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- Weinan E, Bjorn Engquist, Xiantao Li, Weiqing Ren, Eric Vanden-Eijnden

This paper gives a systematic introduction to HMM, the heterogeneous multiscale method, 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 are presented for dynamical systems with multiple timescales. 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)

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)

We present an efficient numerical algorithm for simulating chemical kinetic systems with multiple time scales. This algorithm is an improvement of the traditional stochastic simulation algorithm (SSA), also known as Gillespie's algorithm. It is in the form of a nested SSA and uses an outer SSA to simulate the slow reactions with rates computed from… (More)

- Luca Maragliano, Eric Vanden-Eijnden
- 2007

An improved and simplified version of the string method in collective variables for computing minimum free energy paths is proposed. The string is discretized into a finite number of images and in the new method these images are evolved concurrently with replicas of the original system while keeping their inter-distances equal via reparametrization. There… (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 detailed asymptotic study of the effect of small Gaussian white noise on a relaxation oscillator undergoing a supercritical Hopf bifurcation is presented. The analysis reveals an intricate stochastic bifurcation leading to several kinds of noise-driven mixed-mode oscillations at different levels of amplitude of the noise. In the limit of strong time-scale… (More)

- E Weinan, Eric Vanden-Eijnden

The least-action principle from the Wentzell-Freidlin theory of large deviations is exploited as a numerical tool for finding the optimal dynamical paths in spatially extended systems driven by a small noise. The action is discretized and a preconditioned BFGS method is used to optimize the discrete action. Applications are presented for thermally activated… (More)

We study the action minimization problem that is formally associated to phase transformation in the stochastically perturbed Allen-Cahn equation. The sharp-interface limit is related to (but different from) the sharp-interface limits of the related energy functional and deterministic gradient flows. In the sharp-interface limit of the action minimization… (More)