Show simple item record

dc.contributor.authorKatsoulakis, Markos A.
dc.contributor.authorTrashorras, José
dc.date.accessioned2011-07-13T08:12:25Z
dc.date.available2011-07-13T08:12:25Z
dc.date.issued2006
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6682
dc.language.isoenen
dc.subjectCoarse-grained Monte Carlo methodsen
dc.subjectMarkov processesen
dc.subjectInteracting particle systemsen
dc.subjectInformation lossen
dc.subject.ddc519en
dc.titleInformation Loss in Coarse-Graining of Stochastic Particle Dynamicsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenRecently a new class of approximating coarse-grained stochastic processes and associated Monte Carlo algorithms were derived directly from microscopic stochastic lattice models for the adsorption/desorption and diffusion of interacting particles(12,13,15). The resulting hierarchy of stochastic processes is ordered by the level of coarsening in the space/time dimensions and describes mesoscopic scales while retaining a significant amount of microscopic detail on intermolecular forces and particle fluctuations. Here we rigorously compute in terms of specific relative entropy the information loss between non-equilibrium exact and approximating coarse-grained adsorption/desorption lattice dynamics. Our result is an error estimate analogous to rigorous error estimates for finite element/finite difference approximations of Partial Differential Equations. We prove this error to be small as long as the level of coarsening is small compared to the range of interaction of the microscopic model. This result gives a first mathematical reasoning for the parameter regimes for which approximating coarse-grained Monte Carlo algorithms are expected to give errors within a given tolerance.en
dc.relation.isversionofjnlnameJournal of Statistical Physics
dc.relation.isversionofjnlvol122en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2006
dc.relation.isversionofjnlpages115-135en
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s10955-005-8063-1en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record