caa a22 4500 467892393 CHVBK 20180406152752.0 cr unu---uuuuu 170328e20060101xx s 000 0 eng 10.1007/s10955-005-8063-1 doi (NATIONALLICENCE)springer-10.1007/s10955-005-8063-1 Information Loss in Coarse-Graining of Stochastic Particle Dynamics [Elektronische Daten] [Markos Katsoulakis, José Trashorras] Recently a new class of approximating coarse-grained stochastic processes and associated Monte Carlo algorithms were derived directly from microscopic stochastic lattice models for the adsorption/desorption and diffusion of interacting particles(12,13,15). The resulting hierarchy of stochastic processes is ordered by the level of coarsening in the space/time dimensions and describes mesoscopic scales while retaining a significant amount of microscopic detail on intermolecular forces and particle fluctuations. Here we rigorously compute in terms of specific relative entropy the information loss between non-equilibrium exact and approximating coarse-grained adsorption/desorption lattice dynamics. Our result is an error estimate analogous to rigorous error estimates for finite element/finite difference approximations of Partial Differential Equations. We prove this error to be small as long as the level of coarsening is small compared to the range of interaction of the microscopic model. This result gives a first mathematical reasoning for the parameter regimes for which approximating coarse-grained Monte Carlo algorithms are expected to give errors within a given tolerance. Springer Science + Business Media, Inc., 2006 Coarse-grained Monte Carlo methods nationallicence Markov processes nationallicence Interacting particle systems nationallicence Information loss nationallicence Katsoulakis Markos Department of Mathematics and Statistics, University of Massachusetts, 01003-9305, Amherst, MA, USA aut Trashorras José CEREMADE, Université Paris-Dauphine, 75775, Paris Cedex 16, France aut Journal of Statistical Physics Kluwer Academic Publishers-Plenum Publishers 122/1(2006-01-01), 115-135 0022-4715 122:1<115 2006 122 10955 https://doi.org/10.1007/s10955-005-8063-1 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10955-005-8063-1 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Katsoulakis Markos Department of Mathematics and Statistics, University of Massachusetts, 01003-9305, Amherst, MA, USA aut NATIONALLICENCE 700 1- Trashorras José CEREMADE, Université Paris-Dauphine, 75775, Paris Cedex 16, France aut NATIONALLICENCE 773 0- Journal of Statistical Physics Kluwer Academic Publishers-Plenum Publishers 122/1(2006-01-01), 115-135 0022-4715 122:1<115 2006 122 10955 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer