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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… (More)

This paper gives a systematic introduction to HMM, the heterogeneous multiscale methods, including the fundamental design principles behind the HMM philosophy and the main obstacles that have to be overcome when using HMM for a particular problem. This is illustrated by examples from several application areas, including complex fluids, micro-fluidics,… (More)

Numerical schemes for systems with multiple spatio-temporal scales are investigated. The multiscale schemes use asymptotic results for this type of systems which guarantee the existence of an effective dynamics for some suitably defined modes varying slowly on the largest scales. The multiscale schemes are analyzed in general, then illustrated on a specific… (More)

A new approach is proposed for stochastic parameterization of subgrid scale processes in models of atmospheric or oceanic circulation. The new approach relies on two key ingredients. First, the unresolved processes are represented by a Markov chain whose properties depend on the state of the resolved model variables. Second, the properties of this… (More)

Several a priori tests of a systematic stochastic mode reduction procedure recently devised by the authors [Proc. Natl. Acad. Sci. 96 (1999) 14687; Commun. Pure Appl. Math. 54 (2001) 891] are developed here. In this procedure, reduced stochastic equations for a smaller collections of resolved variables are derived systematically for complex nonlinear… (More)

This study applies a systematic strategy for stochastic modeling of atmospheric lowfrequency variability to a realistic barotropic model climate. This barotropic model climate has reasonable approximations of the Arctic Oscillation (AO) and Pacific/North America (PNA) teleconnections as its two leading principal patterns of low-frequency variability. The… (More)

- Luca Maragliano, Alexander Fischer, Eric Vanden-Eijnden, Giovanni Ciccotti
- The Journal of chemical physics
- 2006

A computational technique is proposed which combines the string method with a sampling technique to determine minimum free energy paths. The technique only requires to compute the mean force and another conditional expectation locally along the string, and therefore can be applied even if the number of collective variables kept in the free energy… (More)

A systematic strategy for stochastic mode reduction is applied here to three prototype ‘‘toy’’ models with nonlinear behavior mimicking several features of low-frequency variability in the extratropical atmosphere. Two of the models involve explicit stable periodic orbits and multiple equilibria in the projected nonlinear climate dynamics. The systematic… (More)

We analyze a class of numerical schemes proposed in [26] for stochastic differential equations with multiple time scales. Both advective and diffusive time scales are considered. Weak as well as strong convergence theorems are proven. Most of our results are optimal. They in turn allow us to provide a thorough discussion on the efficiency as well as optimal… (More)

- Weinan E, Di Liu, Eric Vanden-Eijnden
- The Journal of chemical physics
- 2005

An efficient simulation algorithm for chemical kinetic systems with disparate rates is proposed. This new algorithm is quite general, and it amounts to a simple and seamless modification of the classical stochastic simulation algorithm (SSA), also known as the Gillespie [J. Comput. Phys. 22, 403 (1976); J. Phys. Chem. 81, 2340 (1977)] algorithm. The basic… (More)