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Heterogeneous multiscale methods for stiff ordinary differential equations
KTH, School of Computer Science and Communication (CSC), Numerical Analysis and Computer Science, NADA.
2005 (English)In: Mathematics of Computation, ISSN 0025-5718, E-ISSN 1088-6842, Vol. 74, no 252, 1707-1742 p.Article in journal (Refereed) Published
Abstract [en]

The heterogeneous multiscale methods (HMM) is a general framework for the numerical approximation of multiscale problems. It is here developed for ordinary differential equations containing different time scales. Stability and convergence results for the proposed HMM methods are presented together with numerical tests. The analysis covers some existing methods and the new algorithms that are based on higher-order estimates of the effective force by kernels satisfying certain moment conditions and regularity properties. These new methods have superior computational complexity compared to traditional methods for stiff problems with oscillatory solutions.

Place, publisher, year, edition, pages
2005. Vol. 74, no 252, 1707-1742 p.
Keyword [en]
different time scales, filtering techniques, numerical-solution, systems, manifolds, satellite, error, orbit
National Category
Computer and Information Science
URN: urn:nbn:se:kth:diva-15102ISI: 000232493700007ScopusID: 2-s2.0-27144438542OAI: diva2:333143
QC 20100525Available from: 2010-08-05 Created: 2010-08-05 Last updated: 2012-02-03Bibliographically approved

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Engquist, Björn
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