Multiscale analysis of re-entrant production lines: An equation-free approach

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.Comment: 14 pages, 17 figure

Coarse-grained numerical bifurcation analysis of lattice Boltzmann models

In this paper we study the earlier proposed coarse-grained bifurcation analysis approach. We extend the results obtained then for a one-dimensional FitzHugh–Nagumo lattice Boltzmann (LB) model in several ways. First, we extend the coarse-grained time stepper concept to enable the computation of periodic solutions and we use the more versatile Newton–Picard method rather than the Recursive Projection Method (RPM) for the numerical bifurcation analysis. Second, we compare the obtained bifurcation diagram with the bifurcation diagrams of the corresponding macroscopic PDE and of the lattice Boltzmann model. Most importantly, we perform an extensive study of the influence of the lifting or reconstruction step on the minimal successful time step of the coarse-grained time stepper and the accuracy of the results. It is shown experimentally that this time step must often be much larger than the time it takes for the higher-order moments to become slaved by the lowest-order moment, which somewhat contradicts earlier claims.

Equation-free patch scheme for efficient computational homogenisation via self-adjoint coupling

Equation-free macroscale modelling is a systematic and rigorous computational methodology for efficiently predicting the dynamics of a microscale system at a desired macroscale system level. In this scheme, the given microscale model is computed in small patches spread across the space-time domain, with patch coupling conditions bridging the unsimulated space. For accurate simulations, care must be taken in designing the patch coupling conditions. Here we construct novel coupling conditions which preserve translational invariance, rotational invariance, and self-adjoint symmetry, thus guaranteeing that conservation laws associated with these symmetries are preserved in the macroscale simulation. Spectral and algebraic analyses of the proposed scheme in both one and two dimensions reveal mechanisms for further improving the accuracy of the simulations. Consistency of the patch scheme's macroscale dynamics with the original microscale model is proved. This new self-adjoint patch scheme provides an efficient, flexible, and accurate computational homogenisation in a wide range of multiscale scenarios of interest to scientists and engineers

Equation-free patch scheme for efficient computational homogenisation via self-adjoint coupling

Equation-free macroscale modelling is a systematic and rigorous computational methodology for efficiently predicting the dynamics of a microscale complex system at a desired macroscale system level. In this scheme, a given microscale model is computed in small patches spread across the space-time domain, with patch coupling conditions bridging the unsimulated space. For accurate predictions, care must be taken in designing the patch coupling conditions. Here we construct novel coupling conditions which preserve self-adjoint symmetry, thus guaranteeing that the macroscale model maintains some important conservation laws of the original microscale model. Consistency of the patch scheme’s macroscale dynamics with the original microscale model is proved for systems in 1D and 2D space, and these proofs immediately extend to higher dimensions. Expanding from a system with a single configuration to an ensemble of configurations establishes that the proven consistency also holds for cases where the microscale periodicity does not integrally fill the patches. This new self-adjoint patch scheme provides an efficient, flexible, and accurate computational homogenisation, as demonstrated here with canonical examples in 1D and 2D space based on heterogenous diffusion, and is applicable to a wide range of multiscale scenarios of interest to scientists and engineers.J. E. Bunder, I. G. Kevrekidis and A. J. Robert

Equation-Free Analysis of Macroscopic Behavior in Traffic and Pedestrian Flow

Equation-free methods make possible an analysis of the evolution of a few coarse-grained or macroscopic quantities for a detailed and realistic model with a large number of fine-grained or microscopic variables, even though no equations are explicitly given on the macroscopic level. This will facilitate a study of how the model behavior depends on parameter values including an understanding of transitions between different types of qualitative behavior. These methods are introduced and explained for traffic jam formation and emergence of oscillatory pedestrian counter flow in a corridor with a narrow door

Adaptive Detection of Instabilities: An Experimental Feasibility Study

We present an example of the practical implementation of a protocol for experimental bifurcation detection based on on-line identification and feedback control ideas. The idea is to couple the experiment with an on-line computer-assisted identification/feedback protocol so that the closed-loop system will converge to the open-loop bifurcation points. We demonstrate the applicability of this instability detection method by real-time, computer-assisted detection of period doubling bifurcations of an electronic circuit; the circuit implements an analog realization of the Roessler system. The method succeeds in locating the bifurcation points even in the presence of modest experimental uncertainties, noise and limited resolution. The results presented here include bifurcation detection experiments that rely on measurements of a single state variable and delay-based phase space reconstruction, as well as an example of tracing entire segments of a codimension-1 bifurcation boundary in two parameter space.Comment: 29 pages, Latex 2.09, 10 figures in encapsulated postscript format (eps), need psfig macro to include them. Submitted to Physica

An exploding glass ?

We propose a connection between self-similar, focusing dynamics in nonlinear partial differential equations (PDEs) and macroscopic dynamic features of the glass transition. In particular, we explore the divergence of the appropriate relaxation times in the case of hard spheres as the limit of random close packing is approached. We illustrate the analogy in the critical case, and suggest a ``normal form'' that can capture the onset of dynamic self-similarity in both phenomena.Comment: 8 pages, 2 figure

Projective and Coarse Projective Integration for Problems with Continuous Symmetries

Temporal integration of equations possessing continuous symmetries (e.g. systems with translational invariance associated with traveling solutions and scale invariance associated with self-similar solutions) in a ``co-evolving'' frame (i.e. a frame which is co-traveling, co-collapsing or co-exploding with the evolving solution) leads to improved accuracy because of the smaller time derivative in the new spatial frame. The slower time behavior permits the use of {\it projective} and {\it coarse projective} integration with longer projective steps in the computation of the time evolution of partial differential equations and multiscale systems, respectively. These methods are also demonstrated to be effective for systems which only approximately or asymptotically possess continuous symmetries. The ideas of projective integration in a co-evolving frame are illustrated on the one-dimensional, translationally invariant Nagumo partial differential equation (PDE). A corresponding kinetic Monte Carlo model, motivated from the Nagumo kinetics, is used to illustrate the coarse-grained method. A simple, one-dimensional diffusion problem is used to illustrate the scale invariant case. The efficiency of projective integration in the co-evolving frame for both the macroscopic diffusion PDE and for a random-walker particle based model is again demonstrated