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Deciding the nature of the coarse equation through microscopic simulations: the Baby-Bathwater scheme

by Ju Li, Panayotis G. Kevrekidis, C. William Gear
Venue:SIAM MMS
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The gap-tooth scheme for homogenization problems

by Giovanni Samaey, Dirk Roose, Ioannis G. Kevrekidis , 2003
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... related with the order of the partial differential equation, i.e. the order of the highest spatial derivative. A systematic way to estimate this, without having the macroscopic equation, is given in =-=[15]-=-. 3 Model homogenization problem Here, we review some basic results from homogenization theory. We note that we are interested in finding the effective behaviour of the solution. In our setup, we know...

Application of coarse integration to bacterial chemotaxis

by S. Setayeshgar, C. W. Gear, H. G. Othmer, I. G. Kevrekidis - SIAM J Appl Math , 2005
"... Abstract. We have developed and implemented a numerical evolution scheme for a class of stochastic problems in which the temporal evolution occurs on widely separated time scales and for which the slow evolution can be described in terms of a small number of moments of an underlying probability dist ..."
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Abstract. We have developed and implemented a numerical evolution scheme for a class of stochastic problems in which the temporal evolution occurs on widely separated time scales and for which the slow evolution can be described in terms of a small number of moments of an underlying probability distribution. We demonstrate this method via a numerical simulation of chemotaxis in a population of motile, independent bacteria swimming in a prescribed gradient of a chemoattractant. The microscopic stochastic model, which is simulated using a Monte Carlo method, uses a simplified deterministic model for excitation/adaptation in signal transduction, coupled with a realistic, stochastic description of the flagellar motor. We show that projective time integration of “coarse” variables can be carried out on time scales long compared to those of microscopic dynamics. Our coarse description is based on the spatial cell density distribution. Thus we are assuming that the system “closes ” on this variable so that it can be described on long time scales solely by the spatial cell density. Computationally, the variables are the components of the density distribution expressed in terms of a few basis functions, given by the singular vectors of the spatial density distribution obtained from a sample Monte Carlo time evolution of the system. We present numerical results and analysis of errors in support of the efficacy of this time-integration scheme.
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...hed, continuum numerical analysis tools. Recently, a so-called “equation-free” approach to the study of the coarse-grained behavior of such problems has been proposed which circumvents the first step =-=[4, 5, 6]-=-. This computational approach is based on the “coarse” or macroscopic time-stepper, a map from the coarse variables at time t = 0 to those at time t = T, where T is typically much larger than characte...

Patch dynamics with buffers for homogenization problems

by Giovanni Samaey, Dirk Roose, Ioannis G. Kevrekidis - J. Computational Physics , 2006
"... An important class of problems exhibits smooth behaviour on macroscopic space and time scales, while only a microscopic evolution law is known. For such time-dependent multi-scale problems, an “equation-free ” framework has been proposed, of which patch dynamics is an essential component. Patch dyna ..."
Abstract - Cited by 14 (4 self) - Add to MetaCart
An important class of problems exhibits smooth behaviour on macroscopic space and time scales, while only a microscopic evolution law is known. For such time-dependent multi-scale problems, an “equation-free ” framework has been proposed, of which patch dynamics is an essential component. Patch dynamics is designed to perform numerical simulations of an unavailable macroscopic equation on macroscopic time and length scales; it uses appropriately initialized simulations of the available microscopic model in a number of small boxes (patches), which cover only a fraction of the space-time domain. To reduce the effect of the artificially introduced box boundaries, we use buffer regions to “shield ” the boundary artefacts from the interior of the domain for short time intervals. We analyze the accuracy of this scheme for a diffusion homogenization problem with periodic heterogeneity, and propose a simple heuristic to determine a sufficient buffer size. The algorithm performance is illustrated through a set of numerical examples, which include a non-linear reaction-diffusion equation and the Kuramoto–Sivashinsky equation. 1 1
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...ons, such as no-flux or Dirichlet. We also assume that the order d of the unavailable macroscopic equation (the highest spatial derivative) is known. A strategy to obtain this information is given in =-=[22]-=-. So, we know that the macroscopic equation is of the form ∂tU = F(U,∂xU,...,∂ d xU,t), (11) where ∂t denotes the time derivative and ∂ k x denotes the k-th spatial derivative. 3.1 The gap-tooth schem...

Modulated Fourier expansions and heterogeneous multiscale methods,

by J M Sanz-Serna - IMA J. Numer. Anal. , 2009
"... Abstract We show that, for highly-oscillatory ordinary differential equations problems, the modulated Fourier expansion approach can be advantageously used to understand and analyze the Heterogenous Multiscale Methods introduced by E, Engquist and their co-workers. ..."
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Abstract We show that, for highly-oscillatory ordinary differential equations problems, the modulated Fourier expansion approach can be advantageously used to understand and analyze the Heterogenous Multiscale Methods introduced by E, Engquist and their co-workers.

Parameter Estimation for Rough Differential Equations

by Anastasia Papavasiliou, Christophe Ladroue , 2008
"... We construct an estimator based on “signature matching ” for differential equations driven by rough paths and we prove its consistency and asymptotic normality. Note that the the Moment Matching estimator is a special case of this estimator. ..."
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We construct an estimator based on “signature matching ” for differential equations driven by rough paths and we prove its consistency and asymptotic normality. Note that the the Moment Matching estimator is a special case of this estimator.
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...t posed is a simplified version of problems arising in these fields. Recently, a number of algorithms have been developed to deal with such problems. They come under the title of “equation-free” (see =-=[1]-=- and references within). The main idea is to use short simulations of the microscale model (1) in order to locally estimate the macroscale model (3). Applying this idea to the example described above,...

