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A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or Chebyshev method) for ...
A new explicit stabilized scheme of weak order one for stiff and ergodic stochastic differential equations (SDEs) is introduced. In the absence of noise, the new method coincides with the classical deterministic stabilized scheme (or Chebyshev method) for ...
In this paper we discuss partial differential equations with multiple scales for which scale resolution are needed in some subregions, while a separation of scale and numerical homogenization is possible in the remaining part of the computational domain. D ...
A family of effective equations for the wave equation in locally periodic media over long time is derived. In particular, explicit formulas for the effective tensors are provided. To validate the derivation, an a priori error estimate between the effective ...
A reduced basis Darcy-Stokes finite element heterogeneous multiscale method (RB-DS-FE-HMM) is proposed for the Stokes problem in porous media. The multiscale method is based on the Darcy-Stokes finite element heterogeneous multiscale method (DS-FE-HMM) int ...
A new multiscale method combined with model order reduction is proposed for flow problems in three-scale porous media. We derive an effective three-scale model that couples a macroscopic Darcy equation, a mesoscopic Stokes-Brinkman equation, and a microsco ...
This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free method, which rely o ...
A new multiscale coupling method is proposed for elliptic problems with highly oscillatory coefficients with a continuum of scales in a subset of the computational domain and scale separation in complementary regions of the computational domain. A disconti ...
Society for Industrial and Applied Mathematics2016
A new numerical method based on numerical homogenization and model order reduction is introduced for the solution of multiscale inverse problems. We consider a class of elliptic problems with highly oscillatory tensors that varies on a microscopic scale. W ...
A new numerical method based on numerical homogenization and model order reduction is introduced for the solution of multiscale inverse problems. We consider a class of elliptic problems with highly oscillatory tensors that varies on a microscopic scale. W ...