BROAD HISTOGRAM MONTE-CARLO

We propose a new Monte Carlo technique in which the degeneracy of ener gy states is obtained with a Markovian process analogous to that of Me tropolis used currently in canonical simulations. The obtained histogr ams are much broader than those of the canonical histogram technique s tudied by Ferrenberg and Swendsen. Thus we can reliably reconstruct th ermodynamic functions over a much larger temperature scale also away f rom the critical point. We show for the two-dimensional Ising model ho w our new method reproduces exact results more accurately and using le ss computer time than the conventional histogram method. We also show data in three dimensions for the Ising ferromagnet and the Edwards And erson spin glass.