We present a new numerical multiscale integrator for stiff and highly
oscillatory dynamical systems. The new algorithm can be seen as an improved
version of the seamless Heterogeneous Multiscale Method by E, Ren, and
Vanden-Eijnden and the method FLAVORS by Tao, Owhadi, and Marsden. It
approximates slowly changing quantities in the solution with higher accuracy
than these other methods while
... [Show full abstract] maintaining the same computational complexity.
To achieve higher accuracy, it uses variable mesoscopic time steps which are
determined by a special function satisfying moment and regularity conditions.
Detailed analytical and numerical comparison between the different methods are
given.