On multiscale methods for dynamical systems, Markov chains, and PDEs, part II


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.

Katharina Matschke

MPI for Mathematics in the Sciences Contact via Mail