Coarse projective kMC integration: Forward/reverse initial and boundary value problems

R. Rico-Martínez, C. W. Gear, Ioannis G. Kevrekidis

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67 Scopus citations


In "equation-free" multiscale computation a dynamic model is given at a fine, microscopic level; yet we believe that its coarse-grained, macroscopic dynamics can be described by closed equations involving only coarse variables. These variables are typically various low-order moments of the distributions evolved through the microscopic model. We consider the problem of integrating these unavailable equations by acting directly on kinetic Monte Carlo microscopic simulators, thus circumventing their derivation in closed form. In particular, we use projective multi-step integration to solve the coarse initial value problem forward in time as well as backward in time (under certain conditions). Macroscopic trajectories are thus traced back to unstable, source-type, and even sometimes saddle-like stationary points, even though the microscopic simulator only evolves forward in time. We also demonstrate the use of such projective integrators in a shooting boundary value problem formulation for the computation of "coarse limit cycles" of the macroscopic behavior, and the approximation of their stability through estimates of the leading "coarse Floquet multipliers".

Original languageEnglish (US)
Pages (from-to)474-489
Number of pages16
JournalJournal of Computational Physics
Issue number2
StatePublished - May 20 2004

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • General Physics and Astronomy
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics


  • Kinetic Monte Carlo
  • Limit cycles
  • Projective integration


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