Coupled coarse graining and Markov Chain Monte Carlo for lattice systems

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type algorithm with the proposal probability transition matrix based on the coarse-grained approximating measures introduced in a series of works of M. Katsoulakis, A. Majda, D. Vlachos and P. Plechac, L. Rey-Bellet and D.Tsagkarogiannis,. We prove that the proposed algorithm reduces the computational cost due to energy differences and has comparable mixing properties with the classical microscopic Metropolis algorithm, controlled by the level of coarsening and reconstruction procedure. The properties and effectiveness of the algorithm are demonstrated with an exactly solvable example of a one dimensional Ising-type model, comparing efficiency of the single spin-flip Metropolis dynamics and the proposed coupled Metropolis algorithm.Comment: 20 pages, 4 figure

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.Comment: 37 page

Goal-oriented sensitivity analysis for lattice kinetic Monte Carlo simulations

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo. Sensitivity analysis for stochastic systems is typically based on approximating continuous derivatives with respect to model parameters by the mean value of samples from a finite difference scheme. Instead of using independent samples the proposed algorithm reduces the variance of the estimator by developing a strongly correlated-"coupled"- stochastic process for both the perturbed and unperturbed stochastic processes, defined in a common state space. The novelty of our construction is that the new coupled process depends on the targeted observables, e.g. coverage, Hamiltonian, spatial correlations, surface roughness, etc., hence we refer to the proposed method as em goal-oriented sensitivity analysis. In particular, the rates of the coupled Continuous Time Markov Chain are obtained as solutions to a goal-oriented optimization problem, depending on the observable of interest, by considering the minimization functional of the corresponding variance. We show that this functional can be used as a diagnostic tool for the design and evaluation of different classes of couplings. Furthermore the resulting KMC sensitivity algorithm has an easy implementation that is based on the Bortz-Kalos-Lebowitz algorithm's philosophy, where here events are divided in classes depending on level sets of the observable of interest. Finally, we demonstrate in several examples including adsorption, desorption and diffusion Kinetic Monte Carlo that for the same confidence interval and observable, the proposed goal-oriented algorithm can be two orders of magnitude faster than existing coupling algorithms for spatial KMC such as the Common Random Number approach

Hierarchical fractional-step approximations and parallel kinetic Monte Carlo algorithms

We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in spatially distributed, non-equilibrium physiochemical processes with complex chemistry and transport micro-mechanisms. The algorithms can be tailored to specific hierarchical parallel architectures such as multi-core processors or clusters of Graphical Processing Units (GPUs). The proposed parallel algorithms are controlled-error approximations of kinetic Monte Carlo algorithms, departing from the predominant paradigm of creating parallel KMC algorithms with exactly the same master equation as the serial one. Our methodology relies on a spatial decomposition of the Markov operator underlying the KMC algorithm into a hierarchy of operators corresponding to the processors' structure in the parallel architecture. Based on this operator decomposition, we formulate Fractional Step Approximation schemes by employing the Trotter Theorem and its random variants; these schemes, (a) determine the communication schedule} between processors, and (b) are run independently on each processor through a serial KMC simulation, called a kernel, on each fractional step time-window. Furthermore, the proposed mathematical framework allows us to rigorously justify the numerical and statistical consistency of the proposed algorithms, showing the convergence of our approximating schemes to the original serial KMC. The approach also provides a systematic evaluation of different processor communicating schedules.Comment: 34 pages, 9 figure

Spatial multi-level interacting particle simulations and information theory-based error quantification

We propose a hierarchy of multi-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 by developing local reconstruction strategies from coarse-grained dynamics. 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 multi-level algorithm overcomes known shortcomings of coarse-graining of particle systems with complex interactions such as combined long and short-range particle interactions and/or complex lattice geometries. Specifically, we provide error analysis for the approximation of long-time stationary dynamics in terms of relative entropy and prove that information loss in the multi-level methods is growing linearly in time, which in turn implies that an appropriate observable in the stationary regime is the information loss of the path measures per unit time. We show that this observable can be either estimated a priori, or it can be tracked computationally a posteriori in the course of a simulation. The stationary regime is of critical importance to molecular simulations as it is relevant to long-time sampling, obtaining phase diagrams and in studying metastability properties of high-dimensional complex systems. Finally, the multi-level nature of the method provides flexibility in combining rejection-free and null-event implementations, generating a hierarchy of algorithms with an adjustable number of rejections that includes well-known rejection-free and null-event algorithms.Comment: 34 page

Coarse-graining schemes for stochastic lattice systems with short and long-range interactions

We develop coarse-graining schemes for stochastic many-particle microscopic models with competing short- and long-range interactions on a d-dimensional lattice. We focus on the coarse-graining of equilibrium Gibbs states and using cluster expansions we analyze the corresponding renormalization group map. We quantify the approximation properties of the coarse-grained terms arising from different types of interactions and present a hierarchy of correction terms. We derive semi-analytical numerical schemes that are accompanied with a posteriori error estimates for coarse-grained lattice systems with short and long-range interactions.Comment: 31 pages, 2 figure

Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic lattice systems of interacting particles at equilibrium. %such as Ising-type models. The proposed algorithms are derived from an initial coarse-grained approximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the specific relative entropy between the exact and approximate coarse-grained equilibrium measures. Subsequently we carry out a cluster expansion around this first-and often inadequate-approximation and obtain more accurate coarse-graining schemes. The cluster expansions yield also sharp a posteriori error estimates for the coarse-grained approximations that can be used for the construction of adaptive coarse-graining methods. We present a number of numerical examples that demonstrate that the coarse-graining schemes developed here allow for accurate predictions of critical behavior and hysteresis in systems with intermediate and long-range interactions. We also present examples where they substantially improve predictions of earlier coarse-graining schemes for short-range interactions.Comment: 37 pages, 8 figure

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

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. By using different techniques we consider the cases of both short and long range microscopic models