An integration factor method for stochastic and stiff reaction-diffusion systems
DOI10.1016/j.jcp.2015.04.028zbMath1349.65540OpenAlexW2090954108WikidataQ42128460 ScholiaQ42128460MaRDI QIDQ350089
Catherine Ta, Dongyong Wang, Qing Nie
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2015.04.028
patternsactivator-substrate systemIIF-Maruyamaintegration factor methodstochastic reaction-diffusion systems
Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
Related Items (9)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Array-representation integration factor method for high-dimensional systems
- A robust and efficient method for steady state patterns in reaction-diffusion systems
- The numerical approximation of stochastic partial differential equations
- Compact integration factor methods in high spatial dimensions
- Compact integration factor methods for complex domains and adaptive mesh refinement
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
- Approximation for semilinear stochastic evolution equations
- Efficient semi-implicit schemes for stiff systems
- An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
- Explicit Methods for Stiff Stochastic Differential Equations
- An Introduction to Computational Stochastic PDEs
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Reaction-Diffusion Model as a Framework for Understanding Biological Pattern Formation
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
- Balanced Implicit Methods for Stiff Stochastic Systems
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- A numerical scheme for stochastic PDEs with Gevrey regularity
- The composite Euler method for stiff stochastic differential equations
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
This page was built for publication: An integration factor method for stochastic and stiff reaction-diffusion systems