NUMERICAL TECHNIQUES FOR MULTI-SCALE DYNAMICAL SYSTEMS WITH STOCHASTIC EFFECTS

Communications in Mathematical Sciences

Volumn 1, Issue 2, 2003, Pages 385-391

  Vanden Eijnden, Eric ^a,b  

^a NEW YORK UNIVERSITY   (United States)

^b Institute of Advanced Study   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85128824735     PISSN: 15396746     EISSN: 19450796     Source Type: Journal    
DOI: 10.4310/CMS.2003.v1.n2.a11     Document Type: Article

References (7)

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3. [3] W. E and B. Engquist, The heterogeneous multi-scale methods. Comm. Math. Sci. 1(1): 88—134,2003.
4. [4] C.W. Gear and I.G. Kevrekidis, Projective methods for stiff differential equations: problems with gaps in their eigenvalue spectrum. submitted to SIAM J. Sci. Comp.
5. [5] V.I. Lebedev and S.I. Finogenov, Explicit methods of second order for the solution of stiff systems of ordinary differential equations. Zh. Vychisl. Mat. Mat Fiziki, 16:895—910, 1976.
6. [6] A.J. Majda, I. Timofeyev, and E. Vanden-Eijnden, A Mathematical Framework for Stochastic Climate Models. Comm. Pure Appl. Math., 54:891—974, 2001.
7. [7] G.C. Papanicolaou, Introduction to the asymptotics Analysis of Stochastic Equations, in:Modern Modeling of Continuum Phenomena. Lectures in Applied Mathematics, R. C. DiPrima Ed., vol. 16, 1976.