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math.NA2016
Spectral methods for multiscale stochastic differential equations
A. Abdulle, G. A. Pavliotis, U. Vaes
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 het…
math.NA2016
Multiscale methods for wave problems in heterogeneous media
Assyr Abdulle, Patrick Henning
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 wa…