Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems
The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic lattice systems of interacting particles at equilibrium. The proposed algorithms are derived from an initial coarse-grained approximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the specific relative entropy between the exact and approximate coarse-grained equilibrium measures. Subsequently we carry out a cluster expansion around this first – and often inadequate – approximation and obtain more accurate coarse-graining schemes. The cluster expansions yield also sharp a posteriori error estimates for the coarse-grained approximations that can be used for the construction of adaptive coarse-graining methods. We present a number of numerical examples that demonstrate that the coarse-graining schemes developed here allow for accurate predictions of critical behavior and hysteresis in systems with intermediate and long-range interactions. We also present examples where they substantially improve predictions of earlier coarse-graining schemes for short-range interactions.
MA Katsoulakis, P Plechac, L Rey-Bellet, and DK Tsagkarogiannis. "Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems" ESAIM: Mathematical Modelling and Numerical Analysis 41.3 (2007): 627-660.
Available at: http://works.bepress.com/luc_rey_bellet/12