Wang-Landau algorithm: An adapted random walk to boost convergence

Abstract

The Wang-Landau (WL) algorithm is a recently developed stochastic algorithm computing densities of states of a physical system, and also performing numerical integration in high dimensional spaces. Since its inception, it has been used on a variety of (bio-)physical systems, and in selected cases, its convergence has been proved. The convergence speed of the algorithm is tightly tied to the connectivity properties of the underlying random walk.As such, we propose an efficient random walk that uses geometrical information to circumvent the following inherent difficulties: avoiding overstepping strata, toning down concentration phenomena in high-dimensional spaces, and accommodating multidimensional distributions. These improvements are especially well suited to improve calculations on a per basin basis – included anharmonic ones.Experiments on various models stress the importance of these improvements to make WL effective in challenging cases. Altogether, these improvements make it possible to compute density of states for regions of the phase space of small biomolecules.