Abstract
The ‘equation-free toolbox’ empowers the computer-assisted analysis of complex, multiscale systems. Its aim is to enable scientists and engineers to immediately use microscopic simulators to perform macro-scale system level tasks and analysis, because micro-scale simulations are often the best available description of a system. The methodology bypasses the derivation of macroscopic evolution equations by computing the micro-scale simulator only over short bursts in time on small patches in space, with bursts and patches well-separated in time and space respectively. We introduce the suite of coded equation-free functions in an accessible way, link to more detailed descriptions, discuss their mathematical support, and introduce a novel and efficient algorithm for Projective Integration. Some facets of toolbox development of equation-free functions are then detailed. Download the toolbox functions and use to empower efficient and accurate simulation in a wide range of science and engineering problems.
Similar content being viewed by others
References
Kevrekidis, I.G., Samaey, G.: Equation-free multiscale computation: Algorithms and applications. Annu. Rev. Phys. Chem. 60, 321–44 (2009). https://doi.org/10.1146/annurev.physchem.59.032607.093610
Kevrekidis, I.G., Gear, C.W., Hummer, G.: Equation-free: the computer-assisted analysis of complex, multiscale systems. A. I. Ch. E. Journal 50, 1346–1354 (2004). https://doi.org/10.1002/aic.10106
Kevrekidis, I.G., Gear, C.W., Hyman, J.M., Kevrekidis, P.G., Runborg, O., Theodoropoulos, K.: Equation-free, coarse-grained multiscale computation: enabling microscopic simulators to perform system level tasks. Comm. Math. Sciences 1, 715–762 (2003). https://doi.org/10.4310/CMS.2003.v1.n4.a5
Roberts, A.J., MacKenzie, T., Bunder, J.E.: A dynamical systems approach to simulating macroscale spatial dynamics in multiple dimensions. J. Engineering Mathematics 86(1), 175–207 (2014). https://doi.org/10.1007/s10665-013-9653-6
Roberts, A.J., Kevrekidis, I.G.: General tooth boundary conditions for equation free modelling. SIAM J. Scientific Computing 29(4), 1495–1510 (2007). https://doi.org/10.1137/060654554
Saeb, S., Steinmann, P., Javili, A.: Aspects of computational homogenization at finite deformations: a unifying review from Reuss’ to Voigt’s bound. Appl. Mech. Rev. 68(5), 1–33 (2016). https://doi.org/10.1115/1.4034024
Geers, M.G.D., Kouznetsova, V.G., Matouš, K., Yvonnet, J.: Homogenization methods and multiscale modeling: Nonlinear problems. In: Encyclopedia of Computational Mechanics, Second Edition, pp 1–34. Wiley. https://onlinelibrary.wiley.com/doi/abs/10.1002/9781119176817.ecm2107 (2017)
Peterseim, D.: Numerical homogenization beyond scale separation and periodicity. Technical report, AMSI Winter School on Computational Modeling of Heterogeneous Media. https://ws.amsi.org.au/wp-content/uploads/sites/70/2019/06/numhomamsi2019.pdf (2019)
Craster, R.V.: Dynamic homogenization. In: Mityushev, V.V., Ruzhansky, M. (eds.) Springer Proceedings in Mathematics and Statistics, vol 116, pp 41–50. Springer (2015)
Gear, C.W., Kevrekidis, I.G.: Projective methods for stiff differential equations: problems with gaps in their eigenvalue spectrum. SIAM J. Sci. Comput. 24 (4), 1091–1106 (2003). https://doi.org/10.1137/S1064827501388157. http://link.aip.org/link/?SCE/24/1091/1
Rico-Martinez, R., Gear, C.W., Kevrekidis, I.G.: Coarse projective kMC integration: forward/reverse initial and boundary value problems. J. Comput. Phys. 196(2), 474–489 (2004). https://doi.org/10.1016/j.jcp.2003.11.005. http://www.sciencedirect.com/science/article/B6WHY-4B8B9GY-1/2/e92e0d513d9f01c1a9c449d37d9d1a80
Erban, R., Kevrekidis, I.G., Othmer, H.G.: An equation-free computational approach for extracting population-level behavior from individual-based models of biological dispersal. Physica D: Nonlinear Phenomena 215(1), 1–24 (2006). https://doi.org/10.1016/j.physd.2006.01.008. http://www.sciencedirect.com/science/article/B6TVK-4JDVNSP-1/2/f31e03e0a32cfcb2a811f41ed6a8dfc6
Givon, D., Kevrekidis, I.G., Kupferman, R.: Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems. Comm. Math. Sci. 4(4), 707–729 (2006). https://doi.org/10.4310/CMS.2006.v4.n4.a2
