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arXiv · 0812.2964

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

Takanori Sugihara·Junichi Higo·Haruki Nakamura
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Abstract

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.

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Takanori Sugihara, Junichi Higo, Haruki Nakamura. 2009-07-01. Parallelization of Markov chain generation and its application to the multicanonical method. https://doi.org/10.1143/jpsj.78.074003

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