arXiv subjects

Ioannis G. Kevrekidis

Publications and source records attributed to Ioannis G. Kevrekidis.

173 records · Page 10Linked to original sources

arXiv2003

Damping factors for the gap-tooth scheme

An important class of problems exhibits macroscopically smooth behaviour in space and time, while only a microscopic evolution law is known. For such time-dependent multi-scale problems, the gap-tooth scheme has recently been proposed. The scheme approximates the evolution of an unavailable (in closed form) macroscopic equation in a macroscopic domain; it only uses appropriately initialized simulations of the available microscopic model in a number of small boxes. For some model problems, including numerical homogenization, the scheme is essentially equivalent to a finite difference scheme, provided we repeatedly impose appropriate algebraic constraints on the solution for each box. Here, we demonstrate that it is possible to obtain a convergent scheme without constraining the microscopic code, by introducing buffers that "shield" over relatively short times the dynamics inside each box from boundary effects. We explore and quantify the behavior of these schemes systematically through the numerical computation of damping factors of the corresponding coarse time-stepper, for which no closed formula is available.

physics.comp-ph↗

arXiv2003

Optimal switching policies using coarse timesteppers

We present a computer-assisted approach to approximating coarse optimal switching policies for systems described by microscopic/stochastic evolution rules. The coarse timestepper constitutes a bridge between the underlying kinetic Monte Carlo simulation and traditional, continuum numerical optimization techniques formulated in discrete time. The approach is illustrated through a simplified kinetic Monte Carlo simulation of NO reduction on a Pt catalyst: a switch between two coexisting stable steady states is implemented by minimal manipulation of a system parameter.

nlin.CG↗

arXiv2003

Steady State Multiplicity in a Polymer Electrolyte Membrane Fuel Cell

A simplified differential reactor model that embodies the essential physics controlling PEM fuel cell (PEM-FC) dynamics is presented. A remarkable analogy exists between water management in the differential PEM-FC and energy balance in the classical exothermic stirred tank reactor. Water, the reaction product in the PEM-FC autocatalytically accelerates the reaction rate by enhancing proton transport through the PEM. Established analyses of heat autocatalyticity in a CSTR are modified to present water management autocatalyticity in a stirred tank reactor PEM-FC.

nlin.CD↗

arXiv2003

The Gap-Tooth Method in Particle Simulations

We explore the gap-tooth method for multiscale modeling of systems represented by microscopic physics-based simulators, when coarse-grained evolution equations are not available in closed form. A biased random walk particle simulation, motivated by the viscous Burgers equation, serves as an example. We construct macro-to-micro (lifting) and micro-to-macro (restriction) operators, and drive the coarse time-evolution by particle simulations in appropriately coupled microdomains (teeth) separated by large spatial gaps. A macroscopically interpolative mechanism for communication between the teeth at the particle level is introduced. The results demonstrate the feasibility of a closure-on-demand approach to solving hydrodynamics problems.

physics.class-ph↗

arXiv2003

A route to computational chaos revisited: noninvertibility and the breakup of an invariant circle

In a one-parameter study of a noninvertible family of maps of the plane arising in the context of a numerical integration scheme, Lorenz studied a sequence of transitions from an attracting fixed point to "computational chaos." As part of the transition sequence, he proposed the following as a possible scenario for the breakup of an invariant circle: the invariant circle develops regions of increasingly sharper curvature until at a critical parameter value it develops cusps; beyond this parameter value, the invariant circle fails to persist, and the system exhibits chaotic behavior on an invariant set with loops [Lorenz, 1989]. We investigate this problem in more detail and show that the invariant circle is actually destroyed in a global bifurcation before it has a chance to develop cusps. Instead, the global unstable manifolds of saddle-type periodic points are the objects which develop cusps and subsequently "loops" or "antennae." The one-parameter study is better understood when embedded in the full two-parameter space and viewed in the context of the two-parameter Arnold horn structure. Certain elements of the interplay of noninvertibility with this structure, the associated invariant circles, periodic points and global bifurcations are examined.

math.DS↗

arXiv2002

Coarse Molecular Dynamics of a Peptide Fragment: Free Energy, Kinetics, and Long-Time Dynamics Computations

We present a ``coarse molecular dynamics'' approach and apply it to studying the kinetics and thermodynamics of a peptide fragment dissolved in water. Short bursts of appropriately initialized simulations are used to infer the deterministic and stochastic components of the peptide motion parametrized by an appropriate set of coarse variables. Techniques from traditional numerical analysis (Newton-Raphson, coarse projective integration) are thus enabled; these techniques help analyze important features of the free-energy landscape (coarse transition states, eigenvalues and eigenvectors, transition rates, etc.). Reverse integration of (irreversible) expected coarse variables backward in time can assist escape from free energy minima and trace low-dimensional free energy surfaces. To illustrate the ``coarse molecular dynamics'' approach, we combine multiple short (0.5-ps) replica simulations to map the free energy surface of the ``alanine dipeptide'' in water, and to determine the ~ 1/(1000 ps) rate of interconversion between the two stable configurational basins corresponding to the alpha-helical and extended minima.

