Improving the stochastic direct simulation method with applications to evolution partial differential equations

DOI10.1016/J.AMC.2016.05.033MaRDI QIDQ1733650zbMATH OpenOpenAlexFDO

Authors Flavius Guiaş, Pavel Eremeev

Publication date 21 March 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2016.05.033

zbMATH Keywords

Markov jump processesmethod of linesnonlinear diffusionradiation diffusionreaction-diffusionstochastic simulation method

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cites work

• Computational Methods in Transport
• CONVERGENCE PROPERTIES OF A STOCHASTIC MODEL FOR COAGULATION-FRAGMENTATION PROCESSES WITH DIFFUSION
• Direct simulation of the infinitesimal dynamics of semi-discrete approximations for convection-diffusion-reaction problems
• Error analysis of tau-leap simulation methods
• Fully implicit solution of large-scale non-equilibrium radiation diffusion with high order time integration
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 1967777 (Why is no real title available?)
• Implicit peer methods for large stiff ODE systems
• Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
• Observations on an adaptive moving grid method for one-dimensional systems of partial differential equations
• Physics-based preconditioning and the Newton-Krylov method for non-equilibrium radiation diffusion
• Solution of Equilibrium Radiation Diffusion Problems Using Implicit Adaptive Mesh Refinement

Cited in

(2)

• Explicit stochastic ODE solution methods applied to high-temperature combustion
• Direct simulation of the infinitesimal dynamics of semi-discrete approximations for convection-diffusion-reaction problems

Describes a project that uses

Uses Software

• PDEX1M

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