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

Tsagkarogiannis, Dimitrios; Trashorras, José (2010), From mesoscale back to microscale: Reconstruction schemes for coarse-grained stochastic lattice systems, SIAM Journal on Numerical Analysis, 48, 5, p. 1647-1677. http://dx.doi.org/10.1137/080722382

Type
Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00275802/en/
Date
2010
Journal name
SIAM Journal on Numerical Analysis
Volume
48
Number
5
Publisher
SIAM
Pages
1647-1677
Publication identifier
http://dx.doi.org/10.1137/080722382
Metadata
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Author(s)
Tsagkarogiannis, Dimitrios
Trashorras, José
Abstract (EN)
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. By using different techniques we consider the cases of both short and long range microscopic models.
Subjects / Keywords
cluster expansion.; Gibbs measure; Coarse-graining; parallel computing; lattice spin systems; microscopic reconstruction; Monte-Carlo simulation

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