Integrators for Systems with Multiple Time-Scales

Eric Vanden-Eijnden

Courant Institute, New York University

In this talk, I will review several integrators that have been introduced to simulate efficiently systems with widely disparate time scales: projective integration methods, HMM-like multiscale integrators, and boosting methods. I will discuss the theoretical background of these integrators, show how they differ and explain what are their strengths and weaknesses. I will also illustrate HMM- like multiscale integrators in the context of the simulation of Markov jump processes arising e.g. in chemical kinetics.