Understanding and Improving the Wang-Landau Algorithm
Abstract
We present a mathematical analysis of the Wang-Landau algorithm, prove its convergence, identify sources of errors and strategies for optimization. In particular, we found the histogram increases uniformly with small fluctuation after a stage of initial accumulation, and the statistical error is found to scale as
lnf
−
−
−
√
with the modification factor
f
. This has implications for strategies for obtaining fast convergence.