Patch dynamics with buffers for homogenization problems
Equation-free methodsError estimateGap-tooth schemeHomogenizationKuramoto-Sivashinsky equationMulti-scale computationMulti-scale initial-boundary-value problemsNonlinear reaction-diffusion equationNumerical examplesPatch dynamics
Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Initial value problems for second-order parabolic equations (35K15) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
An important class of problems exhibits a 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 is 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. Precisely, in this article, the patch dynamics scheme is described for multi-scale initial-boundary-value problems of the form \[ \partial_t u_{\varepsilon}(x,t) = \partial_x(a(x/\varepsilon)\partial_x u_{\varepsilon}(x,t)), \quad \text{in} \quad [0,T) \times [0,1], \] subject to the following initial and boundary conditions: \[ u_{\varepsilon}(x,0) = u^0(x) \in L^2([0,1]), \quad u_{\varepsilon}(0,t) = u_{\varepsilon}(1,t) = 0, \] where \(a(y) = a(x/\epsilon)\) is uniformly elliptic and periodic in \(y\) and \(\epsilon\) is a small parameter. This scheme approximates an unavailable effective equation over macroscopic time and length scales, when only a microscopic evolution law is given; it only uses appropriately initialized simulations of the microscopic model over small subsets (patches) of the space-time domain. It is shown that it is possible to use arbitrary boundary conditions for these patches, provided that suitably large buffer regions ``shield the boundary artefacts from the interior of the patches. An error estimate for a model homogenization problem with Dirichlet boundary conditions is obtained. To illustrate the method, a set of numerical example is examined, which include a nonlinear reaction-diffusion equation and the Kuramoto-Sivashinsky equation.
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