Numerical and statistical methods for the coarse-graining of many-particle stochastic systems

DOI10.1007/s10915-008-9216-6zbMath1203.82145OpenAlexW2131714146WikidataQ57453449 ScholiaQ57453449MaRDI QIDQ618401

Luc Rey-Bellet, Petr Plecháč, Markos A. Katsoulakis

Publication date: 16 January 2011

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.332.5287

zbMATH Keywords

relative entropyimportance samplingMonte Carlo methodadaptivityGibbs measurecluster expansioncoarse-graininglattice spin systemsA posteriori error analysismulti-body interactionspolymeric systemsrenormalization group map

Mathematics Subject Classification ID

Statistical mechanics of polymers (82D60) Renormalization group methods in equilibrium statistical mechanics (82B28) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Predictive coarse-graining, Dimension reduction method for ODE fluid models, Multilevel coarse graining and nano-pattern discovery in many particle stochastic systems, Accelerated kinetic Monte Carlo methods for general nonlocal traffic flow models, Coarse-graining schemes for stochastic lattice systems with short and long-range interactions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Mathematical strategies in the coarse-graining of extensive systems: error quantification and adaptivity
• The low-temperature phase of Kac-Ising models
• Liquid-vapor phase transitions for systems with finite-range interactions
• Dynamic importance sampling for uniformly recurrent Markov chains
• Coarse-grained stochastic processes and Monte Carlo simulations in lattice systems.
• Renormalization-group transformations under strong mixing conditions: Gibbsianness and convergence of renormalized interactions
• Information loss in coarse-graining of stochastic particle dynamics
• Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system-level analysis
• A numerical strategy for efficient modeling of the equatorial wave guide
• From Mesoscale Back to Microscale: Reconstruction Schemes for Coarse-Grained Stochastic Lattice Systems
• Coarse-graining schemes anda posteriorierror estimates for stochastic lattice systems
• Multibody Interactions in Coarse-Graining Schemes for Extended Systems
• Coarse-graining schemes for stochastic lattice systems with short and long-range interactions
• Error Analysis of Coarse‐Graining for Stochastic Lattice Dynamics
• Coarse-grained stochastic processes for microscopic lattice systems