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.
Mots-clés : Coarse-graining, a posteriori error estimate, relative entropy, lattice spin systems, Monte Carlo method, Gibbs measure, cluster expansion, renormalization group map
@article{M2AN_2007__41_3_627_0,
author = {Katsoulakis, Markos A. and Plech\'a\v{c}, Petr and Rey-Bellet, Luc and Tsagkarogiannis, Dimitrios K.},
title = {Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems},
journal = {ESAIM: Mod\'elisation math\'ematique et analyse num\'erique},
pages = {627--660},
publisher = {EDP-Sciences},
volume = {41},
number = {3},
year = {2007},
doi = {10.1051/m2an:2007032},
mrnumber = {2355714},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/m2an:2007032/}
}
TY - JOUR AU - Katsoulakis, Markos A. AU - Plecháč, Petr AU - Rey-Bellet, Luc AU - Tsagkarogiannis, Dimitrios K. TI - Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems JO - ESAIM: Modélisation mathématique et analyse numérique PY - 2007 SP - 627 EP - 660 VL - 41 IS - 3 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/m2an:2007032/ DO - 10.1051/m2an:2007032 LA - en ID - M2AN_2007__41_3_627_0 ER -
%0 Journal Article %A Katsoulakis, Markos A. %A Plecháč, Petr %A Rey-Bellet, Luc %A Tsagkarogiannis, Dimitrios K. %T Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems %J ESAIM: Modélisation mathématique et analyse numérique %D 2007 %P 627-660 %V 41 %N 3 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/m2an:2007032/ %R 10.1051/m2an:2007032 %G en %F M2AN_2007__41_3_627_0
Katsoulakis, Markos A.; Plecháč, Petr; Rey-Bellet, Luc; Tsagkarogiannis, Dimitrios K. Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems. ESAIM: Modélisation mathématique et analyse numérique, Tome 41 (2007) no. 3, pp. 627-660. doi : 10.1051/m2an:2007032. http://archive.numdam.org/articles/10.1051/m2an:2007032/
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