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Spatial Multi-Level Interacting Particle Simulations And Information Theory-Based Error Quantification, Evangelia Kalligiannaki, Markos Katsoulakis, Petr Plechac

Markos Katsoulakis

We propose a hierarchy of two-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution levels, taking advantage of the low sampling cost in a coarse space and developing local reconstruction strategies from coarse-grained dynamics. Furthermore, a natural extension to a multilevel kinetic coarse-grained Monte Carlo is presented. Microscopic reconstruction corrects possibly significant errors introduced through coarse-graining, leading to the controlled-error approximation of the sampled stochastic process. In this manner, the proposed algorithm overcomes known shortcomings of coarse-graining of particle systems with complex …