Coarse projective kMC integration: Forward/reverse initial and boundary value problems

DOI10.1016/J.JCP.2003.11.005MaRDI QIDQ598413zbMATH OpenOpenAlexFDO

Authors R. Rico-Martínez, C. William Gear, I. G. Kevrekidis

Publication date 6 August 2004

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/nlin/0307016

zbMATH Keywords

boundary value problemFloquet multipliersinitial value problemKinetic Monte Carlo methodLimit cyclesnumerical examplesProjective integrationstability

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Abstract: In "equation-free" multiscale computation a dynamic model is given at a fine, microscopic level; yet we believe that its coarse-grained, macroscopic dynamics can be described by closed equations involving only coarse variables. These variables are typically various low-order moments of the distributions evolved through the microscopic model. We consider the problem of integrating these unavailable equations by acting directly on kinetic Monte Carlo microscopic simulators, thus circumventing their derivation in closed form. In particular, we use projective multi-step integration to solve the coarse initial value problem forward in time as well as backward in time (under certain conditions). Macroscopic trajectories are thus traced back to unstable, source-type, and even sometimes saddle-like stationary points, even though the microscopic simulator only evolves forward in time. We also demonstrate the use of such projective integrators in a shooting boundary value problem formulation for the computation of "coarse limit cycles" of the macroscopic behavior, and the approximation of their stability through estimates of the leading "coarse Floquet multipliers".

Recommendations

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Cited in

(22)

• Robust reduced order modeling of heat transfer in a back step flow
• Telescopic projective integration for linear kinetic equations with multiple relaxation times
• A high-order relaxation method with projective integration for solving nonlinear systems of hyperbolic conservation laws
• Equation-free/Galerkin-free POD-assisted computation of incompressible flows
• A toolbox of equation-free functions in Matlab/Octave for efficient system level simulation
• Projective and telescopic projective integration for non-linear kinetic mixtures
• Analysis of a micro-macro acceleration method with minimum relative entropy moment matching
• Heterogeneous animal group models and their group-level alignment dynamics: an equation-free approach
• Computing in the past with forward integration
• Simple urban simulation atop complicated models: multi-scale equation-free computing of sprawl using geographic automata
• Equation‐free model reduction for complex dynamical systems
• Deciding the Nature of the Coarse Equation through Microscopic Simulations: The Baby-Bathwater Scheme
• A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations
• Projective and telescopic projective integration for the nonlinear BGK and Boltzmann equations
• EQUATION-FREE, EFFECTIVE COMPUTATION FOR DISCRETE SYSTEMS: A TIME STEPPER BASED APPROACH
• Local diffusion models for stochastic reacting systems: estimation issues in equation-free numerics
• Deciding the Nature of the Coarse Equation through Microscopic Simulations: The Baby-Bathwater Scheme
• Constraint-defined manifolds: a legacy code approach to low-dimensional computation
• Generalised projective integration scheme in equation-free multiscale modelling
• Numerical stability analysis of an acceleration scheme for step size constrained time integrators
• Coarse-grained computation for particle coagulation and sintering processes by linking quadrature method of moments with Monte-Carlo
• Projective and coarse projective integration for problems with continuous symmetries

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• ODESSA

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