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
TypeArticle accepté pour publication ou publié
External document linkhttp://hal.archives-ouvertes.fr/hal-00275802/en/
Journal nameSIAM Journal on Numerical Analysis
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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 / Keywordscluster expansion.; Gibbs measure; Coarse-graining; parallel computing; lattice spin systems; microscopic reconstruction; Monte-Carlo simulation
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