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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>of Parallel Tempering Monte-Carlo Algorithm on 2D Ising Model</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Vitalii Kapitan</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff2">2</xref>
          <xref ref-type="aff" rid="aff3">3</xref>
          <xref ref-type="aff" rid="aff4">4</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Alexey Rybin</string-name>
          <email>rybin.ae@dvfu.ru</email>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff2">2</xref>
          <xref ref-type="aff" rid="aff3">3</xref>
          <xref ref-type="aff" rid="aff4">4</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Dmitrii Kapitan</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
          <xref ref-type="aff" rid="aff2">2</xref>
          <xref ref-type="aff" rid="aff3">3</xref>
          <xref ref-type="aff" rid="aff4">4</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Far Eastern Federal University</institution>
          ,
          <addr-line>Vladivostok, 690922</addr-line>
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>ITMO University</institution>
          ,
          <addr-line>Kronverksky Pr. 49, bldg. A, St. Petersburg, 197101</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff2">
          <label>2</label>
          <institution>Institute of Applied Mathematics, Far Eastern Branch, Russian Academy of Science</institution>
          ,
          <addr-line>Vladivostok, 690041</addr-line>
        </aff>
        <aff id="aff3">
          <label>3</label>
          <institution>Konstantin Nefedev</institution>
        </aff>
        <aff id="aff4">
          <label>4</label>
          <institution>Parallel tempering</institution>
          ,
          <addr-line>Ising model, Monte-Carlo</addr-line>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2021</year>
      </pub-date>
      <fpage>14</fpage>
      <lpage>16</lpage>
      <abstract>
        <p>lattice. We consider efficient algorithms for thermodynamical characteristics calculation of 2D Ising model. We discuss optimization algorithms for temperature in order to improve effectiveness of replica exchange. We implement and test algorithm on a two-dimensional square Ising Considering the growth of data volumes, there is a need for new research in the field of magnetic data carriers. The researchers use the Monte Carlo method to simulate various spin structures. However, this method has a drawback: in the phase transition region, the simulation process slows down.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>1. Introduction</title>
    </sec>
    <sec id="sec-2">
      <title>2. 2D Ising model</title>
      <p>Consider the Ising model on a flat square lattice. The probability of any configuration of the
investigated models is described by the Gibbs distribution [2]. It is well known that knowing of the
statistical sum for a system of interacting spins allows one to strictly calculate all possible mean
physical quantities fully describing the state of the system at given parameters. Currently, the studies
of the phenomenon of magnetic transformations (transitions) mainly use numerical methods</p>
      <p>
        2020 Copyright for this paper by its authors.
(canonical and multicanonical MC) [3]. The Hamiltonian of the Ising spin system in the external
magnetic has the form (
        <xref ref-type="bibr" rid="ref1">1</xref>
        ).
where     are spins of the system,  ,  denotes summarizing over the lattice with size  , ℎ - external
      </p>
      <p>The Monte Carlo method with Markov chains is used as the main component of this research
magnetic field.
project.
2.1.</p>
    </sec>
    <sec id="sec-3">
      <title>Replica exchange Monte-Carlo</title>
      <p>The probability of any possible configuration is determined by the Gibbs distribution:
 =</p>
      <p>1
 ( )</p>
      <p>exp (−  ′( ))</p>
      <p>In this model, each spin interacts only with its nearest four neighbors through a direct
ferromagnetic exchange interaction randomly distributed in the lattice nodes, provided that
∑
 =4
 =1  = 0</p>
      <p>determined by the formula:


= min{1,  − ∆ } ;  =</p>
      <p>1
  
Let us recall that the acceptance probability  
of the Metropolis-Hastings algorithm is</p>
      <p>At low temperatures  - a very large positive number. If we propose a spin flip with a positive
energy difference, i.e. 
&gt; 0, we have:
 ∆
≫ 0 ⇒  − ∆
≈ 0 ⇒  
the system back to the energy minimum.
biased sampling [4].</p>
      <p>Most likely, it will go through a sequence of spin flips with a negative energy difference, forcing
Therefore, it is not possible to create states according to the Boltzmann distribution, resulting in
Replica exchange serves to improve the convergence of the Metropolis-Hastings algorithm in the
problem at hand. A number of systems initialized with different temperatures of the
MetropolisHastings algorithm exchange configurations during a loop performing value sampling [5].</p>
      <p>This is done to allow configurations at high temperatures to move to systems with low
temperatures when the simulation process continues, and to save low temperatures from falling into
unwanted stable states with a minimum of energy.</p>
      <p>
        The algorithm presented on Figure 1.
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
(
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
      </p>
    </sec>
    <sec id="sec-4">
      <title>3. Optimization</title>
      <p>Hukushima [6] proposed a method, which is simpler than the feedback method, for determining
replica temperature values. The scheme starts with an initial arbitrary temperature distribution,
captures the extreme temperatures, and iteratively corrects the intermediate temperatures so that the
probability of replica exchange for all neighboring temperatures is the same. Since this scheme is
based on estimating the energy in each replica as a function of its inverse temperature, we call this
method the “energy” method [7,8,9]. This method belongs to the category of approaches that strive
for a uniform rate of exchange between replicas.</p>
      <p>Let   and   refer to the inverse temperature and average energy of replica  respectively. The
goal of the energy method is to adjust   so that the replica exchange probabilities of neighboring
temperatures are equal.</p>
      <p>ℙ(  −1,   −1 ↔   ,   ) = ℙ(  ,   ↔   +1,   +1).
7)</p>
      <p>More precisely, the replicas are divided into two groups: odd and even. Fixing the inverse
temperatures of one group, the inverse temperatures of the other group are then corrected one by one
[10]. The detailed procedure is outlined in Figure 2.</p>
      <p>(</p>
    </sec>
    <sec id="sec-5">
      <title>4. Results</title>
      <p>The speeds of the conventional and optimized algorithm were compared on systems with sizes
L=100, L=1600, L=4900, L=10000 particles.</p>
      <p>The results are shown in Figure 3.</p>
      <p>Also, to evaluate the performance of the algorithm, heat capacity plots (Figure 4) were plotted for
systems with different sizes.</p>
      <p>18000
Optimized</p>
      <p>Normal
16000
14000
12000
c 10000
e
s
t, 8000
6000
4000
2000
0</p>
    </sec>
    <sec id="sec-6">
      <title>5. Conclusion</title>
      <p>In this paper, optimization algorithm was considered for replica exchange Monte-Carlo method.
We considered “energy” method of optimization. A program was also written to compare optimized
and regular algorithms within the framework of the conditions we are interested in. On the basis of the
obtained results, it can be concluded that choosing optimized temperature set leads to advantage in
execution speed on larger lattices. It will help in further studies of ferromagnetic and
antiferromagnetic spin models.</p>
    </sec>
    <sec id="sec-7">
      <title>6. Acknowledgements</title>
      <p>This work was financially supported by the state task of the Ministry of Science and Higher
Education of the Russian Federation №075-00400-19-01.</p>
      <p>The studies were carried out using the resources of the Center for Shared Use of Scientific
Equipment "Center for Processing and Storage of Scientific Data of the Far Eastern Branch of the
Russian Academy of Sciences", funded by the Russian Federation represented by the Ministry of
Science and Higher Education of the Russian Federation under project No. 075-15-2021-663.
Additional computing resources were provided by the FEFU supercomputer cluster (cluster.dvfu.ru).</p>
    </sec>
    <sec id="sec-8">
      <title>7. References</title>
      <p>[5] Katzgraber, Helmut G et al. “Feedback-Optimized Parallel Tempering Monte Carlo.” Journal of</p>
      <p>Statistical Mechanics: Theory and Experiment 2006.03 (2006): P03018–P03018. Crossref. Web.
[6] K. Hukushima, Domain-wall free energy of spin-glass models: Numerical method and boundary
conditions, Phys. Rev. E 60 (1999).
[7] Hamze, Firas, Neil Dickson, and Kamran Karimi. “Robust Parameter Selection For Parallel</p>
      <p>Tempering.” International Journal of Modern Physics C 21.05 (2010): 603–615. Crossref. Web.
[8] David J. Earl, Michael W. Deem «Optimal Allocation of Replicas to Processors in Parallel</p>
      <p>Tempering Simulations» The Journal of Chemical Physics, 2005
[9] P. Atkins and J. De Paula, Physical Chemistry for the Life Sciences (Oxford University Press,
2006).
[10] H. G. Katzgraber, S. Trebst, D. A. Huse, and M. Troyer, Feedback-optimized parallel tempering
Monte Carlo, J. Stat. Mech. P03018 (2006).</p>
    </sec>
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