Pantheon SEMPARIS Le serveur des séminaires parisiens Paris

Statut Confirmé
Série FORUM-ENS
Domaines cond-mat.stat-mech
Date Mercredi 17 Mai 2023
Heure 14:00
Institut LPENS
Salle Conf IV
Nom de l'orateur Krauth
Prenom de l'orateur Werner
Addresse email de l'orateur
Institution de l'orateur LPENS
Titre Non-reversible (i.e. non-equlibrium) Markov chains and their approach ... to equilibrium
Résumé Markov-chain Monte Carlo is an outstanding computational tool in science. Since its origins, in 1953, it has relied on the detailed-balance condition (that defines equilibrium) to map general computational problems onto equilibrium-statistical-physics systems. Such reversible Markov chains are generally characterized by diffusive transport. Non-reversible Markov chains violate the detailed-balance condition (they are by definition out-of-equilibrium), and they are often characterized by ballistic transport. In recent years, the fast approach of non-reversible Markov chains to equilibrium has fascinated scientists across several disciplines. In this talk, I will introduce to this interdisciplinary field of research about non-equilibrium in equilibrium, and discuss mathematical foundations, new algorithms, and exciting applications. In particular, I will discuss a new class of one-dimensional Bethe-ansatz-solvable particle models as well as efficient (non-equilibrium) algorithms that sample the Boltzmann distribution exp(-beta E) without ever evaluating the energy E.
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