82:, is a computer simulation method typically used to find the lowest energy state of a system of many interacting particles. It addresses the problem that at high temperatures, one may have a stable state different from low temperature, whereas simulations at low temperatures may become "stuck" in a metastable state. It does this by using the fact that the high temperature simulation may visit states typical of both stable and metastable low temperature states.
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condition has to be satisfied by ensuring that the reverse update has to be equally likely, all else being equal. This can be ensured by appropriately choosing regular Monte Carlo updates or parallel tempering updates with probabilities that are independent of the configurations of the two systems or
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obtained by collecting the values of the energies over a set of Monte Carlo steps N will create two distributions that will somewhat overlap. The overlap can be defined by the area of the histograms that falls over the same interval of energy values, normalized by the total number of samples. For
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Other considerations to be made: increasing the number of different temperatures can have a detrimental effect, as one can think of the 'lateral' movement of a given system across temperatures as a diffusion process. Set up is important as there must be a practical histogram overlap to achieve a
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copies of the system, randomly initialized, at different temperatures. Then, based on the
Metropolis criterion one exchanges configurations at different temperatures. The idea of this method is to make configurations at high temperatures available to the simulations at low temperatures and vice
133:
versa. This results in a very robust ensemble which is able to sample both low and high energy configurations. In this way, thermodynamical properties such as the specific heat, which is in general not well computed in the canonical ensemble, can be computed with great precision.
543:{\displaystyle p=\min \left(1,{\frac {\exp \left(-{\frac {E_{j}}{kT_{i}}}-{\frac {E_{i}}{kT_{j}}}\right)}{\exp \left(-{\frac {E_{i}}{kT_{i}}}-{\frac {E_{j}}{kT_{j}}}\right)}}\right)=\min \left(1,e^{(E_{i}-E_{j})\left({\frac {1}{kT_{i}}}-{\frac {1}{kT_{j}}}\right)}\right),}
219:. At a given Monte Carlo step we can update the global system by swapping the configuration of the two systems, or alternatively trading the two temperatures. The update is accepted according to the Metropolis–Hastings criterion with probability
164:. At high temperatures updates that change the energy of the system are comparatively more probable. When the system is highly correlated, updates are rejected and the simulation is said to suffer from critical slowing down.
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By a careful choice of temperatures and number of systems one can achieve an improvement in the mixing properties of a set of Monte Carlo simulations that exceeds the extra computational cost of running parallel simulations.
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that does not need restart, since a system at high temperature can feed new local optimizers to a system at low temperature, allowing tunneling between metastable states and improving convergence to a global optimum.
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Hukushima, Koji & Nemoto, Koji (1996). "Exchange Monte Carlo method and application to spin glass simulations".
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should have no memory of its past, we can create a new update for the system composed of the two systems at
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Marco
Falcioni & Michael W. Deem (1999). "A Biased Monte Carlo Scheme for Zeolite Structure Solution".
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673:, Proceedings of the 23rd Symposium on the Interface, American Statistical Association, New York, p. 156.
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version of parallel tempering; this is usually known as replica-exchange molecular dynamics or REMD.
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Y. Sugita & Y. Okamoto (1999). "Replica-exchange molecular dynamics method for protein folding".
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Another way to interpret this overlap is to say that system configurations sampled at temperature
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101:(MCMC) sampling methods more generally. The replica exchange method was originally devised by
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Radford M. Neal (1996). "Sampling from multimodal distributions using tempered transitions".
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If we were to run two simulations at temperatures separated by a Δ
855:"Parallel tempering: Theory, applications, and new perspectives"
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121:, and others. Y. Sugita and Y. Okamoto also formulated a
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This update can be generalized to more than two systems.
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of the system and accepts/rejects updates based on the
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More specifically, parallel tempering (also known as
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The parallel tempering method can be used as a super
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method aimed at improving the dynamic properties of
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may be too technical for most readers to understand
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685:"Simulated Tempering: A New Monte Carlo Scheme"
658:Replica Monte Carlo simulation of spin glasses
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194:are likely to appear during a simulation at
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59:Learn how and when to remove this message
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683:Marinari, E; Parisi, G (1992-07-15).
41:make it understandable to non-experts
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184:= 0 the overlap should approach 1.
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175:is small enough, then the energy
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656:Swendsen RH and Wang JS (1986)
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99:Markov chain Monte Carlo
967:Stochastic optimization
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645:References
177:histograms
137:Background
91:simulation
80:statistics
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727:0295-5075
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