Maclean, J., Gottwald, G.A.: On convergence of higher order schemes for the projective integration method for stiff ordinary differential equations. J. Comput. Appl. Math. 288, 44–69 (2015). https://doi.org/10.1016/j.cam.2015.04.004
Lafitte, P., Lejon, A., Samaey, G.: A high-order asymptotic-preserving scheme for kinetic equations using projective integration. SIAM Journal on Numerical Analysis 54(1), 1–33 (2016). https://epubs.siam.org/doi/abs/10.1137/140966708, Publisher: Society for Industrial and Applied Mathematics
Lafitte, P., Melis, W., Samaey, G.: A high-order relaxation method with projective integration for solving nonlinear systems of hyperbolic conservation laws. J. Comput. Phys. 340, 1–25 (2017). https://doi.org/10.1016/j.jcp.2017.03.027. http://www.sciencedirect.com/science/article/pii/S002199911730222X
Zieliński, P., Vandecasteele, H., Samaey, G.: Convergence and stability of a micro–macro acceleration method: Linear slow–fast stochastic differential equations with additive noise. J. Comput. Appl. Math. 9, 112490 (2019). https://doi.org/10.1016/j.cam.2019.112490. http://www.sciencedirect.com/science/article/pii/S0377042719304935
Cisternas, J., Gear, C.W., Levin, S., Kevrekidis, I.G.: Equation-free modeling of evolving diseases: Coarse-grained computations with individual-based models. Proc. R. Soc. Lond. A 460, 2761–2779 (2004). https://doi.org/10.1098/rspa.2004.13001471-2946
Setayeshgar, S., Gear, C.W., Othmer, H.G., Kevrekidis, I.G.: Application of coarse integration to bacterial chemotaxis. SIAM J. Mathematical Modeling and Simulation 4, 307–327 (2005). http://epubs.siam.org/sam-bin/dbq/article/60087
Roberts, A.J.: Model emergent dynamics in complex systems. SIAM, Philadelphia (2015). http://bookstore.siam.org/mm20/
Car, R., Parrinello, M.: Unified approach for molecular dynamics and density-functional theory. Phys. Rev. Lett. 55(22), 2471–2474 (1985). https://doi.org/10.1103/PhysRevLett.55.2471. https://link.aps.org/doi/10.1103/PhysRevLett.55.2471, Publisher: American Physical Society
Coron, F., Perthame, B.: Numerical passage from kinetic to fluid equations. SIAM Journal on Numerical Analysis 28(1), 26–42 (1991). https://doi.org/10.1137/0728002. https://epubs.siam.org/doi/abs/10.1137/0728002, Publisher: Society for Industrial and Applied Mathematics
Tao, M., Owhadi, H., Marsden, J.E.: Nonintrusive and structure preserving multiscale integration of stiff ODEs, SDEs, and hamiltonian systems with hidden slow dynamics via flow averaging. Multiscale Modeling & Simulation 8(4), 1269–1324 (2010). https://doi.org/10.1137/090771648. https://epubs.siam.org/doi/10.1137/090771648, Publisher: Society for Industrial and Applied Mathematics
E, W., Engquist, B., Li, X., Ren, W., Vanden-Eijnden, E.: Heterogeneous multiscale methods: a review. Communications in Computational Physics 2(3), 367–450 (2007). https://nyu-staging.pure.elsevier.com/en/publications/heterogeneous-multiscale-methods-a-review, Publisher: Global Science Press
Abdulle, A., Weinan, E., Engquist, B., Vanden-Eijnden, E.: The heterogeneous multiscale method. Acta Numerica 21, 1–87 (2012). https://doc.rero.ch/record/290539, Publisher: Cambridge University Press
Roberts, A.J., Maclean, J., Bunder, J.E.: Equation-free function toolbox for Matlab/Octave. Technical report, [https://github.com/uoa1184615/EquationFreeGit] (2020)
Siettos, C.I., Graham, M.D., Kevrekidis, I.G.: Coarse Brownian dynamics for nematic liquid crystals: bifurcation, projective integration, and control via stochastic simulation. J. Chemical Physics 118(22), 10149–10156 (2003). https://doi.org/10.1063/1.1572456
Chuang, C.Y., Han, S.M., Zepeda-Ruiz, L.A., Sinno, T.: On coarse projective integration for atomic deposition in amorphous systems. J. Chem. Phys. 143(13), 134703 (October 2, 2015). https://doi.org/10.1063/1.4931991. https://aip.scitation.org/doi/full/10.1063/1.4931991
Lee, S.L., Gear, C.W.: Second-order accurate projective integrators for multiscale problems. J. Comput. Appl. Math. 201(1), 258–274 (2007)
