Equation-Free: The Computer-Aided Analysis of Complex Multiscale Systems

The best available descriptions of systems often come at a fine level (atomistic, stochastic, microscopic, agent based), whereas the questions asked and the tasks required by the modeler (prediction, parametric analysis, optimization, and control) are at a much coarser, macroscopic level. Traditional modeling approaches start by deriving macroscopic evolution equations from microscopic models, and then bringing an arsenal of computational tools to bear on these macroscopic descriptions. Over the last few years with several collaborators, we have developed and validated a mathematically inspired, computational enabling technology that allows the modeler to perform macroscopic tasks acting on the microscopic models directly. We call this the “equation-free” approach, since it circumvents the step of obtaining accurate macroscopic descriptions. The backbone of this approach is the design of computational “experiments”. In traditional numerical analysis, the main code “pings“ a subroutine containing the model, and uses the returned information (time derivatives, etc.) to perform computer-assisted analysis. In our approach the same main code “pings“ a subroutine that runs an ensemble of appropriately initialized computational experiments from which the same quantities are estimated. Traditional continuum numerical algorithms can, thus, be viewed as protocols for experimental design (where “experiment“ means a computational experiment set up, and performed with a model at a different level of description). Ultimately, what makes it all possible is the ability to initialize computational experiments at will. Short bursts of appropriately initialized computational experimentation -through matrix-free numerical analysis, and systems theory tools like estimationbridge microscopic simulation with macroscopic modeling. If enough control authority exists to initialize laboratory experiments “at will” this computational enabling technology can lead to experimental protocols for the equation-free exploration of complex system dynamics.