Talk
On multiscale methods for dynamical systems, Markov chains, and PDEs, part I
- Fatihcan Atay
Abstract
The lectures are meant to give introductions to non-experts, and we shall therefore only treat the basic concepts and ideas and omit many technical subtleties or generalizations.
Some useful references are
- Sanders, Verhulst, Murdock, Averaging methods
- Pavliotis, Stuart, Multiscale techniques
and for the background, for example
- Berglund, Gentz, Noise-induced phenomena
- dal Maso, Gamma-convergence
- Jost, Dynamical systems
- Jost, Partial differential equations
- Jost, Li-Jost, Calculus of variations
and others.