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From Werner KRAUTH
Werner Krauth Laboratoire de Physique École normale supérieure 24 rue Lhomond 75005 Paris France werner.krauth@ens.fr
CNRS Research Director - Theoretical Physics (Directeur de recherche CNRS - classe exceptionnelle).
Visiting Professor in Physics - University of Oxford (2023 - 26).
Keeley Visiting Fellow - Wadham College (Oxford, UK) (October 2023 - March 2024).
Distinguished Visiting Professor, Simons Center for Computational Physical Chemistry, New York University, New York (NY, USA) - April, May 2024
From January to June 2018, I was the 2018 Martin-Gutzwiller fellow at the Max-Planck-Institute for the Physics of Complex Systems in Dresden (Germany).
In 2018, I was a recipient of the Humboldt research award (Alexander von Humboldt Foundation).
Oxford Lectures 2025
Since 2023, I have had the good fortune to be Visiting Professor in Physics at the University of Oxford, where I spend several months every year. I also teach a set of public lectures on Algorithms and Computations in Physics, that are announced here, with an (approximation of a) full syllabus. Lecture notes are made available here, as we go.
I am very grateful to the Department and the University to have allowed me to lecture on one of my favorite subjects, and also to have made these lectures "public". Anyone can attend: Students at the Oxford Physics department (or not), postdocs (or not), even the general public.
Milestone Research
A paper, on a first-order transition in two dimensions, by a collaboration on three continents (!) that I published a few years ago in Physical Review E together with M. Engel, J. A. Anderson, S. C. Glotzer, M. Isobe, and E. P. Bernard, was chosen as the milestone article for 2013 by the journal's editorial board. This 2013 paper confirmed research published in 2011, in Physical Review Letters, with Etienne Bernard, on what really goes on in two-dimensional melting. See here for the story of the paper.
Video recordings of research talks
Hard-disk packings and two phase transitions of two-dimensional particle systems Invited talk at the workshop "Optimal Point Configurations on Manifolds", Erwin Schrödinger International Institute for Mathematics and Physics, University of Vienna, Vienna (Austria), 2021 (online talk)
Fast stochastic sampling with irreversible, totally asymmetric, Markov chains (Invited talk at Institute for Pure & Applied Mathematics, UCLA, Los Angeles (USA), 2017)
Current research
I am deeply interested in statistical and condensed-matter physics, often in connection to computation and algorithms. Current interests are in hard spheres, mainly the melting transition in two-dimensional disks and in two-dimensional melting, bosons (in collaboration with the experimental groups at ENS), and the theory of convergence and of coupling in Markov chains. Recent work in my research group has led to the redefinition of the dominant Markov-chain Monte Carlo paradigm, namely the Metropolis algorithm. This has already allowed us to propose powerful algorithms for particle systems, continuous spin models and long-range systems, and to obtain important physical results. Research on the beyond-Metropolis paradigm, together with applications in classical and quantum physics and its interfaces will likely be a focus of my research activity in the next few years.
Fast, approximation-free molecular simulation of the SPC/Fw water model using non-reversible Markov chains
Many fields of computational science concern the sampling of configurations x from a distribution pi(x) which can often be written as pi(x) = exp[-beta E(x)] (that is, as a Boltzmann distribution). The configuration x then refers to the positions of thousands or millions of atoms with complicated, often long-ranged, interactions. Over the years, I have been interested in sampling methods which do not evaluate the energy E (or the difference of energies, or the gradient of E) in order to sample pi(x) = exp[-beta E(x)]. This is possible because of our use of the factorized Metropolis filter within the framework of the event-chain Monte Carlo algorithm. In July 2024, finally, the manuscript ["Fast, approximation-free molecular simulation ... "] on which I had worked together with Philipp Höllmer and A. C. Maggs was published in the Journal "Scientific Reports". It actually proves that one can simulate large water systems (in our case, the SPC/Fw water model) without any approximation. We generate millions of samples, but absolutely do not know what is the energy of our configurations.
The remarkable efficiency of our simulation method is rooted in three paradoxes. First, the Markov process is non-reversible (that is, effectively out-of-equilibrium), yet its steady state coincides with the equilibrium Boltzmann distribution. Second, the Boltzmann distribution exp(−βU) is sampled without any approximation and with great efficiency although the total potential U and its derivatives, the forces, are never evaluated. This sidesteps all the problems with limited-precision calculations of energies and forces. The third paradox is the bundling of O(N) independent decisions to interrupt the straight-line trajectory of the piecewise-deterministic Markov process into an expression that can be evaluated in constant time. The paper is openly accessible, and even all the computer code has been rendered open-source.
Fast, approximation-free molecular simulation of the SPC/Fw water model using non-reversible Markov chains
Lifted TASEP: a Bethe ansatz integrable paradigm for non-reversible Markov chains
In recent years, my colleagues and I have worked on a multitude of computational algorithms which improve on the classical methods. Specifically, we have worked on Monte Carlo algorithms based on non-reversible Markov chains. Such algorithms have had successes in applications but are generally difficult to analyze, resulting in a scarcity of exact results. In a recent manuscript Lifted TASEP: a Bethe ansatz integrable paradigm for non-reversible Markov chains with my colleague Fabian Essler (Oxford), we introduce the “lifted” TASEP (totally asymmetric simple exclusion process) as a paradigm for non-reversible Markov chains. Our model can be viewed as a second-generation lifting of the reversible Metropolis algorithm on a one-dimensional lattice and is exactly solvable by an unusual kind of coordinate Bethe ansatz. We establish the integrability of the model and present strong evidence that the lifting leads to relax- ation on shorter timescales than in the KPZ (Kardar–Parisi–Zhang) universality class.
