48 citations · 413 across the 59 of their papers we have counts for
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A Relative Entropy Rate Method for Path Space Sensitivity Analysis of Stationary Complex Stochastic Dynamics
Yannis Pantazis, Markos A. Katsoulakis
We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary…
Parallelization, processor communication and error analysis in lattice kinetic Monte Carlo
Giorgos Arampatzis, Markos A. Katsoulakis, Petr Plechac
In this paper we study from a numerical analysis perspective the Fractional Step Kinetic Monte Carlo (FS-KMC) algorithms proposed in [1] for the parallel simulation of spatially di…
Spatial multi-level interacting particle simulations and information theory-based error quantification
Evangelia Kalligiannaki, Markos A. Katsoulakis, Petr Plechac
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…
Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations
Markos Katsoulakis, Yannis Pantazis, Luc Rey-Bellet
For a Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE's) time discretization numeri…