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Evangelia Kalligiannaki, Markos A. Katsoulakis, Petr Plechac, Dionisios G Vlachos

Multilevel coarse graining and nano--pattern discovery in many particle stochastic systems

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps efficiently coupling coarse and microscopic state spaces. The method can be designed to sample the exact or controlled-error approximations of the target distribution, providing information on levels of different resolutions, as well as at the microscopic level. In both strategies the method achieves significant reduction of the computational cost compared to conventional Markov Chain Monte Carlo methods. Applications in phase transition and pattern formation problems confirm the efficiency of the proposed methods.

Bibliographical note:

Journal of Computational Physics available in electronic form
preprint on arXiv: arXiv: 1109.0459 [math.NA]