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In this paper we give a survey on various multiscale methods for the numerical solution of second order hyperbolic equations in highly heterogeneous media. We concentrate on the wave equation and distinguish between two classes of…

Numerical Analysis · Mathematics 2016-05-26 Assyr Abdulle , Patrick Henning

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

Machine Learning · Computer Science 2025-10-23 Elias Al Ghazal , Jad Mounayer , Beatriz Moya , Sebastian Rodriguez , Chady Ghnatios , Francisco Chinesta

Simulating physical problems involving multi-time scale coupling is challenging due to the need of solving these multi-time scale processes simultaneously. In response to this challenge, this paper proposed an explicit multi-time step…

Computational Engineering, Finance, and Science · Computer Science 2023-09-11 Xiaojing Tang , Dong Wu , Zhengtong Wang , Oskar Haidn , Xiangyu Hu

Multi-physics simulation often involve multiple different scales. The ARKODE ODE solver package in the SUNDIALS library addresses multi-scale problems with a multi-rate time-integrator that can work with a right-hand side that has fast…

Numerical Analysis · Mathematics 2023-05-05 Cody J. Balos

Systems across different industries consist of interrelated processes and decisions in different time scales including long-time decisions and short-term decisions. To optimize such systems, the most effective approach is to formulate and…

Optimization and Control · Mathematics 2025-03-25 Asha Ramanujam , Can Li

We present a method of discrete modeling and analysis of multilevel dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. Architectural model of information system supporting simulation…

Computational Engineering, Finance, and Science · Computer Science 2008-09-23 Armen Bagdasaryan

By a high-order numerical homogenization method, a heterogeneous multiscale scheme was developed in Jin & Li (2022) for evolving differential equations containing two time scales. In this paper, we further explore the technique to propose…

Numerical Analysis · Mathematics 2025-09-25 Bojin Chen , Zeyu Jin , Ruo Li

The methods are proposed for evaluation of complex dynamical systems, choice of their optimal operating modes, determination of optimal operating system from given class of equivalent systems, system's timeline behaviour analysis on the…

Optimization and Control · Mathematics 2016-03-04 Dmytro Polishchuk , Olexandr Polishchuk

Implicit methods for the numerical solution of initial-value problems may admit multiple solutions at any given time step. Accordingly, their nonlinear solvers may converge to any of these solutions. Below a critical timestep, exactly one…

Numerical Analysis · Mathematics 2019-12-20 K. R. Green , G. W. Patrick , R. J. Spiteri

A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…

Numerical Analysis · Mathematics 2024-08-09 Andrés Centeno , Juan A. Acebrón , José Monteiro

In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $\alpha$-stable processes, which are used to estimate the effect that the fast…

Probability · Mathematics 2020-06-02 Yanjie Zhang , Xiao Wang , Zibo Wang , Jinqiao Duan

In this paper, we combine the method of multiple scales and the method of matched asymptotic expansions to construct uniformly-valid asymptotic solutions to autonomous and non-autonomous difference equations in the neighbourhood of a…

Dynamical Systems · Mathematics 2016-01-14 Cameron L. Hall , Christopher J. Lustri

Most methods for modelling dynamics posit just two time scales: a fast and a slow scale. But many applications, including many in continuum mechanics, possess a wide variety of space-time scales; often they possess a continuum of space-time…

Cellular Automata and Lattice Gases · Physics 2008-02-11 A. J. Roberts

Multiscale is a hallmark feature of complex nonlinear systems. While the simulation using the classical numerical methods is restricted by the local \textit{Taylor} series constraints, the multiscale techniques are often limited by finding…

Dynamical Systems · Mathematics 2024-05-07 Asif Hamid , Danish Rafiq , Shahkar Ahmad Nahvi , Mohammad Abid Bazaz

In this work, we propose multicontinuum splitting schemes for the wave equation with a high-contrast coefficient, extending our previous research on multiscale flow problems. The proposed approach consists of two main parts: decomposing the…

Numerical Analysis · Mathematics 2025-06-03 Mohsen Alshahrani , Buzheng Shan

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…

Numerical Analysis · Mathematics 2024-06-21 Sina Ober-Blöbaum , Theresa Wenger , Tobias Gail , Sigrid Leyendecker

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

In this paper, we study temporal splitting algorithms for multiscale problems. The exact fine-grid spatial problems typically require some reduction in degrees of freedom. Multiscale algorithms are designed to represent the fine-scale…

Numerical Analysis · Mathematics 2021-06-02 Yalchin Efendiev , Sai-Mang Pun , Petr N. Vabishchevich