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For limited time the propagation of waves in a highly oscillatory medium is well-described by the non-dispersive homogenized wave equation. With increasing time, however, the true solution deviates from the classical homogenization limit, as a large secondary wave train develops unexpectedly. Here, we propose a new finite element heterogeneous mul-tiscale(More)
Heterogeneous multiscale methods have been introduced by E and Engquist [Com-mun. Math. Sci., 1 (2003), pp. 87–132] as a methodology for the numerical computation of problems with multiple scales. Analyses of the methods for various homogenization problems have been done by several authors. These results were obtained under the assumption that the(More)
In this paper, we present a class of explicit numerical methods for stiff Itô stochastic differential equations (SDEs). These methods are as simple to program and to use as the well-known Euler-Maruyama method, but much more efficient for stiff SDEs. For such problems, it is well known that standard explicit methods face step-size reduction. While(More)
Numerical methods for parabolic homogenization problems combining finite element methods (FEMs) in space with Runge-Kutta methods in time are proposed. The space discretization is based on the coupling of macro and micro finite element methods following the framework of the Heterogeneous Multiscale Method (HMM). We present a fully-discrete analysis in both(More)
A new finite element heterogeneous multiscale method (FE-HMM) is proposed for the numerical solution of the wave equation over long times in a rapidly varying medium. Our new FE-HMM-L method not only captures the short-time behavior of the wave field, well described by classical homogenization theory, but also more subtle long-time dispersive effects, both(More)
A new finite element heterogeneous multiscale method (FE-HMM) is proposed for the numerical solution of the wave equation over long times in a rapidly varying medium. Our FE-HMM captures long-time dispersive effects of the true solution at a cost similar to that of a standard numerical homogenization scheme which, however, only captures the short-time(More)
We propose a multiscale method based on a finite element heterogeneous multiscale method (in space) and the implicit Euler integrator (in time) to solve nonlinear monotone parabolic problems with multiple scales due to spatial heterogeneities varying rapidly at a microscopic scale. The multiscale method approximates the homogenized solution at computational(More)