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We present a new Monte Carlo algorithm applying a history-driven mechanismfor the calculation of the density of states for classical statistical models.The new method is as efficient as the Wang-Landau method in sampling throughthe energy range. With the new method, detailed balance is also naturallysatisfied in limit and the estimated density of state converges to the exactvalue. The new method could be easily evolved into the multicanonical method toachieve high accuracy.

A New History-Driven Algorithm to Calculate the Density of States