Next seminar : Séminaire du LPTMS: Alexander Hartmann

Tuesday, May 02 2017 at 11:00:00

Large deviations for equilibrium and non-equilibrium processes

Alexander Hartmann (Universität Oldenburg, Germany)

Large deviations and rare events play an ever increasing role in science, economy and society. Large deviations play a crucial role for example for the estimation of impacts of storms, the calculation of  probabilities of stock-market crashes or the sampling of transition  paths for conformation change of  proteins. More fundamentally, when  studying any random process, only the full probability distribution,  including the large-deviation tails, gives a complete information about  the underlying system. The basic principal to study large deviations using numerical  simulations is simple: make unlikely events more probable and correct in  the end for the bias. Here, we present a very general black-box method,  based on  sampling vectors of random numbers within an artificial  finite-temperature (Boltzmann). This allows to access rare events and  large deviation for almost arbitrary equilibrium and non-equilibrium  processes. In this way, we obtain probabilities as  small as $10^{-500}$    and smaller, hence rare events and large deviation properties  can be  easily obtained. The method can be applied to equilibrium/static sampling problems, e.g., the distribution of the number and size of connected components of  random graphs. Here, applications from different fields are presented: 1. Distribution of work performed for a  critical (T=2.269) two-dimensional  Ising system of size LxL=128x128 upon rapidly changing  the external magnetic field(also applying  theorems of Jarzynski and  Crooks to obtain the free energy difference  of such a large system) 2. Distribution of perimeters and area of convex hulls of two- and  higher dimensional single and multiple random walks. 3. Distribution of the flow for the Nagel-Schreckenberg traffic model.

Last Highlight : Geometry and interactions in self-assembled biological systems

In honour of Françoise Livolant, the LPS (Laboratoire de Physique des Solides) and LPTMS (Laboratoire de Physique Théorique et Modèles Statistiques) are organising an international conference on geometry and interactions in self-assembled biological systems.

We will host a two days conference in Orsay, on March 23-24, 2017. Colleagues and friends are welcome.

Participants may submit their contributions to poster sessions.

Registration is free of charge but mandatory.

The conference will be held at the Institut de Physique Nucléaire (IPN), Orsay (Building 100A), close to the train station Orsay Ville on the RER B line.

The link of the conference: https://flivolant2017.sciencesconf.org/


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