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

Generalized-ensemble Monte carlo method for systems with rough energy landscape

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor and is another version of the so-called generalized-ensemble techniques. The effectiveness of the new approach is demonstrated for the system of a small peptide, an example of the frustrated system with a rugged energy landscape.Comment: Latex; ps-files include

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

A New Approach to Spin Glass Simulations

We present a recursive procedure to calculate the parameters of the recently introduced multicanonical ensemble and explore the approach for spin glasses. Temperature dependence of the energy, the entropy and other physical quantities are easily calculable and we report results for the zero temperature limit. Our data provide evidence that the large $L$ increase of the ergodicity time is greatly improved. The multicanonical ensemble seems to open new horizons for simulations of spin glasses and other systems which have to cope with conflicting constraints

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

The smallest eigenvalue of Hankel matrices

Let H_N=(s_{n+m}),n,m\le N denote the Hankel matrix of moments of a positive measure with moments of any order. We study the large N behaviour of the smallest eigenvalue lambda_N of H_N. It is proved that lambda_N has exponential decay to zero for any measure with compact support. For general determinate moment problems the decay to 0 of lambda_N can be arbitrarily slow or arbitrarily fast. In the indeterminate case, where lambda_N is known to be bounded below by a positive constant, we prove that the limit of the n'th smallest eigenvalue of H_N for N tending to infinity tends rapidly to infinity with n. The special case of the Stieltjes-Wigert polynomials is discussed

Entropy-based analysis of the number partitioning problem

In this paper we apply the multicanonical method of statistical physics on the number-partitioning problem (NPP). This problem is a basic NP-hard problem from computer science, and can be formulated as a spin-glass problem. We compute the spectral degeneracy, which gives us information about the number of solutions for a given cost $E$ and cardinality $m$. We also study an extension of this problem for $Q$ partitions. We show that a fundamental difference on the spectral degeneracy of the generalized ($Q>2$) NPP exists, which could explain why it is so difficult to find good solutions for this case. The information obtained with the multicanonical method can be very useful on the construction of new algorithms.Comment: 6 pages, 4 figure

Effective Sampling in the Configurational Space by the Multicanonical-Multioverlap Algorithm

We propose a new generalized-ensemble algorithm, which we refer to as the multicanonical-multioverlap algorithm. By utilizing a non-Boltzmann weight factor, this method realizes a random walk in the multi-dimensional, energy-overlap space and explores widely in the configurational space including specific configurations, where the overlap of a configuration with respect to a reference state is a measure for structural similarity. We apply the multicanonical-multioverlap molecular dynamics method to a penta peptide, Met-enkephalin, in vacuum as a test system. We also apply the multicanonical and multioverlap molecular dynamics methods to this system for the purpose of comparisons. We see that the multicanonical-multioverlap molecular dynamics method realizes effective sampling in the configurational space including specific configurations more than the other two methods. From the results of the multicanonical-multioverlap molecular dynamics simulation, furthermore, we obtain a new local-minimum state of the Met-enkephalin system.Comment: 15 pages, (Revtex4), 9 figure

Testing Error Correcting Codes by Multicanonical Sampling of Rare Events

The idea of rare event sampling is applied to the estimation of the performance of error-correcting codes. The essence of the idea is importance sampling of the pattern of noises in the channel by Multicanonical Monte Carlo, which enables efficient estimation of tails of the distribution of bit error rate. The idea is successfully tested with a convolutional code