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Erschienen in: Journal of Engineering Mathematics 1/2014

01.06.2014

A dynamical systems approach to simulating macroscale spatial dynamics in multiple dimensions

verfasst von: A. J. Roberts, T. MacKenzie, J. E. Bunder

Erschienen in: Journal of Engineering Mathematics | Ausgabe 1/2014

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Abstract

Developments in dynamical systems theory provide new support for the macroscale modelling of pdes and other microscale systems such as lattice Boltzmann, Monte Carlo or molecular dynamics simulators. By systematically resolving subgrid microscale dynamics the dynamical systems approach constructs accurate closures of macroscale discretisations of the microscale system. Here we specifically explore reaction–diffusion problems in two spatial dimensions as a prototype of generic systems in multiple dimensions. Our approach unifies into one the discrete modelling of systems governed by known pdes and the ‘equation-free’ macroscale modelling of microscale simulators efficiently executing only on small patches of the spatial domain. Centre manifold theory ensures that a closed model exists on the macroscale grid, is emergent, and is systematically approximated. Dividing space into either overlapping finite elements or spatially separated small patches, the specially crafted inter-element/patch coupling also ensures that the constructed discretisations are consistent with the microscale system/pde to as high an order as desired. Computer algebra handles the considerable algebraic details, as seen in the specific application to the Ginzburg–Landau pde. However, higher-order models in multiple dimensions require a mixed numerical and algebraic approach that is also developed. The modelling here may be straightforwardly adapted to a wide class of reaction–diffusion pdes and lattice equations in multiple space dimensions. When applied to patches of microscopic simulations our coupling conditions promise efficient macroscale simulation.

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Fußnoten
1
In either case, the issue of parallelising the computational simulations are the same and are familiar from usual approximations: to obtain higher-order accuracy, one generally uses a wider computational stencil, which requires proportionally more communication between parallel processors in some domain decomposition of the computation.
 
2
The eigenproblem for the pde and boundary conditions were solved via second-order finite differences on microscale grids of size \(9\times 9\), \(17\times 17\) and \(33\times 33\). Then the eigenvalues were extrapolated with a Shanks transform to approximately the reported accuracy.
 
3
Keep clear the distinction between centre manifold theory and the slow manifolds discussed here: centre manifold theory applies to systems where the real part of the eigenvalues of critical modes are zero, whereas here we explore and construct the particular case of slow manifolds because here the relevant eigenvalues are precisely zero.
 
4
However, such a union of neighbourhood balls is conservative; the actual neighbourhood of validity may be much bigger. For example, in application to pdes with a Lyapunov function, the domain of existence and attraction of a slow manifold may well be the entire state space.
 
5
Such operator expansions and our formal operator manipulations appear to be little known these days, but they are well established (e.g. [46, 47]). The manipulations are valid for infinitely differentiable functions as appropriate to the diffusion-like evolution equation considered here, but not applicable to systems generating shocks or other singularities that are not the subject of this theorem. Modern analysis typically prefers to invoke Taylor’s remainder theorem, which avoids requiring infinite differentiability, but the aim here is to prove consistency to arbitrarily high order.
 
6
If the leading coefficient in the expansion of \({\mathcal {L}}\) is \(\ell _{2n}\ne 0\), because the lower-order coefficients are zero (or asymptotically small as in the Kuramoto–Sivashinsky pde), then more coupling conditions like (34) couple with the next nearest neighbouring elements.
 
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Metadaten
Titel
A dynamical systems approach to simulating macroscale spatial dynamics in multiple dimensions
verfasst von
A. J. Roberts
T. MacKenzie
J. E. Bunder
Publikationsdatum
01.06.2014
Verlag
Springer Netherlands
Erschienen in
Journal of Engineering Mathematics / Ausgabe 1/2014
Print ISSN: 0022-0833
Elektronische ISSN: 1573-2703
DOI
https://doi.org/10.1007/s10665-013-9653-6

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