UNSPECIFIED (2004) Extracting macroscopic dynamics: model problems and algorithms. NONLINEARITY, 17 (6). R55-R127. ISSN 0951-7715

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Abstract

In many applications, the primary objective of numerical simulation of time-evolving systems is the prediction of coarse-grained, or macroscopic, quantities. The purpose of this review is twofold: first, to describe a number of simple model systems where the coarse-grained or macroscopic behaviour of a system can be explicitly determined from the full, or microscopic, description; and second, to overview some of the emerging algorithmic approaches that have been introduced to extract effective, lower-dimensional, macroscopic dynamics. The model problems we describe may be either stochastic or deterministic in both their microscopic and macroscopic behaviour, leading to four possibilities in the transition from microscopic to macroscopic descriptions. Model problems are given which illustrate all four situations, and mathematical tools for their study are introduced. These model problems are useful in the evaluation of algorithms. We use specific instances of the model problems to illustrate these algorithms. As the subject of algorithm development and analysis is, in many cases, in its infancy, the primary purpose here is to attempt to unify some of the emerging ideas so that individuals new to the field have a structured access to the literature. Furthermore, by discussing the algorithms in the context of the model problems, a platform for understanding existing algorithms and developing new ones is built.

Item Type:	Journal Item
Subjects:	Q Science > QA Mathematics Q Science > QC Physics
Journal or Publication Title:	NONLINEARITY
Publisher:	IOP PUBLISHING LTD
ISSN:	0951-7715
Date:	November 2004
Volume:	17
Number:	6
Number of Pages:	73
Page Range:	R55-R127
Identification Number:	10.1088/0951-7715/17/6/R01
Publication Status:	Published
URI:	http://wrap.warwick.ac.uk/id/eprint/7728

Data sourced from Thomson Reuters' Web of Knowledge

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