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Extended ensemble method and its application to frustrated systems

Research Project

Project/Area Number 17540348
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Mathematical physics/Fundamental condensed matter physics
Research InstitutionThe University of Tokyo

Principal Investigator

HUKUSHIMA Koji  The University of Tokyo, Graduate School of Arts and Sciences, Associate Professor (80282606)

Co-Investigator(Kenkyū-buntansha) IBA Yukito  The Institute of Statistical Mathematics, Department of Statistical Modeling, Associate Professor (30213200)
Project Period (FY) 2005 – 2007
Project Status Completed (Fiscal Year 2007)
Budget Amount *help
¥3,340,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥240,000)
Fiscal Year 2007: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2006: ¥800,000 (Direct Cost: ¥800,000)
Fiscal Year 2005: ¥1,500,000 (Direct Cost: ¥1,500,000)
KeywordsCondensed matter theory / Computational Physics / Algorithm / Statistical Physics / 拡張アンサンブル法 / モンテカルロ法 / 稀な事象 / スピングラス / 相転移 / リエントラント / 拡張アンサンブル / フラストレーション / 交換法 / 臨界現象 / 力学系 / カオス
Research Abstract

(1) Rare event Monte Carlo method: An importance-sampling Monte Carlo algorithm is developed for sampling rare events that make a sense in statistical mechanical problems. This could be also useful for sampling quenched variables in randomly disordered systems. The main idea for the method is to enhance a probability for finding a set of quenched variables, which gives a rare event, in a Markov chain of Monte Carlo simulations. The applications are as follows.
(1-a)Griffiths singularity in diluted Ising models: A typical example of such rare events is a Griffiths singularity found in random spin models, that is caused by the existence of arbitrary large rare cluster. We first applied the developed MC method to a bond-diluted Ising model in two dimensions which is expected to exhibit the Griffiths singularity. Then, we found that the distribution of the inverse susceptibility has an exponential tail down to the origin which is considered the consequence of the singularity.
(1-b) Lee-Yang … More zero distribution in Ising spin glasses: In general, the phase transition of statistical mechanical models is characterized by a partition function zero as a function of imaginary temperature. We also applied the method for estimating the distribution of partition-function zeros in Ising spin glasses in which zeros close to the real temperature axis are rare events. We found an evidence for the existence of spin glass transition in three dimensions and the Griffiths singularity in two dimensions. This might be the first time to observe directly the singularity in spin glass systems.
(1-C) other applications: The developed method is applicable to other field such as information theory and mathematical problems with random variables. By using the method, we studied the bit-error distribution of an error-correcting code problem in an information theory and the largest-eigenvalue distribution in random matrix.
(2) We also propose an efficient method for enumerating large number of solutions, which can be mapped onto the entropy under some conditions using statistical mechanical idea. This is basis of the extended ensemble method, that enables us to estimate the free energy and the entropy with high accuracy. As a specific example, we calculate a number of possible grids in Sudoku that is a kind of constraint-satisfaction problems. A standard Sudoku consists of 9×9 grids, whose number of grids is exactly enumerated. We successfully calculate generalized Sudoku problems with 49×49 grids. Less

Report

(4 results)
  • 2007 Annual Research Report   Final Research Report Summary
  • 2006 Annual Research Report
  • 2005 Annual Research Report
  • Research Products

    (37 results)

All 2008 2007 2006 2005 Other

All Journal Article (21 results) (of which Peer Reviewed: 6 results) Presentation (13 results) Book (1 results) Remarks (2 results)

  • [Journal Article] A Monte Carlo Algorithm for Sampling Rare Events: Application to a Searth for the Griffiths Singularity2008

    • Author(s)
      K. Hukushima and Y. Iba
    • Journal Title

      Journal of Physics: Conference Seriese 95

      Pages: 12005-12005

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] A Monte Carlo Algorithm for Sampling Rare Events : Application to a Search for the Griffiths Singularity2008

    • Author(s)
      K. Hukushima and Y. Iba
    • Journal Title

      Journal of Physics : Conference Seriese 95

      Pages: 12005-12005

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] A Monte Carlo Algorithm fbr Sampling Rare Evepts: Application to a Search for the Griffiths Singularity2008

    • Author(s)
      K. Hukushima and Y. Iba
    • Journal Title

      Journal of Physics: Conference Seriese 95

      Pages: 12005-12005

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Distribution of Lee-Yang zeros and Griffiths singularities in the+/-J model of spin glasses2008

    • Author(s)
      Y. Matsuda, H. Nishimori and K. Hukushima
    • Journal Title

      Journal of Physics A(掲載確定)

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Extended Scaling for Ferromagnets2007

    • Author(s)
      I.A. Campbell, K. Hukushima and H. Takayama
    • Journal Title

      Physical Review B 76

      Pages: 13442-13442

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Scaling Analysis of Domain-Wall Free Energy in the Edwards-Anderson Ising Spin Glass in a Magnetic Field2007

    • Author(s)
      M. Sasaki, K. Hukushima, H. Yoshi no and H. Takayama
    • Journal Title

      Physical Review Letters 99

      Pages: 137202-137202

    • NAID

      120000775176

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Extended Scaling for Ferromagnets2007

    • Author(s)
      I. A. Campbell, K. Hukushima and H. Takayama
    • Journal Title

      Physical Review B 76

      Pages: 13442-13442

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Scaling Analysis of Domain-Wall Free Energy in the Edwards-Anderson Ising Spin Glass in a Magnetic Field2007

    • Author(s)
      M. Sasaki, K. Hukushima, H. Yoshino and H. Takayama
    • Journal Title

      Physical Review Letters 99

      Pages: 137202-137202

    • NAID

      120000775176

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Journal Article] Extended Scaling for Ferromagnets2007

    • Author(s)
      I.A.Campbell, K. Hukushima and H. Takayama
    • Journal Title

      Physical Review B 76

      Pages: 13442-13442

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] スケーリング理論とは何か-有限系から無限系を見る方法-2007

    • Author(s)
      福島 孝治
    • Journal Title

      日本神経回路学会誌 14

      Pages: 305-312

    • Related Report
      2007 Annual Research Report
  • [Journal Article] Computational Experiment on Glassy Dynamic Nature of the Field-Cooled Magnetization in an Ising Spin-Glass Model2007

    • Author(s)
      H.Takayama, K.Hukushima
    • Journal Title

      Journal of Phjysical Society of Japan 76

      Pages: 13702-13702

    • NAID

      110006151535

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Extended scaling scheme for critically divergent quantities in ferromagnets and spin glasses2006

    • Author(s)
      I.A.Campbell, K.Hukushima, H.Takayama
    • Journal Title

      Physical Review Letters 97

      Pages: 117202-117202

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Analysis Method Combining Monte Carlo Simulation and Principal Component Analysis - Application to Sourlas Code2006

    • Author(s)
      M.Inoue, K.Hukushima, M.Okada
    • Journal Title

      Journal of Physical Society of Japan 75

      Pages: 84003-84003

    • NAID

      110004799201

    • Related Report
      2006 Annual Research Report
  • [Journal Article] サイコロふって積分する方法 -モンテカルロ法-2006

    • Author(s)
      福島 孝治
    • Journal Title

      数理科学別冊「確率的情報処理と統計力学」 50

      Pages: 60-60

    • Related Report
      2006 Annual Research Report
  • [Journal Article] マルコフ連鎖モンテカルロ法の最近2006

    • Author(s)
      福島 孝治
    • Journal Title

      京都大学学術情報メディアセンター広報

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Monte Carlo Simulations of the phase transition of the three-dimensional isotropic Heisenberg spin glass2005

    • Author(s)
      K.Hukushima, H.Kawamura
    • Journal Title

      Physical Review B 72

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Temperature Chaos and Bond Chaos in the Four-Dimensional +/-J Ising Spin Glass : Domain-Wall Free-Energy Measurements2005

    • Author(s)
      M.Sasaki, K.Hukushima, H.Yoshino, H.Takayama
    • Journal Title

      Physical Review Letters 95

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Neel Temperature of Quasi-Low-Dimensional Heisenberg Antiferromagnets2005

    • Author(s)
      C.Yasuda, S.Todo, K.Hukushima, F.Alet, M.Keller, M.Troyer, H.Takayama
    • Journal Title

      Physical Review Letters 94

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 確率的アルゴリズムによる情報処理(1)モンテカルロ法:リレー連載/確率的情報処理と統計力学2005

    • Author(s)
      福島 孝治
    • Journal Title

      数理科学 503

      Pages: 77-83

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Exploration of Multi-Dimensional Density of States by Multicanonical Monte Carlo Algorithm2005

    • Author(s)
      Y.Iba, H.Takahashi
    • Journal Title

      Progress of Theoretical Physics Supplement Progress of Theoretical Physics Supplement 157

      Pages: 345-348

    • NAID

      110001276037

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 力学系における「珍しい現象」のモンテカルロ・サンプリング2005

