Simulated tempering: A New Monte Carlo scheme

Marinari, Enzo; Parisi, Giorgio

doi:10.1209/0295-5075/19/6/002

Simulated tempering: A New Monte Carlo scheme

Enzo Marinari
(
- Rome U., Tor Vergata and
- INFN, Rome and
- Syracuse U.
)
,
Giorgio Parisi
(
- Rome U., Tor Vergata and
- INFN, Rome and
- Syracuse U.
)

Feb, 1992

18 pages

Published in:

EPL 19 (1992) 451-458

e-Print:

hep-lat/9205018 [hep-lat]

DOI:

10.1209/0295-5075/19/6/002

Report number:

ROM2F-92-06,
SCCS-241

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Abstract:

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated annealing, but here the temperature becomes a dynamic variable, and the system is always kept at equilibrium. We analyze the method on the Random Field Ising Model, and we find a dramatic improvement over conventional Metropolis and cluster methods. We analyze and discuss the conditions under which the method has optimal performances.

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