Accelerated stochastic sampling of discrete statistical systems

作者:Bertalan Zsolt*; Nishimori Hidetoshi; Orland Henri
来源:Physical Review E, 2010, 82(5): 056704.
DOI:10.1103/PhysRevE.82.056704

摘要

We propose a method to reduce the relaxation time toward 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 Schrodinger equation. The Hamiltonian of the Schrodinger 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 acceleration by one 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.

  • 出版日期2010-11-4
  • 单位中国地震局

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