Abstract
We present a study of the multi-canonical Monte Carlo method which constructs and exploits Monte Carlo procedures that sample across an extended space of macrostates. We examine the strategies by which the sampling distribution can be constructed, showing, in particular, that a good approximation to this distribution may be generated efficiently by exploiting measurements of the transition rate between macrostates, in simulations launched from sub-dominant macrostates. We explore the utility of the method in the measurement of absolute free energies, and how it compares with traditional methods based on path integration. We present new results revealing the behaviour of the magnetization distribution of a critical finite-sized magnet, for magnetization values extending from the scaling region all the way to saturation.
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