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MiS Preprint
38/2008

From mesoscale back to microscale: Reconstruction schemes for coarse-grained stochastic lattice systems

José Trashorras and Dimitrios Tsagkarogiannis

Abstract

Starting from a microscopic stochastic lattice spin system and the corresponding coarse-grained model we introduce a mathematical strategy to recover microscopic information given the coarse-grained data. We define "reconstructed" microscopic measures satisfying two conditions:
(i) they are close in specific relative entropy to the initial microscopic equilibrium measure conditioned on the coarse-grained data and
(ii) their sampling is computationally advantageous when compared to sampling directly from the conditioned microscopic equilibrium measure.

Received:
Apr 25, 2008
Published:
May 6, 2008
MSC Codes:
65C05, 65C20, 82-08, 82B20, 82B80, 94A17
Keywords:
coarse-graining, microscopic reconstruction, Monte-Carlo simulation, parallel computing, lattice spin systems, Gibbs measure, cluster expansion

Related publications

inJournal
2010 Repository Open Access
José Trashorras and Dimitrios K. Tsagkarogiannis

From mesoscale back to microscale : reconstruction schemes for coarse-grained stochastic lattice systems

In: SIAM journal on numerical analysis, 48 (2010) 5, pp. 1647-1677