On HMM-like integrators and projective integration methods for systems with multiple time scales

DOI10.4310/CMS.2007.V5.N2.A14zbMath1135.65302MaRDI QIDQ2470840

Eric Vanden-Eijnden

Publication date: 15 February 2008

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cms/1183990377

zbMATH Keywords

multiple time scalesstochastic dynamical systemsHMM-like multiscale integratorsprojective integration methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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