快慢系统中异质多尺度方法中波动的研究
Fluctuations in the heterogeneous multiscale methods for fast-slow systems
AI总结:
本文研究了异质多尺度方法如何处理快慢系统中慢变量的波动,指出标准HMM放大了这些波动,并提出平行HMM修正此问题,同时验证了tau-leaping方法在马尔可夫跳跃过程中的有效性。
摘要:
本文研究了异质多尺度方法(HMM)如何处理快慢系统中作用于慢变量的波动。通过中心极限定理(CLT)和大偏差原理(LDP)的分析,指出标准版本的HMM会人为放大这些波动。引入了一种简单的HMM修改方法,称为并行HMM,证明其能够纠正这一问题,在CLT和LDP的层面正确捕捉波动。类似的论证也可用于证明在Gillespie随机模拟算法中使用的tau-leaping方法也能正确捕捉这些过程的CLT和LDP。
英文摘要:
How heterogeneous multiscale methods (HMM) handle fluctuations acting on the slow variables in fast-slow systems is investigated. In particular, it is shown via analysis of central limit theorems (CLT) and large deviation principles (LDP) that the standard version of HMM artificially amplifies these fluctuations. A simple modification of HMM, termed parallel HMM, is introduced and is shown to remedy this problem, capturing fluctuations correctly both at the level of the CLT and the LDP. Similar type of arguments can also be used to justify that the tau-leaping method used in the context of Gillespie's stochastic simulation algorithm for Markov jump processes also captures the right CLT and LDP for these processes.
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