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Transition Matrix Monte Carlo Method

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Abstract

We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct multi-canonical and equal-hit algorithms. We discuss the performance of the methods. The results are compared with single histogram method, multi-canonical method, and other methods. In many aspects, the present method is an improvement over the previous methods.

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Authors and Affiliations

  1. Department of Computational Science, National University of Singapore, Singapore, 119260, Republic of Singapore

    Jian-Sheng Wang

  2. Department of Physics, Carnegie Mellon University, Pittsburgh, Pennsylvania, 15213

    Robert H. Swendsen

Authors
  1. Jian-Sheng Wang
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  2. Robert H. Swendsen
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Wang, JS., Swendsen, R.H. Transition Matrix Monte Carlo Method. Journal of Statistical Physics 106, 245–285 (2002). https://doi.org/10.1023/A:1013180330892

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