Generalised projective integration scheme in equation-free multiscale modelling

Abstract

When the spectrum of a system varies significantly over time, fixed choices of macro-, meso-, and micro-time steps, as well as burst lengths, become inadequate, necessitating adaptive and locally informed strategies. To address these challenges, this article proposes a novel and flexible generalised projective integration (GPI) scheme, designed to accommodate time-dependent spectral variation and dynamically evolving scale separation. The proposed framework unifies and extends several existing multiscale methodologies, thereby offering a more general and adaptable computational paradigm. A comprehensive stability analysis of the GPI scheme is carried out, including a detailed investigation of the splitting of the stability region, which forms a central component of this work. Furthermore, problem-dependent strategies for selecting the micro-, meso-, and macro-time steps, as well as the burst length, are developed and their impacts are systematically validated through numerical experiments. To assess the effectiveness of the proposed scheme, three representative problems with distinct types of spectral evolution are considered. The performance of the proposed GPI scheme is evaluated and compared with several existing projective integration methods as well as some widely used stiff solvers, based on (i) number of micro time steps, (ii) accuracy, (iii) computational time, (iv) memory usage and (v) proportion of micro-scale simulations. The results demonstrate that the GPI scheme consistently outperforms the existing methods in terms of performance.