We explore several topics in multiscale modeling, with an emphasis on numerical analysis and applications. Throughout Chapters 2 to 4, our investigation is guided by asymptotic calculations and numerical experiments based on spectral methods. In Chapter 2, we present a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, the numerical methodology that we present is based on a spectral method. We use an expansion in Hermite functions to approximate the solution of an appropriate Poisson equation, which is used in order to calculate the coefficients in the homogenized equation. Extensions of this method are presented in Chapter 3 and 4, where the...
This book is about numerical modeling of multiscale problems, and introduces several asymptotic anal...
textEfficient and robust numerical simulation of multiscale problems encountered in science and engi...
In this dissertation, we study large deviations problems for stochastic dynamical systems. First, we...
This paper presents a new method for the solution of multiscale stochastic differential equations at...
This paper presents a new method for the solution of multiscale stochastic differential equations at...
This paper presents a new method for the solution of multiscale stochastic differential equations at...
This thesis addresses the sampling problem in a high-dimensional space, i.e., the computation of av...
This introduction to multiscale methods gives readers a broad overview of the many uses and applicat...
Many real life problems have multiple spatial scales. In addition to the multiscale nature one has t...
This introduction to multiscale methods gives readers a broad overview of their many uses and applic...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
2013-08-02This dissertation focuses on facilitating the analysis of probabilistic models for physica...
The works reported in this manuscript combine probabilistic models, tools from analysis of partial d...
Abstract iii Contents ...
Abstract iii Contents ...
This book is about numerical modeling of multiscale problems, and introduces several asymptotic anal...
textEfficient and robust numerical simulation of multiscale problems encountered in science and engi...
In this dissertation, we study large deviations problems for stochastic dynamical systems. First, we...
This paper presents a new method for the solution of multiscale stochastic differential equations at...
This paper presents a new method for the solution of multiscale stochastic differential equations at...
This paper presents a new method for the solution of multiscale stochastic differential equations at...
This thesis addresses the sampling problem in a high-dimensional space, i.e., the computation of av...
This introduction to multiscale methods gives readers a broad overview of the many uses and applicat...
Many real life problems have multiple spatial scales. In addition to the multiscale nature one has t...
This introduction to multiscale methods gives readers a broad overview of their many uses and applic...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
2013-08-02This dissertation focuses on facilitating the analysis of probabilistic models for physica...
The works reported in this manuscript combine probabilistic models, tools from analysis of partial d...
Abstract iii Contents ...
Abstract iii Contents ...
This book is about numerical modeling of multiscale problems, and introduces several asymptotic anal...
textEfficient and robust numerical simulation of multiscale problems encountered in science and engi...
In this dissertation, we study large deviations problems for stochastic dynamical systems. First, we...