Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo

DOI10.1137/15M1047271zbMath1355.65006arXiv1511.08240WikidataQ60149104 ScholiaQ60149104MaRDI QIDQ2953224

Konstantinos Gourgoulias, Markos A. Katsoulakis, Luc Rey-Bellet

Publication date: 4 January 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.08240

zbMATH Keywords

relative entropyinformation theoryoperator splitting schemesgraph connectivityinformation criteriarelative entropy ratelong-time errorsparallel kinetic Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Measures of information, entropy (94A17) Information theory (general) (94A15)

Related Items (4)

Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE ⋮ Information criteria for quantifying loss of reversibility in parallelized KMC ⋮ Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities ⋮ Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy

Uses Software

• SPPARKS

Cites Work

• Unnamed Item
• Unnamed Item
• Local error estimates for adaptive simulation of the reaction-diffusion master equation via operator splitting
• Efficient simulation of discrete stochastic reaction systems with a splitting method
• Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms
• Semigroups of linear operators and applications to partial differential equations
• Scalable information inequalities for uncertainty quantification
• The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
• Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics
• Spatial Two-Level Interacting Particle Simulations and Information Theory--Based Error Quantification
• Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations
• Long Time Accuracy of Lie--Trotter Splitting Methods for Langevin Dynamics
• Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations
• On the Product of Semi-Groups of Operators
• Simulation of Stochastic Reaction-Diffusion Processes on Unstructured Meshes
• Parallelization, Processor Communication and Error Analysis in Lattice Kinetic Monte Carlo
• Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification
• Expansion of the global error for numerical schemes solving stochastic differential equations

This page was built for publication: Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo