The Wang and Landau algorithm, proposed by Fugao Wang and
David P. Landau,
[ is a ]Monte Carlo method
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be determi ...
designed to estimate
Estimation (or estimating) is the process of finding an estimate or approximation, which is a value that is usable for some purpose even if input data may be incomplete, uncertain, or unstable. The value is nonetheless usable because it is der ...
the density of states
In solid state physics and condensed matter physics, the density of states (DOS) of a system describes the number of modes per unit frequency range. The density of states is defined as D(E) = N(E)/V , where N(E)\delta E is the number of states i ...
of a system. The method performs a non-Markovian random walk
In mathematics, a random walk is a random process that describes a path that consists of a succession of random steps on some mathematical space.
An elementary example of a random walk is the random walk on the integer number line \mathbb Z ...
to build the density of states by quickly visiting all the available energy spectrum. The Wang and Landau algorithm is an important method to obtain the density of states required to perform a multicanonical simulation.
The Wang–Landau algorithm can be applied to any system which is characterized by a cost (or energy) function. For instance,
it has been applied to the solution of numerical integrals[ and the folding of proteins.][
The Wang–Landau sampling is related to the ]metadynamics
Metadynamics (MTD; also abbreviated as METAD or MetaD) is a computer simulation method in computational physics, chemistry and biology. It is used to estimate the free energy and other state functions of a system, where ergodicity is hindered by ...
algorithm.[Christoph Junghans, Danny Perez, and Thomas Vogel. "Molecular Dynamics in the Multicanonical Ensemble: Equivalence of Wang–Landau Sampling, Statistical Temperature Molecular Dynamics, and Metadynamics." Journal of Chemical Theory and Computation 10.5 (2014): 1843-1847. doibr>10.1021/ct500077d]
/ref>
Overview
The Wang and Landau algorithm is used to obtain an estimate
Estimation (or estimating) is the process of finding an estimate or approximation, which is a value that is usable for some purpose even if input data may be incomplete, uncertain, or unstable. The value is nonetheless usable because it is der ...
for the density of states
In solid state physics and condensed matter physics, the density of states (DOS) of a system describes the number of modes per unit frequency range. The density of states is defined as D(E) = N(E)/V , where N(E)\delta E is the number of states i ...
of a system characterized by a cost function. It uses a non-Markovian stochastic process
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appea ...
which asymptotically converges to a multicanonical ensemble In statistics and physics, multicanonical ensemble (also called multicanonical sampling or flat histogram) is a Markov chain Monte Carlo sampling technique that uses the Metropolis–Hastings algorithm to compute integrals where the integrand has a ...
.[ (I.e. to a ]Metropolis–Hastings algorithm
In statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. This sequ ...
with sampling distribution inverse to the density of states) The major consequence is that this sampling distribution leads to a simulation where the energy barriers are invisible. This means that the algorithm visits all the accessible states (favorable and less favorable) much faster than a Metropolis algorithm.[
]
Algorithm
Consider a system defined on a phase space , and a cost function, E, (e.g. the energy), bounded on a spectrum