Finite difference patch dynamics for advection homogenization problems

by Giovanni Samaey, Dirk Roose, Ioannis G. Kevrekidis - Model Reduction and Coarse-Graining Approaches for Multiscale Phenomena , 2006
"... Summary. We consider problems in which there is a separation between the (mi-croscopic) scale at which the available model is defined, and the (macroscopic) scale of interest. For time-dependent multi-scale problems of this type, an “equation-free” framework has been proposed, of which patch dynamic ..."
Abstract - Cited by 1 (1 self) - Add to MetaCart
Summary. We consider problems in which there is a separation between the (mi-croscopic) scale at which the available model is defined, and the (macroscopic) scale of interest. For time-dependent multi-scale problems of this type, an “equation-free” framework has been proposed, of which patch dynamics is an essential component. Patch dynamics is designed to perform numerical simulations of an unavailable macroscopic equation on macroscopic time and length scales; it only uses appro-priately initialized simulations of the available microscopic model in a number of small boxes (patches), which cover a fraction of the space-time domain. We review some recent convergence results and demonstrate that the method allows to simulate advection-dominated problems accurately. 1
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...ion is of the form ∂tU = F (U, ∂xU, . . . , ∂dxU, t), (19) in which the order of the equation (the highest spatial derivative) d is assumed to be known. For a strategy to obtain such information, see =-=[24]-=-. Suppose we want to obtain the solution of (19) on the interval [0, 1], using an equidistant, macroscopic mesh Π(∆x) := {0 = x0 < x1 = x0 + ∆x < . . . < xN = 1}. Given equation (19), we can define a ...

SOME CRITICAL ISSUES FOR THE “EQUATION-FREE” APPROACH TO MULTISCALE MODELING

by Weinan E, Eric Vanden-eijnden
"... The “equation-free” approach has been proposed in recent years as a general framework for developing multiscale methods for efficiently capturing the macroscale behavior of a system using only the microscale models. In this paper, we take a close look at some of the algorithms proposed under the “eq ..."
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The “equation-free” approach has been proposed in recent years as a general framework for developing multiscale methods for efficiently capturing the macroscale behavior of a system using only the microscale models. In this paper, we take a close look at some of the algorithms proposed under the “equation-free” umbrella, the projective integrators and the patch dynamics. We discuss some very simple examples in the context of the “equation-free ” approach. These examples seem to indicate that while its general philosophy is quite attractive and indeed similar to many other approaches in concurrent multiscale modeling, there are severe limitations to the specific implementation proposed by this approach.
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...times to know the order of the highest order derivatives that appear in the effective macroscale equation, even if we do not know all the details of the macroscale model. An algorithm was proposed in =-=[19]-=- for this purpose. The “baby-bathwater scheme”, as it was called, promises to find the highest order derivative in the effective macroscale model, by performing simulations using the microscopic model...

Implicit Methods for Equation-Free Analysis: Convergence Results and Analysis of Emergent Waves in Microscopic Traffic Models. arXiv.org

by Christian Marschler, Jan Sieber, Rainer Berkemer, Jens Starke , 2013
"... Abstract. First, we give a rigorous convergence result for equation-free analysis in the setting of slow-fast systems using implicit lifting. Second, we apply this result to study the idealized traffic modeling problem of phantom jams generated by cars with uniform behavior on a circular road. It is ..."
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Abstract. First, we give a rigorous convergence result for equation-free analysis in the setting of slow-fast systems using implicit lifting. Second, we apply this result to study the idealized traffic modeling problem of phantom jams generated by cars with uniform behavior on a circular road. It is shown, that the implicitly defined coarse-level time stepper converges to the true dynamics on the slow manifold with an accuracy that is beyond all orders of the small parameter measuring time scale separation. These results are applied to investigate the behavior of the microscopic traffic model on a macroscopic level. The traffic jams are waves that travel slowly and in opposite direction compared to the car velocity. The standard deviation is chosen as a macroscopic measure of traveling wave solutions and is continued on the macroscopic level in the equation-free setup. The collapse of the traffic jam to the free flow corresponds in the relevant parameter region at the macroscopic level to a saddle-node bifurcation of the traveling wave. We continue this bifurcation point in two parameters using equation-free analysis.
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...g0(L(x))). Thus, the explicit approach (4.1) converges for ε→ 0 and εt→ 0 only ifR◦g0◦L equals the identity on Rd. Often this requirement is approximated by R ◦ L = I because g0 is in general unknown =-=[21, 26, 27, 33, 36]-=-. Note that there is no ε or t dependence in the limiting map R ◦ g0 ◦ L, resulting in a much more restrictive convergence condition for equation-free analysis based on the explicit map Φ(t;x) = R(Mε(...

CONTENTS

by Laura N. Robinson Roberts, Mark A. Kirschbaum, Gordon P. Eaton, Laura N. Robinson
"... Any use of trade, product, or finn names in this publication is for descriptive purposes only and does not imply endorsement by the U.S. Government ..."
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Any use of trade, product, or finn names in this publication is for descriptive purposes only and does not imply endorsement by the U.S. Government

behavior from individual-based models

by Radek Erban A, Ioannis G. Kevrekidis B, Hans G. Othmer C , 2006
"... equation-free computational approach for extracting population-level ..."
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equation-free computational approach for extracting population-level
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...der of the effective evolution equation. The design of computational experiments to determine the spatial order of an unknown (in closed form) equation is an interesting subject, discussed in part in =-=[27]-=-.sInterval S(x) 0 R. Erban et al. / Physica D 215 (2006) 1–24 9 Fig. 4. (a) Graph of “hat-profile” signal function S(x). (b) Graph of S ′ (x). (c) Graph of S ′′ (x). � 0, 1 � � 15 5 , 2 � � 25 5 , 3 �...

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