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Multiscale methods for stiff ODE: closure and consistency
Author(s) -
Sharp Richard,
Tsai Richard,
Engquist Björn
Publication year - 2007
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200700697
Subject(s) - ode , closure (psychology) , consistency (knowledge bases) , set (abstract data type) , mathematics , algorithm , computer science , statistical physics , physics , geometry , economics , market economy , programming language
We apply a Heterogeneous Multiscale Method style algorithm to highly oscillatory ODEs. The algorithm tracks the slow evolution of a system in a manner consistent with, but more efficient than methods that resolve the fast oscillations. An example is given where local time averages of the original system variables form a closed set of macroscopic variables. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)