Convergence of Equation-Free Methods in the Case of Finite Time Scale Separation with Application to Deterministic and Stochastic Systems
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Publication:4562419
DOI10.1137/17M1126084zbMath1406.65134arXiv1701.08999MaRDI QIDQ4562419
Jan Sieber, Jens Starke, Christian Marschler
Publication date: 20 December 2018
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.08999
stochastic differential equationsdimension reductionslow-fast systemsMichaelis-Menten kineticsimplicit equation-free methods
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for bifurcation problems in dynamical systems (37M20) Multiple scale methods for ordinary differential equations (34E13) Numerical problems in dynamical systems (65P99)
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