We present a Monte Carlo algorithm that facilitates efficient parallel tempering simulations of the density of states g(E). We show that the algorithm eliminates the supercritical slowing down in the case of the Q=20 and Q=256 Potts models in two dimensions, typical examples for systems with extreme first-order phase transitions. As recently predicted, and shown here, the microcanonical heat capacity along the calorimetric curve has negative values for finite systems.
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