IWNET

2006

4th International workshop on nonequilibrium thermodynamics and complex fluids
3-7 september 2006, Rhodes, Greece

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ORAL PRESENTATION
Session: 6 Coarse-graining and mesoscopic dynamics - some mathematical aspects
(scheduled: Wednesday, 15:15 )

Numerical analysis of coarse-graining for stochastic systems

P. Plechac
Mathematics Institute, University of Warwick, United Kingdom

We discuss some general mathematical issues arising in problems where the microscopic Markov process is approximated by a hierarchy of coarse-grained processes. In applications the microscopic model is often coupled with continuum description (using PDEs) on larger scales. We describe hierarchy of coarse-grained stochastic processes that approximate, on larger scales, microscopic lattice systems simulated by (kinetic) Monte Carlo algorithm. We present mathematical tools (e.g., estimates on the loss of information between the coarse-grained and the microscopic probability measures) developed for error control in microscopic simulations using the coarse-grained stochastic processes. On specific examples of lattice spin dynamics we demonstrate that computational implementation of constructed coarse-grained approximation leads to significant CPU speed up of simulations. © IWNET 2006

© and Kleanthi for IWNET 2006