We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation describing the system’s evolution on slow time scales. For this purpose, we start from the corresponding path integral representation of the stochastic system...

We present a new method, based on averaging, to simulate certain systems with multiple time scales efficiently and demonstrate its utility in the context of the shallow-water equations. We first develop the method in a simple linear setting and analytically prove its stability. This is followed by an extension to the full equations and a presentation of a computational model for it. In this pre...

A new algorithm, called boosted hybrid method, is proposed for the simulation of chemical reaction systems with scale-separation in time and disparity in species population. For such stiff systems, the algorithm can automatically identify scale-separation in time and slow down the fast reactions while maintaining a good approximation to the original effective dynamics. This technique is called ...

The method of multiple scales is used to introduce a small-time scale into the nonlinear diffusion equation modelling the spreading of a thin liquid drop under gravity. The Lie group method is used to analyse the resulting system. An approximate group invariant solution and an approximation to the waiting-time is obtained. A mathematical description of a spreading drop with non-infinite contact...

We propose a method to infer the coupling structure in networks of nonlinear oscillatory systems with multiple time scales. The method of partial phase synchronization allows us to infer the coupling structure for coupled nonlinear oscillators with one well-defined time scale. The case of oscillators with multiple time scales has remained a challenge until now. Here, we introduce partial recurr...

The method of variation of constants is an important tool used to solve systems of ordinary differential equations, and was invented by Euler and Lagrange to solve a problem in orbital mechanics. This methodology assumes that certain "constants" associated with a homogeneous problem will vary in time in response to an external force. It also introduces one or more constraint equations. We show ...