An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations
An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations
We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this …