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The Equation-Free approach to efficient multiscale numerical computation marries trusted micro-scale simulations to a framework for numerical macro-scale reduction -- the patch dynamics scheme. A recent novel patch scheme empowered the Equation-Free approach to simulate systems containing shocks on the macro-scale. However, the scheme did not predict the formation of shocks accurately, and it could not simulate moving shocks. This article resolves both issues, as a first step in one spatial dimension, by embedding the Equation-Free, shock-resolving patch scheme within a classic framework for adaptive moving meshes. Our canonical micro-scale problems exhibit heterogeneous nonlinear advection and heterogeneous diffusion. We demonstrate many remarkable benefits from the moving patch scheme, including efficient and accurate macro-scale prediction despite the unknown macro-scale closure. Equation-free methods are here extended to simulate moving, forming and merging shocks without a priori knowledge of the existence or closure of the shocks. Whereas adaptive moving mesh equations are typically stiff, typically requiring small time-steps on the macro-scale, the moving macro-scale mesh of patches is typically not stiff given the context of the micro-scale time-steps required for the sub-patch dynamics.
Scientists and engineers often create accurate, trustworthy, computational simulation schemes - but all too often these are too computationally expensive to execute over the time or spatial domain of interest. The equation-free approach is to marry such trusted simulations to a framework for numerical macroscale reduction - the patch dynamics scheme. This article extends the patch scheme to scenarios in which the trusted simulation resolves abrupt state changes on the microscale that appear as shocks on the macroscale. Accurate simulation for problems in these scenarios requires extending the patch scheme by capturing the shock within a novel patch, and also modifying the patch coupling rules in the vicinity in order to maintain accuracy. With these two extensions to the patch scheme, straightforward arguments derive consistency conditions that match the usual order of accuracy for patch schemes. The new scheme is successfully tested on four archetypal problems. This technique will empower scientists and engineers to accurately and efficiently simulate, over large spatial domains, multiscale multiphysics systems that have rapid transition layers on the microscale.
The `equation-free toolbox empowers the computer-assisted analysis of complex, multiscale systems. Its aim is to enable you 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 (https://github.com/uoa1184615/EquationFreeGit) and use to empower efficient and accurate simulation in a wide range of your science and engineering problems.
The computer-assisted modeling of re-entrant production lines, and, in particular, simulation scalability, is attracting a lot of attention due to the importance of such lines in semiconductor manufacturing. Re-entrant flows lead to competition for processing capacity among the items produced, which significantly impacts their throughput time (TPT). Such production models naturally exhibit two time scales: a short one, characteristic of single items processed through individual machines, and a longer one, characteristic of the response time of the entire factory. Coarse-grained partial differential equations for the spatio-temporal evolution of a phase density were obtained through a kinetic theory approach in Armbruster et al. [2]. We take advantage of the time scale separation to directly solve such coarse-grained equations, even when we cannot derive them explicitly, through an equation-free computational approach. Short bursts of appropriately initialized stochastic fine-scale simulation are used to perform coarse projective integration on the phase density. The key step in this process is lifting: the construction of fine-scale, discrete realizations consistent with a given coarse-grained phase density field. We achieve this through computational evaluation of conditional distributions of a phase velocity at the limit of large item influxes.
The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications, including physical simulation, geometry processing, and image processing. However, ADMM can take a long time to converge to a solution of high accuracy. Moreover, many computer graphics tasks involve non-convex optimization, and there is often no convergence guarantee for ADMM on such problems since it was originally designed for convex optimization. In this paper, we propose a method to speed up ADMM using Anderson acceleration, an established technique for accelerating fixed-point iterations. We show that in the general case, ADMM is a fixed-point iteration of the second primal variable and the dual variable, and Anderson acceleration can be directly applied. Additionally, when the problem has a separable target function and satisfies certain conditions, ADMM becomes a fixed-point iteration of only one variable, which further reduces the computational overhead of Anderson acceleration. Moreover, we analyze a particular non-convex problem structure that is common in computer graphics, and prove the convergence of ADMM on such problems under mild assumptions. We apply our acceleration technique on a variety of optimization problems in computer graphics, with notable improvement on their convergence speed.
Intermittent maps of the interval are simple and widely-studied models for chaos with slow mixing rates, but have been notoriously resistant to numerical study. In this paper we present an effective framework to compute many ergodic properties of these systems, in particular invariant measures and mean return times. The framework combines three ingredients that each harness the smooth structure of these systems induced maps: Abel functions to compute the action of the induced maps, Euler-Maclaurin summation to compute the pointwise action of their transfer operators, and Chebyshev Galerkin discretisations to compute the spectral data of the transfer operators. The combination of these techniques allows one to obtain exponential convergence of estimates for polynomially growing computational outlay, independent of the order of the maps neutral fixed point. This enables numerical exploration of intermittent dynamics in all parameter regimes, including in the infinite ergodic regime.