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June 2007 ON HMM-like integrators and projective integration methods for systems with multiple time scales
Eric Vanden-Eijnden
Commun. Math. Sci. 5(2): 495-505 (June 2007).


HMM-like multiscale integrators and projective integration methods are two different types of multiscale integrators which have been introduced to simulate efficiently systems with widely disparate time scales. The original philosophies of these methods, reviewed here, were quite different. Recently, however, projective integration methods seem to have evolved in a way that make them increasingly similar to HMM-integrators and quite different from what they were originally. Nevertheless, the strategy of extrapolation which was at the core of the original projective integration methods has its value and should be extended rather than abandoned. An attempt in this direction is made here and it is shown how the strategy of extrapolation can be generalized to stochastic dynamical systems with multiple time scales, in a way reminiscent of Chorin’s artificial compressibility method and the Car-Parrinello method used in molecular dynamics. The result is a seamless integration scheme, i.e. one that does not require knowing explicitly what the slow and fast variables are.


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Eric Vanden-Eijnden. "ON HMM-like integrators and projective integration methods for systems with multiple time scales." Commun. Math. Sci. 5 (2) 495 - 505, June 2007.


Published: June 2007
First available in Project Euclid: 9 July 2007

zbMATH: 1135.65302
MathSciNet: MR2334854

Primary: 34A50 , 60H35 , 65C30 , 65L20

Keywords: averaging theorems , HMM , multiscale integrators , projective integration methods , stiff ODEs

Rights: Copyright © 2007 International Press of Boston

Vol.5 • No. 2 • June 2007
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