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arXiv · 1010.0736

Accelerated Stochastic Sampling of Discrete Statistical Systems

Zsolt Bertalan·Hidetoshi Nishimori·Henri Orland
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Abstract

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for continuous systems. The method starts from a master equation, in contrast to the Fokker-Planck equation for the continuous case. The master equation is transformed into an imaginary-time Schr\"odinger equation. The Hamiltonian of the Schr\"odinger equation is modified by adding a projector to its known ground state. We show how this transformation decreases the relaxation time and propose a way to use it to accelerate simulated annealing for optimization problems. We implement our method in a simplified kinetic Monte Carlo scheme and show an acceleration by an order of magnitude in simulated annealing of the symmetric traveling salesman problem. Comparisons of simulated annealing are made with the exchange Monte Carlo algorithm for the three-dimensional Ising spin glass. Our implementation can be seen as a step toward accelerating the stochastic sampling of generic systems with complex landscapes and long equilibration times.

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BibTeXRIS

Zsolt Bertalan, Hidetoshi Nishimori, Henri Orland. 2010-10-05. Accelerated Stochastic Sampling of Discrete Statistical Systems. https://doi.org/10.1103/physreve.82.056704

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