An integration factor method for stochastic and stiff reaction-diffusion systems
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Cites work
- scientific article; zbMATH DE number 780705 (Why is no real title available?)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
- A numerical scheme for stochastic PDEs with Gevrey regularity
- A robust and efficient method for steady state patterns in reaction-diffusion systems
- An algorithmic introduction to numerical simulation of stochastic differential equations
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
- An introduction to computational stochastic PDEs
- Approximation for semilinear stochastic evolution equations
- Array-representation integration factor method for high-dimensional systems
- Balanced Implicit Methods for Stiff Stochastic Systems
- Compact integration factor methods for complex domains and adaptive mesh refinement
- Compact integration factor methods in high spatial dimensions
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- Effectiveness of implicit methods for stiff stochastic differential equations
- Efficient semi-implicit schemes for stiff systems
- Explicit methods for stiff stochastic differential equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Numerical solution of stochastic differential equations with additive noise by Runge-Kutta methods
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
- Reaction-diffusion model as a framework for understanding biological pattern formation
- The composite Euler method for stiff stochastic differential equations
- The numerical approximation of stochastic partial differential equations
Cited in
(13)- Fast implicit integration factor method for nonlinear space Riesz fractional reaction-diffusion equations
- Mixed weak-perturbative solution method for Maxwell's equations of diffusion with Müller's partial stress tensor in the low velocity limit
- Fast compact implicit integration factor method with non-uniform meshes for the two-dimensional nonlinear Riesz space-fractional reaction-diffusion equation
- Maximum bound principle preserving integrating factor Runge-Kutta methods for semilinear parabolic equations
- Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems
- Modeling fast diffusion processes in time integration of stiff stochastic differential equations
- Numerical methods for stiff reaction-diffusion systems
- Computational complexity study on Krylov integration factor WENO method for high spatial dimension convection-diffusion problems
- Computational singular perturbation analysis of stochastic chemical systems with stiffness
- Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
- Explicit integration of stiff stochastic differential equations via an efficient implementation of stochastic computational singular perturbation
- A hybrid stochastic method with adaptive time step control for reaction-diffusion systems
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