In complex systems such as spin systems and protein systems, conventional simulations in the canonical ensemble will get trapped in states of energy local minima. We employ the generalized‐ensemble algorithms in order to overcome this multiple‐minima problem. Two well‐known generalized‐ensemble algorithms, namely, multicanonical algorithm and replica‐exchange method, are described. We then present four new generalized‐ensemble algorithms as further extensions of the two methods. Effectiveness of the new methods are illustrated with a Potts model, Lennard‐Jones fluid system, and protein system.

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