    • Author(s)
      伊庭幸人
    • Journal Title

      物性研究 85・3

      Pages: 416-421

    • Related Report
      2005 Annual Research Report
  • [Presentation] 「拡張アンサンブル法によるランダム行列の最大固有値分布」2008

    • Author(s)
      斉藤稔, 福島孝治, 伊庭幸人, 菊池誠
    • Organizer
      日本物理学会
    • Place of Presentation
      近畿大学
    • Year and Date
      2008-03-24
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] The largest-eivenvalue distribution of random matrix by extended ensemble method2008

    • Author(s)
      N. Saitoh, K. Hukushima, Y. Iba, M. Kikuchi
    • Organizer
      The annual meeting of the JPSJ
    • Place of Presentation
      Kinki University
    • Year and Date
      2008-03-24
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 交換モンテカルロ法からレア・イベント探索へ2007

    • Author(s)
      福島 孝治
    • Organizer
      論理創薬研究会
    • Place of Presentation
      岐阜大学人獣感染防御研究センター
    • Year and Date
      2007-12-06
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] From exchange MC to rare-event search2007

    • Author(s)
      Koji Hukushima
    • Organizer
      Ronri-Soyaku workshop
    • Place of Presentation
      Kifu University
    • Year and Date
      2007-12-06
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Tail of eigen-value distribution in Random matrix2007

    • Author(s)
      Koji Hukushima
    • Organizer
      Random-matrix workshop
    • Place of Presentation
      Tokyo Inst. Tech
    • Year and Date
      2007-11-11
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] ランダム行列の固有値分布の裾を見る2007

    • Author(s)
      福島 孝治
    • Organizer
      ランダム行列勉強会
    • Place of Presentation
      東京工業大学すずかけ台キャンパス
    • Year and Date
      2007-11-09
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] レア・イベント・モンテカルロ法の応用2007

    • Author(s)
      福島 孝治
    • Organizer
      東京大学物性研究所短期研究会「計算物性物理の進展」
    • Place of Presentation
      東京大学柏キャンパス
    • Year and Date
      2007-11-01
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] Rare Event Monte Carlo method2007

    • Author(s)
      Koji Hukushima
    • Organizer
      ISSP workshop "Computational Physics"
    • Place of Presentation
      Kashiwa
    • Year and Date
      2007-11-01
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] 数独の統計力学的研究2007

    • Author(s)
      福島 孝治
    • Organizer
      日本物理学会
    • Place of Presentation
      北海道大学
    • Year and Date
      2007-09-24
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Annual Research Report 2007 Final Research Report Summary
  • [Presentation] スピングラス模型における零点分布とGriffiths特異性2007

    • Author(s)
      松田佳希, 西森秀稔, 福島孝治
    • Organizer
      日本物理学会
    • Place of Presentation
      北海道大学
    • Year and Date
      2007-09-24
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Statistical study of SUDOKU2007

    • Author(s)
      Koji Hukushima
    • Organizer
      The annual meeting of the JPSJ
    • Place of Presentation
      Hokkaido University
    • Year and Date
      2007-09-24
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Lee-Yang zero and Griffiths Singularity in Ising spin glasses2007

    • Author(s)
      Y. Matsuda, H. Nishimori, K. Hukushima
    • Organizer
      The annual meeting of the JPSJ
    • Place of Presentation
      Hokkaido University
    • Year and Date
      2007-09-24
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] スピングラス模型における零点分布とGriffths特異性2007

    • Author(s)
      松田佳希, 西森秀稔, 福島孝治
    • Organizer
      目本物理学会
    • Place of Presentation
      北海道大学
    • Year and Date
      2007-09-24
    • Related Report
      2007 Annual Research Report
  • [Book] 統計科学のフロンティア12『計算統計II』第1部「マルコフ連鎖モンテカルロ法の基礎」(共著)2005

    • Author(s)
      伊庭幸人
    • Total Pages
      106
    • Publisher
      岩波書店
    • Related Report
      2005 Annual Research Report
  • [Remarks] 「研究成果報告書概要(和文)」より

    • URL

      http://maildbs.c.u-tokyo.ac.jp/~fukushima/wiki.cgi?page=%CF%C0%CA%B8%A5%EA%A5%B9%A5%C8

    • Related Report
      2007 Final Research Report Summary
  • [Remarks]

    • URL

      http://maildbs.c.u-tokyo.ac.jp/~fukushima/wiki.cgi?page=%CF%CO%GA%B8%A5%EA%A5%B9%A5%G8

    • Related Report
      2007 Annual Research Report

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Published: 2005-04-01   Modified: 2016-04-21  

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