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dc.contributor.authorTsagkarogiannis, Dimitrios
dc.contributor.authorTrashorras, José
dc.date.accessioned2010-03-22T13:27:28Z
dc.date.available2010-03-22T13:27:28Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/3752
dc.language.isoenen
dc.subjectcluster expansion.en
dc.subjectGibbs measureen
dc.subjectCoarse-grainingen
dc.subjectparallel computingen
dc.subjectlattice spin systemsen
dc.subjectmicroscopic reconstructionen
dc.subjectMonte-Carlo simulationen
dc.subject.ddc519en
dc.titleFrom mesoscale back to microscale: Reconstruction schemes for coarse-grained stochastic lattice systemsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenStarting 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.en
dc.relation.isversionofjnlnameSIAM Journal on Numerical Analysis
dc.relation.isversionofjnlvol48
dc.relation.isversionofjnlissue5
dc.relation.isversionofjnldate2010
dc.relation.isversionofjnlpages1647-1677
dc.relation.isversionofdoihttp://dx.doi.org/10.1137/080722382
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00275802/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSIAM
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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