An Introduction to

Multiscale Modeling
Scientific Computing
and Numerical Analysis
Seminar
CAAM 699

Outline
Multiscale Nature of Matter
Physical Scales
Temporal Scales

Different Laws for Different Scales

Computational Difficulties
Homogeneous Elastic String
Inhomogeneous Elastic String
Overview of Seminar Topics

Physical Scales
Discrete Nature
of Matter
Multiple
Physical
(Spatial) scales
Exist
Example: River
Physical Scale:
km = 103 m

http://ak.water.usgs.gov/yukon/index
.php

Physical Scales
Water Drops
Physical Scale:
mm = 10-3 m
http://eyeofthefish.org/l
eaky-leushke/

Water Cluster
Physical Scale:
5 nm = 5 x 10-9 m

http://www.btinternet.com/~ma
rtin.chaplin/clusters.html

Physical Scales
Water Molecule
Physical Scale:
0.278 nm = 2.78 x 10-10 m

http://commons.wikimedia.org/wik
i/File:Water_molecule.png

Temporal Scales
Multiple Time Scales in
Matter
Time Scale of Interest
Depends on Phenomenon of
Interest
Fluid Time Scales:
River Flow: hours
Rain Drop Falling: 30-60 min
Water Molecule Interactions:
fractions of a second

Different Scales, Different

Laws
Governing Equations different for
different scales
Example: Modeling a Fluid:
River Flow: Navier-Stokes Equations
Interactions between fluid particles:
Newtons Molecular Dynamics
Atomic, Subatomic Description of Fluid
Molecule: Schrdingers equations

Model Choice
Could represent river as discrete fluid
particles, and utilize molecular
dynamics to model its flow
More details included in the model,
the more accurate your model will
likely be
Whats the problem???

Good Luck trying to do this

computationally!!!

Computational Difficulties
Number of elements
Smaller Spatial Scale may warrant a
smaller time scale in order to keep
numerical methods stable
Example: CFL number for hyperbolic
PDEs

Model Choice
Balance detail and computational
complexity
Choice often made to model a material as a
continuum
Goal is to then find a constitutive law that
can explain how the material behaves
If the material is homogeneous, the
continuum assumption is typically
acceptable and constitutive laws can be
found
Heterogeneous materials are more
difficult to model, and motivate the
need for multiscale models

Homogeneous Elastic String

Discrete Scale: Mass-Spring system

N point masses of mass

m
Springs between each mass have spring
constantk
In zero strain state, springs are length
h
Derive Equation for Longitudinal Motion

Homogeneous Elastic String

Let u j (t )
be the displacement jof
mass
from its zero strain
t state at
time
j
Equation of motion for mass
F ma can
be written using Newtons Law:

ma
The

mu j (t )

can be written as

Homogeneous Elastic String

Forces felt by mass
j 1
come from
j
mass
j 1and mass
j
Net force on mass
difference in
forces from the left and right mass

F k u j 1 (t ) u j (t ) k u j (t ) u j 1 (t )

F k u j 1 (t ) 2u j (t ) u j 1 (t )

Homogeneous Elastic String

Full equation for mass
j

mu j (t ) k u j 1 (t ) 2u j (t ) u j 1 (t )

mu j (t ) kh

j 1

(t ) 2u j (t ) u j 1 (t )
h

kh u j 1 (t ) 2u j (t ) u j 1 (t )
u j (t )
2
m
h
2

Homogeneous Elastic String

E kh

Elasticity Modulus

Linear Mass Density

E u j 1 (t ) 2u j (t ) u j 1 (t )
u j (t )
2

h
h0
Take Limit as

Homogeneous Elastic String

E
1D Wave Equation
utt ( x, t ) u xx ( x, t )

Continuum-Level model, limit of the

microscopic (discrete) model
,
Wave speed determinedEby
does NOT depend on location in the
string
Hyperbolic PDE
easy to simulate

Inhomogeneous Elastic
String
Discrete Model, Mass-Spring system

Number of springs between each

point mass can vary

Inhomogeneous Elastic
String
N point masses of mass
m
Springs between each mass have
spring constant
k
In zero strain state, springs are hlength
u j (t )
displacement of jmass
n j1 (t )
= number of springs between
j
mass
at time
j 1 and t

Inhomogeneous Elastic
String
Equation of Motion for mass
j

mu j (t ) kn j 1 (t ) u j 1 (t ) u j (t ) kn j (t ) u j (t ) u j 1 (t )

mu j (t ) k n j 1 (t ) u j 1 (t ) u j (t ) n j (t ) u j (t ) u j 1 (t )

kh 2 n j 1 (t ) u j 1 (t ) u j (t ) n j (t ) u j (t ) u j 1 (t )
u j (t )
m
h2

Inhomogeneous Elastic
String
Equation of Motion for mass
j

u j 1 (t ) u j (t )
u j (t ) u j 1 (t )
kh
n j 1 (t )
u j (t )
n j (t )
mh
h
h
2

Take Limit as
h0

E
utt ( x, t ) n( x, t )u x ( x, t ) x

Inhomogeneous Elastic
String
Wave equation with locally
varying wave speed:

E
n ( x, t )

To solve this wave equation

n( xto
, t ) know
you need
but
this is a microscopic quantity!
(Local density of springs)
Micro quantity needed in a
continuum equation

Inhomogeneous Elastic
String
Put another way in the form of a
constitutive law (relation between
( )
stress and strain)

mutt F A

h
h

Ahutt A ( ( x ) ( ( x )
2
2

Dividing
by
h
and
taking
the
limit
h

0
u ( )
tt

Inhomogeneous Elastic
String

( ) x
utt

E
utt ( x, t ) n( x, t )u x ( x, t ) x

Equating these two quantities gives:

( ) x E n( x, t )u x ( x, t ) x
Utilizing:

ux

( ) En( x, t )

Elastic properties of the spring vary

spatially

Practical Example
Rupturing String:
Assumep
springs break if the
ui 1 ui pd length
segment
for
d some
distance
Microscopic

uModel:
u j (t ) u j 1 (t )
kh 2
j 1 (t ) u j (t )
n j 1 (t )

u j (t )
n j (t )
mh
h
h

E
Continuum Model:
utt ( x, t )

n( x, t )u x ( x, t ) x

Practical Example
Begin with string in zero strain state
attached at one end to wall
This string is stretched at the other
end by a constant strain rate
11 point masses, 100 springs
between each pair of masses
When distance between masses pd
p
exceeds
then
springs break

D Rupturing String

Ruptured
Strings

Forc
e

D Rupturing String

Displacement

Time Steps

Challenges
General problems with trying to couple
a microscopic and continuum model
Number of elements in the microscopic
scale
Carrying out the microscopic model for full
continuum level time scale
If you only do a spatial or time sample of
the microscopic evolution, how would you
represent the micro-state at a later point in
time?

Overview of Seminar Topics

Interesting Medical/Biological Problems
that would benefit from multiscale
modeling
Models of the Cytoskeleton
Continuum Microscopic (CM) Methods
Probability Theory, PDF Estimation
CM modeling with statistical sampling
Solution Methods to Non-Linear Systems
of Equations
And more..

References
E W, Engquist B, Multiscale
Modeling and Computation, Notices
of the AMS, Vol 50:9, p. 1062-1070