On Future Synergies for Stochastic and Learning Algorithms / Sur les synergies futures autour des algorithmes d'apprentissage et stochastiques

Collection On Future Synergies for Stochastic and Learning Algorithms / Sur les synergies futures autour des algorithmes d'apprentissage et stochastiques

Organizer(s) Durmus, Alain ; Michel, Manon ; Roberts, Gareth ; Zdeborova, Lenka

Date(s) 27/09/2021 - 01/10/2021

linked URL https://conferences.cirm-math.fr/2389.html

00:00:00 / 00:00:00

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Irreversible Monte Carlo methods for particle simulations

By Anthony Maggs

The two workhorses of molecular simulation are molecular dynamics and Markov-chain Monte Carlo. In this talk we compare them with an alternative: 'Event chain Monte Carlo' in which detailed balance is replaced by the weaker balance condition. We characterise the large scale dynamics of each method pointing out where event chains can give rise to more efficient or more accurate calculations. By optimising the splitting of interactions in event chain methods we show (in hard sphere systems) that we are able to further accelerate the sampling of density modes.

Information about the video

Date of recording 28/09/2021
Date of publication 18/11/2021
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.19817703
Cite this video Maggs, Anthony (28/09/2021). Irreversible Monte Carlo methods for particle simulations. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19817703
URL https://dx.doi.org/10.24350/CIRM.V.19817703

Domain(s)

Statistical Mechanics

Bibliography

LEI, Ze, KRAUTH, Werner, et MAGGS, A. C. Event-chain Monte Carlo with factor fields. Physical Review E, 2019, vol. 99, no 4, p. 043301. - https://doi.org/10.1103/PhysRevE.99.043301
FAULKNER, Michael F., QIN, Liang, MAGGS, A. C., et al. All-atom computations with irreversible Markov chains. The Journal of chemical physics, 2018, vol. 149, no 6, p. 064113. - https://doi.org/10.1063/1.5036638
LI, Botao, TODO, Synge, MAGGS, Anthony C., et al. Multithreaded event-chain Monte Carlo with local times. Computer Physics Communications, 2021, vol. 261, p. 107702. - https://doi.org/10.1016/j.cpc.2020.107702

Document(s)

https://www.cirm-math.fr/RepOrga/2389/Slides/Maggs.pdf

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