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Multiscale is a hallmark feature of complex systems, presenting challenges for traditional numerical methods due to their reliance on local Taylor series constraints. Further, multiscale techniques often face limitations in identifying appropriate heuristic closures used to handle unresolved scales or processes within the system being modeled. In this study, we develop an efficient time-stepping strategy for multiscale problems. The proposed method's novelty lies in synergizing the hierarchical deep learning formalism with an adaptive step-size estimation process to approximate dynamical system flow maps across timescales efficiently. The model is purely data-driven and provides improved forecasting accuracy compared to fixed-step neural network time steppers. To demonstrate the effectiveness of the proposed scheme, we provide numerical simulations for several canonical nonlinear systems and source codes for their implementation. We believe the method has the potential to benefit multiscale analysis of complex systems and encourage further investigation in this area. • Identifies potential drawbacks in the current multiscale methods. • Introduces efficient time-stepping algorithm for multiscale problems using hierarchical deep learning. • Demonstrates the application of adaptive time-stepping on canonical ODEs and PDEs with noisy measurements. [ABSTRACT FROM AUTHOR]

Multiscale is a hallmark feature of complex systems, presenting challenges for traditional numerical methods due to their reliance on local Taylor series constraints. Further, multiscale techniques often face limitations in identifying appropriate heuristic closures used to handle unresolved scales or processes within the system being modeled. In this study, we develop an efficient time-stepping strategy for multiscale problems. The proposed method's novelty lies in synergizing the hierarchical deep learning formalism with an adaptive step-size estimation process to approximate dynamical system flow maps across timescales efficiently. The model is purely data-driven and provides improved forecasting accuracy compared to fixed-step neural network time steppers. To demonstrate the effectiveness of the proposed scheme, we provide numerical simulations for several canonical nonlinear systems and source codes for their implementation. We believe the method has the potential to benefit multiscale analysis of complex systems and encourage further investigation in this area. • Identifies potential drawbacks in the current multiscale methods. • Introduces efficient time-stepping algorithm for multiscale problems using hierarchical deep learning. • Demonstrates the application of adaptive time-stepping on canonical ODEs and PDEs with noisy measurements. [ABSTRACT FROM AUTHOR]