TY - JOUR
T1 - NUMERICAL TECHNIQUES FOR MULTI-SCALE DYNAMICAL SYSTEMS WITH STOCHASTIC EFFECTS
AU - Vanden-Eijnden, Eric
N1 - Publisher Copyright:
© 2003 International Press
PY - 2003
Y1 - 2003
N2 - Numerical schemes are presented for dynamical systems with multiple time-scales. Two classes of methods are discussed, depending on the time interval on which the evolution of the slow variables in the system is sought. On rather short time intervals, the slow variables satisfy ordinary differential equations. On longer time intervals, however, fluctuations become important, and stochastic differential equations are obtained.
AB - Numerical schemes are presented for dynamical systems with multiple time-scales. Two classes of methods are discussed, depending on the time interval on which the evolution of the slow variables in the system is sought. On rather short time intervals, the slow variables satisfy ordinary differential equations. On longer time intervals, however, fluctuations become important, and stochastic differential equations are obtained.
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U2 - 10.4310/CMS.2003.v1.n2.a11
DO - 10.4310/CMS.2003.v1.n2.a11
M3 - Article
AN - SCOPUS:85128824735
SN - 1539-6746
VL - 1
SP - 385
EP - 391
JO - Communications in Mathematical Sciences
JF - Communications in Mathematical Sciences
IS - 2
ER -