Fluctuations in the heterogeneous multiscale methods for fast-slow   systems
  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. 
David Kelly and Eric Vanden-Eijnden
math.PR math.NA