Continue with Past Research Notices
Upcoming events
- New York, NY (USA), D. E. Shaw Research, 28 May 2024 (Invited Seminar: Lifted Markov chains---from solvable models to applications in chemical physics)
- New York University (USA), Simons Center for Computational Physical Chemistry, 21 May 2024 (Seminar: Lifted Markov chains---from solvable models to applications in chemical physics)
- Flatiron Institute, Center for Computational Mathematics (New York, NY (USA) 10 May 2024 (Seminar: Lifted Markov chains---from solvable models to applications in chemical physics).
- Stony Brook University (Stony Brook (NY) (USA) Institute for Advanced Computational Science 26 April 2024 (Invited Seminar Mixing, stopping, coupling, lifting, and other keys to the second Markov-chain revolution)
- New York University (USA), Simons Center for Computational Physical Chemistry, 1 April - 31 May 2024 (Distinguished Visiting Professor).
- King's College London (UK), Department of Physics, 5 February 2024 (Invited talk: Thermodynamic Integration, fermion sign problem, and real-space renormalization).
- University of Cambridge (UK), Department of Physics, 1 February 2024 (Blackboard talk: Thermodynamic Integration, fermion sign problem, and real-space renormalization).
- University of Cambridge (UK), Department of Physics, 31 January 2024 ( Cavendish Quantum Colloquium: Mixing, stopping, coupling, lifting, and other keys to the second Markov-chain revolution).
- University of Bristol (UK), Department of Mathematics, 25-26 January 2024 ( Invited seminar: Lifted TASEP, an integrable example of non-reversible Markov chains).
- University of Bonn (Germany), Fachgruppe Physik/Astronomie, 8 December 2023 (Physikalisches Kolloquium Mixing, stopping, coupling, lifting, and other keys to the second Monte Carlo revolution).
- University of Bonn (Germany), Institute for applied Mathematics, 7 December 2023 (Invited "Ober"seminar) "The lifted TASEP, an integrable example of non-reversible Markov chains".
- University of Oxford (UK), Department of Physics, CMT Forum, 8 November 2023 Mixing, stopping, lifting, and other keys to the second Markov-chain revolution.
- Solving Quantum Field theories (Humboldt University, Berlin) 13-14 September 2023 (Invited talk "Integrability in the PGB Triangle: Souvenirs and Projects")
- CECAM Conference: "Computational statistical physics in the 21st century: The legacy of Kurt Binder", Mainz (Germany), 11-13 September 2023 (Participation).
- IUPAP Conference on Computational Physics (CCP2023, Kobe, Japan) (Invited keynote talk).
- Nogoya Institute of Technology (Nagoya, Japan), Seminar
- University of Tokyo (Tokyo, Japan) (Research visit within the NOREMIA Research project framework).
- The University of Melbourne (Australia) (MATRIX Institute, Creswick) (26 June-7 July, 2023) Program: Monte Carlo Algorithms in Statistical Mechanics (Invited participation).
- CIRM Marseille
- Rutgers University, Piscataway, NJ (USA) 123rd (18-20 December 2022) 123rd Statistical Mechanics Conference (invited talk: Lifted non-reversible Markov chains: From solvable models to real-life applications)
- University of Kent, Canterbury (UK) (14-17 November 2022) Invited Lecture series: "Markov-chain Monte Carlo, a modern primer"
- International Centre for Theoretical Physics (ICTP), Trieste (Italy) (04-10 September 2022) Summer school "Quantum Dynamics: From Electrons to Qbits" (Invited lecture series "Markov-chain Monte Carlo: A modern primer")
- Rudolf Peierls Centre for Theoretical Physics, University of Oxford, Oxford (UK) (01 July 2022) Seminar Fast non-reversible Markov chains for one-dimensional particle systems
- London Mathematical Society, Clay Mathematics Institute and Heilbronn Institute for Mathematical Research, London (UK) 27 June-1 July 2022) Summer school "Point Configurations: Deformations and Rigidity" (distinguished plenary lecture: Markov-chain Monte Carlo and the hard-disk Universe).
- CECAM, Lausanne (Switzerland) 10-13 May 2022, Machine Learning Augmented Sampling for the Molecular Sciences (Invited talk Markov-chain Monte Carlo: A modern primer Part 1 Part 2
- King's College London (UK) (28 February-3 March 2022) Masterclass: "Markov-chain Monte Carlo: A modern primer"
- Erwin Schrödinger International Institute for Mathematics and Physics, University of Vienna (Austria) (17-21 January 2022) workshop "Optimal Point Configurations on Manifolds", (Invited talk Hard-disk packings, fast Markov chains, and the two phase transitions of two-dimensional particle systems (online talk)
Here is the schedule of past events
Text book

Interview, Popular story, video conference
2012 interview at Ecole normale supérieure (in French)
CNRS special on our work on two-dimensional melting (June 2013) (in French) in Japanese (!)
2012 Conference on time's arrow (video, in French) in the framework of the Festival "acceleration" Sacre Doctoral school
Video presentation of the Massive Open Online course at ENS
A picture book of algorithms



