Numerical Techniques for Multi-Scale Dynamical Systems with Stochastic Effects
Numerical Techniques for Multi-Scale Dynamical Systems with Stochastic Effects
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 …