We explore the gap-tooth method for multiscale modeling of systems represented by microscopic physics-based simulators, when coarse-grained evolution equations are not available in closed form. A biased random walk particle simulation, motivated by the viscous Burgers equation, serves as an example. We construct macro-to-micro (lifting) and micro-to-macro (restriction) operators, and drive the coarse time-evolution by particle simulations in appropriately coupled microdomains ("teeth") separated by large spatial gaps. A macroscopically interpolative mechanism for communication between the teeth at the particle level is introduced. The results demonstrate the feasibility of a "closure-on-demand" approach to solving some hydrodynamics problems. (C) 2003 Elsevier B.V. All rights reserved.