Nonintrusive and Structure Preserving Multiscale Integration of Stiff ODEs, SDEs, and Hamiltonian Systems with Hidden Slow Dynamics via Flow Averaging

DOI10.1137/090771648zbMath1215.65187arXiv0908.1241OpenAlexW3099715422MaRDI QIDQ3067567

Molei Tao, Houman Owhadi, Jerrold E. Marsden

Publication date: 21 January 2011

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.1241

zbMATH Keywords

Langevin numerical examples Hamiltonian Hamiltonian systems stiff equations structure preserving Fermi-Pasta-Ulam problem nonintrusive \(F\)-convergence stochastic differential equations (SDE)flow averaging multiscale integrators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for stiff equations (65L04)

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