Spatial Two-Level Interacting Particle Simulations and Information Theory--Based Error Quantification

DOI10.1137/120887060zbMath1301.82036arXiv1208.0730OpenAlexW2087121232WikidataQ60149110 ScholiaQ60149110MaRDI QIDQ2874999

Petr Plecháč, Evangelia Kalligiannaki, Markos A. Katsoulakis

Publication date: 13 August 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.0730

zbMATH Keywords

relative entropyerror analysisphase transitioninformation theorymultilevel methodsmultiple scalescoarse-grainingkinetic Monte Carlo

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Interacting particle systems in time-dependent statistical mechanics (82C22) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)

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A Micro-Macro Markov Chain Monte Carlo Method for Molecular Dynamics using Reaction Coordinate Proposals ⋮ Scalable information inequalities for uncertainty quantification ⋮ Information Metrics For Long-Time Errors in Splitting Schemes For Stochastic Dynamics and Parallel Kinetic Monte Carlo ⋮ Information criteria for quantifying loss of reversibility in parallelized KMC

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