MONTE-CARLO ALGORITHMS WITH ABSORBING MARKOV-CHAINS - FAST LOCAL ALGORITHMS FOR SLOW DYNAMICS

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest order of these algorithms reduces to the n-fold way algorithm. These algorithms are applied to study the escape from the metastable state in the two-dimensional square-lattice nearest-neighbor Ising ferromagnet in an unfavorable applied field, and the agreement with theoretical predictions is very good. It is demonstrated that the higher-order algorithms can be many orders of magnitude faster than either the traditional Monte Carlo or n-fold way algorithms. © 1994 The American Physical Society.