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Coarse-graining schemes and error estimates for stochastic lattice systems

Markos A. KatsoulakisPetr PlecháčLuc Rey-BelletDimitrios K. Tsagkarogiannis — 2007

ESAIM: Mathematical Modelling and Numerical Analysis

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 and 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...

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