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TZID:Europe/Paris
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BEGIN:VEVENT
UID:1-404@lptms.universite-paris-saclay.fr
DTSTART:20160209T110000Z
DTEND:20160209T121500Z
DTSTAMP:20160202T113152Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/seminaire-du-lptm
 s-manon-michel/
SUMMARY:Séminaire du LPTMS: Manon Michel - LPTMS\, salle 201\, 2ème étag
 e\, Bât 100\, Campus d'Orsay - 9 Fév 16 11:00
DESCRIPTION:\n\nEvent-chain paradigm for Monte Carlo methods: Infinitesimal
 \, irreversible and rejection-free Markov chains.\n\nManon Michel (LPS-ENS
 )\n\nMonte Carlo methods\, by sampling high-dimensional integrals through 
 random walks\, have revolutionized the understanding of complex systems. T
 he traditional Metropolis local random walks induce however a high rate of
  rejections\, making any simulations around a phase transition point too e
 xpensive. I explain how a consistent interpretation of the mathematical li
 fting concept and the factorized Metropolis filter yield a new paradigm of
  irreversible algorithms. This new class of rejection-free algorithms inde
 ed break detailed balance yet fulfill the global one and display moves tha
 t are infinitesimal\, instead of finite random local moves.\nAs an applica
 tion\, I exhibit how event-chain algorithms bring considerable speed-ups f
 or general particles systems\, but also for classical continuous spin mode
 l\, including the notoriously difficult problem of spin glasses. In partic
 ular\, recent work on Heisenberg spins system shows a qualitative reductio
 n of the dynamical scaling exponent\, leading to an infinite speed-up. The
  powerful event-chain algorithm is general yet easy to implement. Its infi
 nite number of samples provide direct access to observables that could not
  be obtained directly and complex interactions can be factorized into simp
 le components.\n\n
CATEGORIES:seminars
LOCATION:LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay\, 15 
 Rue Georges Clemenceau\, Orsay\, 91405\, France
GEO:48.698185;2.181768
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  Orsay\, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=LPTMS\, salle 201\, 2è
 me étage\, Bât 100\, Campus d'Orsay:geo:48.698185,2.181768
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