1304.1656 (Troels Arnfred Bojesen)

Multihistogram Reweighting for Nonequilibrium Markov Processes Using
Sequential Importance Sampling Methods    [PDF]

Troels Arnfred Bojesen

We present a multihistogram reweighting technique for nonequilibrium Markov Chains with discrete energies. The method generalizes the single histogram method of Yin et al. [Phys. Rev. E72, 036122 (2005)], making it possible to calculate the time evolution of observables at a posteriori chosen couplings based on a set of simulations performed at other couplings. In the same way as multihistogram reweighting in an equilibrium setting improves the practical reweighting range as well as use of available data compared to single histogram reweighting, the method generalizes the multihistogram advantages to nonequilibrium simulations. We demonstrate the procedure for the Ising model with Metropolis dynamics, but stress that the method is generally applicable to a range of models and Monte Carlo update schemes.

View original: http://arxiv.org/abs/1304.1656