Basic Types of Coarse-Graining

We consider two basic types of coarse-graining: the Ehrenfests' coarse-graining and its extension to a general principle of non-equilibrium thermodynamics, and the coarse-graining based on uncertainty of dynamical models and Epsilon-motions (orbits). Non-technical discussion of basic notions and main coarse-graining theorems are presented: the theorem about entropy overproduction for the Ehrenfests' coarse-graining and its generalizations, both for conservative and for dissipative systems, and the theorems about stable properties and the Smale order for Epsilon-motions of general dynamical systems including structurally unstable systems. Computational kinetic models of macroscopic dynamics are considered. We construct a theoretical basis for these kinetic models using generalizations of the Ehrenfests' coarse-graining. General theory of reversible regularization and filtering semigroups in kinetics is presented, both for linear and non-linear filters. We obtain explicit expressions and entropic stability conditions for filtered equations. A brief discussion of coarse-graining by rounding and by small noise is also presented.Comment: 60 pgs, 11 figs., includes new analysis of coarse-graining by filtering. A talk given at the research workshop: "Model Reduction and Coarse-Graining Approaches for Multiscale Phenomena," University of Leicester, UK, August 24-26, 200

Effects of coarse-graining on the scaling behavior of long-range correlated and anti-correlated signals

We investigate how various coarse-graining methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the magnitude of a signal, we consider (i) the Floor, (ii) the Symmetry and (iii) the Centro-Symmetry coarse-graining methods. We find, that for anti-correlated signals coarse-graining in the magnitude leads to a crossover to random behavior at large scales, and that with increasing the width of the coarse-graining partition interval $\Delta$ this crossover moves to intermediate and small scales. In contrast, the scaling of positively correlated signals is less affected by the coarse-graining, with no observable changes when $\Delta1$ a crossover appears at small scales and moves to intermediate and large scales with increasing $\Delta$. For very rough coarse-graining ($\Delta>3$) based on the Floor and Symmetry methods, the position of the crossover stabilizes, in contrast to the Centro-Symmetry method where the crossover continuously moves across scales and leads to a random behavior at all scales, thus indicating a much stronger effect of the Centro-Symmetry compared to the Floor and the Symmetry methods. For coarse-graining in time, where data points are averaged in non-overlapping time windows, we find that the scaling for both anti-correlated and positively correlated signals is practically preserved. The results of our simulations are useful for the correct interpretation of the correlation and scaling properties of symbolic sequences.Comment: 19 pages, 13 figure

Diffusion-Based Coarse Graining in Hybrid Continuum-Discrete Solvers: Theoretical Formulation and A Priori Tests

Coarse graining is an important ingredient in many multi-scale continuum-discrete solvers such as CFD--DEM (computational fluid dynamics--discrete element method) solvers for dense particle-laden flows. Although CFD--DEM solvers have become a mature technique that is widely used in multiphase flow research and industrial flow simulations, a flexible and easy-to-implement coarse graining algorithm that can work with CFD solvers of arbitrary meshes is still lacking. In this work, we proposed a new coarse graining algorithm for continuum--discrete solvers for dense particle-laden flows based on solving a transient diffusion equation. Via theoretical analysis we demonstrated that the proposed method is equivalent to the statistical kernel method with a Gaussian kernel, but the current method is much more straightforward to implement in CFD--DEM solvers. \textit{A priori} numerical tests were performed to obtain the solid volume fraction fields based on given particle distributions, the results obtained by using the proposed algorithm were compared with those from other coarse graining methods in the literature (e.g., the particle centroid method, the divided particle volume method, and the two-grid formulation). The numerical tests demonstrated that the proposed coarse graining procedure based on solving diffusion equations is theoretically sound, easy to implement and parallelize in general CFD solvers, and has improved mesh-convergence characteristics compared with existing coarse graining methods. The diffusion-based coarse graining method has been implemented into a CFD--DEM solver, the results of which are presented in a separate work (R. Sun and H. Xiao, Diffusion-based coarse graining in hybrid continuum-discrete solvers: Application in CFD-DEM solvers for particle laden flows)

Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics

In molecular dynamics and sampling of high dimensional Gibbs measures coarse-graining is an important technique to reduce the dimensionality of the problem. We will study and quantify the coarse-graining error between the coarse-grained dynamics and an effective dynamics. The effective dynamics is a Markov process on the coarse-grained state space obtained by a closure procedure from the coarse-grained coefficients. We obtain error estimates both in relative entropy and Wasserstein distance, for both Langevin and overdamped Langevin dynamics. The approach allows for vectorial coarse-graining maps. Hereby, the quality of the chosen coarse-graining is measured by certain functional inequalities encoding the scale separation of the Gibbs measure. The method is based on error estimates between solutions of (kinetic) Fokker-Planck equations in terms of large-deviation rate functionals

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

Spectral coarse graining for random walk in bipartite networks

Many real-world networks display a natural bipartite structure, while analyzing or visualizing large bipartite networks is one of the most challenges. As a result, it is necessary to reduce the complexity of large bipartite systems and preserve the functionality at the same time. We observe, however, the existing coarse graining methods for binary networks fail to work in the bipartite networks. In this paper, we use the spectral analysis to design a coarse graining scheme specifically for bipartite networks and keep their random walk properties unchanged. Numerical analysis on artificial and real-world bipartite networks indicates that our coarse graining scheme could obtain much smaller networks from large ones, keeping most of the relevant spectral properties. Finally, we further validate the coarse graining method by directly comparing the mean first passage time between the original network and the reduced one.Comment: 7 pages, 3 figure

Spectral coarse-graining of complex networks

Reducing the complexity of large systems described as complex networks is key to understand them and a crucial issue is to know which properties of the initial system are preserved in the reduced one. Here we use random walks to design a coarse-graining scheme for complex networks. By construction the coarse-graining preserves the slow modes of the walk, while reducing significantly the size and the complexity of the network. In this sense our coarse-graining allows to approximate large networks by smaller ones, keeping most of their relevant spectral properties.Comment: 4 pages, 2 figure