Fluctuations in the heterogeneous multiscale methods for fast-slow systems

DOI10.1186/s40687-017-0112-2zbMath1453.65204arXiv1601.02147OpenAlexW2962916299WikidataQ59612845 ScholiaQ59612845MaRDI QIDQ721963

D. Kharzeev

Publication date: 20 July 2018

Published in: Research in the Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02147

zbMATH Keywords

central limit theoremlarge deviation principleheterogeneous multiscale methods

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for ordinary differential equations (65L99)

Related Items (4)

Quantitative stability estimates for multiscale stochastic dynamical systems ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Diffusion approximation for fully coupled stochastic differential equations ⋮ Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations

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