Coarse variables of autonomous ODE systems and their evolution

DOI10.1016/J.CMA.2012.09.011zbMATH Open1297.34069arXiv1206.3498OpenAlexW2163376533WikidataQ59924552 ScholiaQ59924552MaRDI QIDQ465792FDOQ465792

Authors: Likun Tan, Amit Acharya, Kaushik Dayal 

Publication date: 24 October 2014

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Abstract: Given an autonomous system of ordinary differential equations (ODE), we consider developing practical models for the deterministic, slow/coarse behavior of the ODE system. Two types of coarse variables are considered. The first type consists of running finite time averages of phase functions. Approaches to construct the coarse evolution equation for this type are discussed and implemented on a 'Forced' Lorenz system and a singularly perturbed system whose fast flow does not necessarily converge to an equilibrium. We explore two strategies. In one, we compute (locally) invariant manifolds of the fast dynamics, parameterized by the slow variables. In the other, the choice of our coarse variables automatically guarantees them to be 'slow' in a precise sense. This allows their evolution to be phrased in terms of averaging utilizing limit measures (probability distributions) of the fast flow. Coarse evolution equations are constructed based on these approaches and tested against coarse response of the 'microscopic' models. The second type of coarse variables are defined as (non-trivial) scalar state functions that are required by design to evolve autonomously, to the extent possible, with the goal of being candidate state functions for unambiguously initializable coarse dynamics. The question motivates a mathematical restatement in terms of a first-order PDE. A computational approximation is developed and tested on the Lorenz system and the Hald Hamiltonian system.

Full work available at URL: https://arxiv.org/abs/1206.3498

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zbMATH Keywords

coarse-grainingODEmulti-scale modelingtime-averaging

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Multiple scale methods for ordinary differential equations (34E13) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

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