E, W.: Analysis of the heterogeneous multiscale method for ordinary differential equations. Commun. Math. Sci. 1(3), 423–436 (2003). https://doi.org/10.4310/CMS.2003.v1.n3.a3
Maclean, J.: A note on implementations of the boosting algorithm and heterogeneous multiscale methods. SIAM J. Numer. Anal. 53(5), 2472–2487 (2015). https://doi.org/10.1137/140982374
Gear, C.W., Kaper, T.J., Kevrekidis, I.G., Zagaris, A.: Projecting to a slow manifold: singularly perturbed systems and legacy codes. SIAM J. Applied Dynamical Systems 4(3), 711–732 (2005). https://doi.org/10.1137/040608295
Gear, C.W., Kevrekidis, I.G.: Constraint-defined manifolds: a legacy code approach to low-dimensional computation. J. Sci. Comput. 25 (1), 17–28 (2005). https://doi.org/10.1007/s10915-004-4630-x
Frederix, Y., Samaey, G., Vandekerckhove, C., Roose, D.: Equation-free methods for molecular dynamics: a lifting procedure. Proc. Appl. Meth. Mech. 7, 20100003–20100004 (2007). https://doi.org/10.1002/pamm.200700025
Bold, K.A., Rajendran, K., Rath, B., Kevrekidis, I.G.: An equation-free approach to coarse-graining the dynamics of networks. Technical report, [1202.5618v1] (2012)
Sieber, J., Marschler, C., Starke, J.: Convergence of equation-free methods in the case of finite time scale separation with application to deterministic and stochastic systems. SIAM J. Appl. Dyn. Syst. 17(4), 2574–2614 (January 2018). https://doi.org/10.1137/17M1126084
Roose, D., Nies, E., Li, T., Vandekerckhove, C., Samaey, G., Frederix, Y.: Lifting in equation-free methods for molecular dynamics simulations of dense fluids. Discrete and Continuous Dynamical Systems—Series B 11(4), 855–874 (April 2009). https://doi.org/10.3934/dcdsb.2009.11.855
Samaey, G., Roberts, A.J., Kevrekidis, I.G.: Equation-free computation: an overview of patch dynamics. In: Fish, J (ed.) Multiscale Methods: Bridging the Scales in Science and Engineering, pp 216–246. Oxford University Press (2010)
Bunder, J.E., Roberts, A.J., Kevrekidis, I.G.: Good coupling for the multiscale patch scheme on systems with microscale heterogeneity. J. Computational Physics 337, 154–174 (2017). https://doi.org/10.1016/j.jcp.2017.02.004
Cao, M., Roberts, A.J.: Multiscale modelling couples patches of nonlinear wave-like simulations. IMA J. Applied Maths. 81(2), 228–254 (2016). https://doi.org/10.1093/imamat/hxv034
Cao, M., Roberts, A.J.: Multiscale modelling couples patches of wave-like simulations. In: McCue, S, Moroney, T, Mallet, D, Bunder, J (eds.) Proceedings of the 16th Biennial Computational Techniques and Applications Conference, CTAC-2012, vol 54 of ANZIAM J., pp C153–C170 (May 2013)
Geers, M.G.D., Kouznetsova, V.G., Brekelmans, W.A.M.: Multi-scale computational homogenization: trends and challenges. J. Comput. Appl. Math. 234(7), 2175–2182 (August 2010). https://doi.org/10.1016/j.cam.2009.08.077
Owhadi, H.: Bayesian numerical homogenization. Multiscale Modeling & Simulation 13(3), 812–828 (2015). https://doi.org/10.1137/140974596
Maier, R., Peterseim, D.: Explicit computational wave propagation in micro-heterogeneous media. BIT Numer. Math. 59(2), 443–462 (June 2019). https://doi.org/10.1007/s10543-018-0735-8
Gear, C.W., Kevrekidis, I.G.: Computing in the past with forward integration. Phys. Lett. A 321, 335–343 (2003). https://doi.org/10.1016/j.physleta.2003.12.041
Kutz, J.N., Brunton, S.L., Brunton, B.W., Proctor, J.L.: Dynamic mode decomposition: data-driven modeling of complex systems. Number 149 in Other titles in applied mathematics. SIAM, Philadelphia (2016)
Kutz, J.N., Proctor, J.L., Brunton, S.L.: Applied koopman theory for partial differential equations and data-driven modeling of spatio-temporal systems. Complexity 6010634, 1–16 (2018). https://doi.org/10.1155/2018/6010634
Funding
This project is supported by the Australian Research Council via grants DP150102385 and DP180100050.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher’s note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Maclean, J., Bunder, J.E. & Roberts, A.J. A toolbox of equation-free functions in Matlab/Octave for efficient system level simulation. Numer Algor 87, 1729–1748 (2021). https://doi.org/10.1007/s11075-020-01027-z
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-020-01027-z