TY - JOUR
T1 - Coarse-grained stochastic processes and Monte Carlo simulations in lattice systems
AU - Katsoulakis, Markos A.
AU - Majda, Andrew J.
AU - Vlachos, Dionisios G.
N1 - Funding Information:
The research of M.A.K. is partially supported by NSF-DMS-0079536, NSF-DMS-0100872, and NSF-ITR-0219211, the research of A.J.M. is partially supported by ONR N00014-96-1-0043, NSF-DMS-9972865, and ARO–DAAD19-01-10810 and the research of D.G.V. is partially supported by NSF-CTS-9904242 and NSF-ITR-0219211. M.A.K. and A.J.M. would like to thank the Institute for Pure and Applied Mathematics at the University of California, Los Angeles, where part of this work was carried out during visits in May 2001 and January 2002.
PY - 2003/3/20
Y1 - 2003/3/20
N2 - 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.
AB - 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.
KW - Birth-death processes
KW - Coarse-grained processes and coarse-grained Monte Carlo simulations
KW - Detailed balance
KW - Hierarchy of Monte Carlo algorithms
KW - Large deviations
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U2 - 10.1016/S0021-9991(03)00051-2
DO - 10.1016/S0021-9991(03)00051-2
M3 - Article
AN - SCOPUS:0037456891
SN - 0021-9991
VL - 186
SP - 250
EP - 278
JO - Journal of Computational Physics
JF - Journal of Computational Physics
IS - 1
ER -