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Title: 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 (KMC). 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 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–Lebowitzmore » algorithm's philosophy, where 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. We also provide a complete implementation of the proposed sensitivity analysis algorithms, including various spatial KMC examples, in a supplementary MATLAB source code.« less
Authors:
 [1] ;  [2] ;  [3]
  1. Department of Applied Mathematics, University of Crete (Greece)
  2. (United States)
  3. Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)
Publication Date:
OSTI Identifier:
22253379
Resource Type:
Journal Article
Resource Relation:
Journal Name: Journal of Chemical Physics; Journal Volume: 140; Journal Issue: 12; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
37 INORGANIC, ORGANIC, PHYSICAL AND ANALYTICAL CHEMISTRY; ADSORPTION; COMPUTERIZED SIMULATION; COUPLINGS; DESORPTION; EVALUATION; HAMILTONIANS; MINIMIZATION; MONTE CARLO METHOD; SENSITIVITY ANALYSIS