for temperatures down to 220

The Approximating Hamiltonian Method for the Imperfect Boson Gas

The pressure for the Imperfect (Mean Field) Boson gas can be derived in several ways. The aim of the present note is to provide a new method based on the Approximating Hamiltonian argument which is extremely simple and very general.Comment: 7 page