Coarse-grained stochastic processes and Monte Carlo simulations in lattice systems

Markos A. Katsoulakis, Andrew J. Majda, Dionisios G. Vlachos

Research output: Contribution to journalArticlepeer-review


In this paper we present a new class of coarse-grained stochastic processes and Monte Carlo simulations, derived directly from microscopic lattice systems and describing mesoscopic length scales. As our primary example, we mainly focus on a microscopic spin-flip model for the adsorption and desorption of molecules between a surface adjacent to a gas phase, although a similar analysis carries over to other processes. The new model can capture large scale structures, while retaining microscopic information on intermolecular forces and particle fluctuations. The requirement of detailed balance is utilized as a systematic design principle to guarantee correct noise fluctuations for the coarse-grained model. We carry out a rigorous asymptotic analysis of the new system using techniques from large deviations and present detailed numerical comparisons of coarse-grained and microscopic Monte Carlo simulations. The coarse-grained stochastic algorithms provide large computational savings without increasing programming complexity or the CPU time per executed event compared to microscopic Monte Carlo simulations.

Original languageEnglish (US)
Pages (from-to)250-278
Number of pages29
JournalJournal of Computational Physics
Issue number1
StatePublished - Mar 20 2003


  • Birth-death processes
  • Coarse-grained processes and coarse-grained Monte Carlo simulations
  • Detailed balance
  • Hierarchy of Monte Carlo algorithms
  • Large deviations

ASJC Scopus subject areas

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • General Physics and Astronomy
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics


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