physics.chem-ph↗

arXiv2002

Deciding the Nature of the "Coarse Equation" through Microscopic Simulations: the Baby-Bathwater Scheme

Recent developments in multiscale computation allow the solution of ``coarse equations'' for the expected macroscopic behavior of microscopically/stochastically evolving particle distributions without ever obtaining these coarse equations in closed form. The closure is obtained ``on demand'' through appropriately initialized bursts of microscopic simulation. The effective coupling of microscopic simulators with macrosocopic behavior embodied in this approach requires certain decisions about the nature of the unavailable ``coarse equation''. Such decisions include (a) the determination of the highest spatial derivative active in the equation, (b) whether the coarse equation satisfies certain conservation laws, and (c) whether the coarse dynamics is Hamiltonian. These decisions affect the number and type of boundary conditions as well as the nature of the algorithms employed in good solution practice. In the absence of an explicit formula for the temporal derivative, we propose, implement and validate a simple scheme for deciding these and other similar questions about the coarse equation using only the microscopic simulator. Microscopic simulations under periodic boundary conditions are carried out for appropriately chosen families of random initial conditions; evaluating the sample variance of certain statistics over the simulation ensemble allows us to infer the highest order of spatial derivatives active in the coarse equation. In the same spirit we show how to determine whether a certain coarse conservation law exists or not, and we discuss plausibility tests for the existence of a coarse Hamiltonian or integrability. We argue that such schemes constitute an important part of the equation-free approach to multiscale computation.

physics.comp-ph↗

arXiv2002

Boundary processing for Monte Carlo Simulations in the Gap-Tooth Scheme

This note reports on a scheme for interpolating the boundary conditions be- tween non-adjacent modeling regions when the model is based on Monte-Carlo computations of a collection of particles. The scheme conserves particles in a natural way, and thereby can be made to conserve other quantities.

physics.comp-ph↗

arXiv2002

Equation-Free Multiscale Computation: enabling microscopic simulators to perform system-level tasks

We present and discuss a framework for computer-aided multiscale analysis, which enables models at a "fine" (microscopic/stochastic) level of description to perform modeling tasks at a "coarse" (macroscopic, systems) level. These macroscopic modeling tasks, yielding information over long time and large space scales, are accomplished through appropriately initialized calls to the microscopic simulator for only short times and small spatial domains. Our equation-free (EF) approach, when successful, can bypass the derivation of the macroscopic evolution equations when these equations conceptually exist but are not available in closed form. We discuss how the mathematics-assisted development of a computational superstructure may enable alternative descriptions of the problem physics (e.g. Lattice Boltzmann (LB), kinetic Monte Carlo (KMC) or Molecular Dynamics (MD) microscopic simulators, executed over relatively short time and space scales) to perform systems level tasks (integration over relatively large time and space scales,"coarse" bifurcation analysis, optimization, and control) directly. In effect, the procedure constitutes a systems identification based, "closure on demand" computational toolkit, bridging microscopic/stochastic simulation with traditional continuum scientific computation and numerical analysis. We illustrate these ideas through examples from chemical kinetics (LB, KMC), rheology (Brownian Dynamics), homogenization and the computation of "coarsely self-similar" solutions, and discuss various features, limitations and potential extensions of the approach.

physics.comp-ph↗

arXiv2001

Coarse Stability and Bifurcation Analysis Using Stochastic Simulators: Kinetic Monte Carlo Examples

We implement a computer-assisted approach that, under appropriate conditions, allows the bifurcation analysis of the coarse dynamic behavior of microscopic simulators without requiring the explicit derivation of closed macroscopic equations for this behavior. The approach is inspired by the so-called time-step per based numerical bifurcation theory. We illustrate the approach through the computation of both stable and unstable coarsely invariant states for Kinetic Monte Carlo models of three simple surface reaction schemes. We quantify the linearized stability of these coarsely invariant states, perform pseudo-arclength continuation, detect coarse limit point and coarse Hopf bifurcations and construct two-parameter bifurcation diagrams.

nlin.PS↗

arXiv1993

Identification of Continuous-Time Dynamical Systems: Neural Network Based Algorithms and Parallel Implementation

Time-delay mappings constructed using neural networks have proven successful in performing nonlinear system identification; however, because of their discrete nature, their use in bifurcation analysis of continuous-time systems is limited. This shortcoming can be avoided by embedding the neural networks in a training algorithm that mimics a numerical integrator. Both explicit and implicit integrators can be used. The former case is based on repeated evaluations of the network in a feedforward implementation; the latter relies on a recurrent network implementation. Here the algorithms and their implementation on parallel machines (SIMD and MIMD architectures) are discussed.

comp-gas↗