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Article Dans Une Revue SIAM Journal on Numerical Analysis Année : 2010

From mesoscale back to microscale: Reconstruction schemes for coarse-grained stochastic lattice systems

Résumé

Starting from a microscopic stochastic lattice spin system and the corresponding coarse-grained model we introduce a mathematical strategy to recover microscopic information given the coarse-grained data. We define ``reconstructed" microscopic measures satisfying two conditions: (i) they are close in specific relative entropy to the initial microscopic equilibrium measure conditioned on the coarse-grained data and (ii) their sampling is computationally advantageous when compared to sampling directly from the conditioned microscopic equilibrium measure.
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Dates et versions

hal-00275802 , version 1 (02-05-2008)
hal-00275802 , version 2 (03-02-2011)

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Citer

José Trashorras, Dimitrios Tsagkarogiannis. From mesoscale back to microscale: Reconstruction schemes for coarse-grained stochastic lattice systems. SIAM Journal on Numerical Analysis, 2010, 48 (5), pp.1647-1677. ⟨10.1137/080722382⟩. ⟨hal-00275802v1⟩
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