A spatially adaptive Monte Carlo method is introduced directly from the underlying microscopic mechanisms, which satisfies detailed balance, gives the correct noise, and describes accurately dynamic and equilibrium states for adsorption-desorption (grand canonical ensemble) processes. It enables simulations of large scales while capturing sharp gradients with molecular resolution at significantly reduced computational cost. A posteriori estimates, in the sense used in finite-elements methods, are developed for assessing errors (information loss) in coarse-graining and guiding mesh generation.