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Simulated Tempering

Simulated tempering was invented by Parisi and Marinari to study disordered Ising spin models (spins in a random external magnetic field). These models have a first order phase transition, so there are two coexisting states at --- a high energy and low energy state. The standard Metropolis algorithm tends to get stuck in one of the these states.

Tempering does a Monte Carlo update of the temperature --- i.e. try to change T, and do a Metropolis accept/reject depending on .

Sweeping slightly above and below , moves the configuration in and out of high and low E states, thus providing a correct sampling of the configurations at .

The repeated heating and cooling is like tempering in metals.



Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu