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We have decided to discontinue the publication of preprints on our preprint server as of 1 March 2024. The publication culture within mathematics has changed so much due to the rise of repositories such as ArXiV (www.arxiv.org) that we are encouraging all institute members to make their preprints available there. An institute's repository in its previous form is, therefore, unnecessary. The preprints published to date will remain available here, but we will not add any new preprints here.

MiS Preprint
38/2008

From mesoscale back to microscale: Reconstruction schemes for coarse-grained stochastic lattice systems

José Trashorras and Dimitrios Tsagkarogiannis

Abstract

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.

Received:
25.04.08
Published:
06.05.08
MSC Codes:
65C05, 65C20, 82-08, 82B20, 82B80, 94A17
Keywords:
coarse-graining, microscopic reconstruction, Monte-Carlo simulation, parallel computing, lattice spin systems, Gibbs measure, cluster expansion

Related publications

inJournal
2010 Repository Open Access
José Trashorras and Dimitrios K. Tsagkarogiannis

From mesoscale back to microscale : reconstruction schemes for coarse-grained stochastic lattice systems

In: SIAM journal on numerical analysis, 48 (2010) 5, pp. 1647-1677