• DocumentCode
    2504462
  • Title

    Using wavelets for fast Monte Carlo simulation of Ising systems with distribution matching

  • Author

    Evans, John T. ; Snapp, Robert R. ; Mirchandani, Gagan ; Foote, Richard M.

  • Author_Institution
    Sch. of Eng., Univ. of Vermont, Burlington, VT, USA
  • fYear
    2011
  • fDate
    28-30 June 2011
  • Firstpage
    313
  • Lastpage
    316
  • Abstract
    A new wavelet-based method is presented that improves the accuracy of a previously published wavelet-accelerated Monte Carlo analysis of the two-dimensional Ising model by one to two orders of magnitude in the critical and paramagnetic regions, and is up to ten times faster than the standard Metropolis algorithm. In the context of lattice simulations, successive levels of upscaling reduce the number of degrees of freedom, with corresponding gains in computational speed. Empirical results, for a variety of temperatures for a 32 × 32 lattice of binary spins, show that the resulting computational errors are reduced by running simulations at the thermodynamic temperature that minimizes the information-theoretic divergence between the Boltzmann equilibrium distributions of the original and coarse-grained systems. This optimal temperature relationship Monte Carlo method (OTRMC) may also benefit image processing applications, such as image restoration, that employ Monte Carlo simulations of Markov random fields.
  • Keywords
    Boltzmann equation; Ising model; Markov processes; Monte Carlo methods; critical phenomena; paramagnetism; random processes; Boltzmann equilibrium distribution; Markov random field; Monte Carlo simulation; binary spin lattice theory; coarse-grained system; computational error analysis; critical region; image processing; image restoration; lattice simulation method; optimal temperature relationship Monte Carlo method; paramagnetic region; standard metropolis algorithm; two-dimensional Ising model; wavelet-accelerated Monte Carlo analysis; Brain modeling; Computational modeling; Lattices; Magnetization; Markov processes; Monte Carlo methods; Wavelet transforms; Ising Model; Monte Carlo; Wavelets;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Statistical Signal Processing Workshop (SSP), 2011 IEEE
  • Conference_Location
    Nice
  • ISSN
    pending
  • Print_ISBN
    978-1-4577-0569-4
  • Type

    conf

  • DOI
    10.1109/SSP.2011.5967690
  • Filename
    5967690