Some Critical Issues for the "Equation-Free" Approach to Multiscale   Modeling
  The "equation-free'' approach has been proposed in recent years as a general framework for developing multiscale methods to efficiently capture the macroscale behavior of a system using only the microscale models. In this paper, we take a close look at some of the algorithms proposed under the "equation-free'' umbrella, the projective integrators and the patch dynamics. We discuss some very simple examples in the context of the "equation-free'' approach. These examples seem to indicate that while its general philosophy is quite attractive and indeed similar to many other approaches in concurrent multiscale modeling, there are severe limitations to the specific implementation proposed by the equation-free approach. 
Weinan E and Eric Vanden-Eijnden