An integration factor method for stochastic and stiff reaction-diffusion systems
DOI10.1016/J.JCP.2015.04.028zbMATH Open1349.65540DBLPjournals/jcphy/TaWN15OpenAlexW2090954108WikidataQ42128460 ScholiaQ42128460MaRDI QIDQ350089FDOQ350089
Authors: 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
Recommendations
- Numerical methods for stiff reaction-diffusion systems
- Efficient semi-implicit schemes for stiff systems
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
- A hybrid method for stiff reaction-diffusion equations
- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
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)
Cites Work
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- Approximation for semilinear stochastic evolution equations
- An algorithmic introduction to numerical simulation of stochastic differential equations
- An introduction to computational stochastic PDEs
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Balanced Implicit Methods for Stiff Stochastic Systems
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise
- The numerical approximation of stochastic partial differential equations
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
- The composite Euler method for stiff stochastic differential equations
- Compact integration factor methods for complex domains and adaptive mesh refinement
- Reaction-diffusion model as a framework for understanding biological pattern formation
- A numerical scheme for stochastic PDEs with Gevrey regularity
- Efficient semi-implicit schemes for stiff systems
- Explicit Methods for Stiff Stochastic Differential Equations
- Title not available (Why is that?)
- Effectiveness of implicit methods for stiff stochastic differential equations
- Array-representation integration factor method for high-dimensional systems
- A robust and efficient method for steady state patterns in reaction-diffusion systems
- Title not available (Why is that?)
- Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs
- Compact integration factor methods in high spatial dimensions
- An implicit Euler scheme with non-uniform time discretization for heat equations with multiplicative noise
Cited In (11)
- Fast implicit integration factor method for nonlinear space Riesz fractional reaction-diffusion equations
- Fast compact implicit integration factor method with non-uniform meshes for the two-dimensional nonlinear Riesz space-fractional reaction-diffusion equation
- Numerical methods for stiff reaction-diffusion systems
- Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems
- Computational singular perturbation analysis of stochastic chemical systems with stiffness
- Maximum bound principle preserving integrating factor Runge-Kutta methods for semilinear parabolic equations
- Computational complexity study on Krylov integration factor WENO method for high spatial dimension convection-diffusion problems
- Fast numerical schemes for nonlinear space-fractional multidelay reaction-diffusion equations by implicit integration factor methods
- Mixed weak-perturbative solution method for Maxwell's equations of diffusion with Müller's partial stress tensor in the low velocity limit
- A hybrid stochastic method with adaptive time step control for reaction-diffusion systems
- Modeling fast diffusion processes in time integration of stiff stochastic differential equations
This page was built for publication: An integration factor method for stochastic and stiff reaction-diffusion systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q350089)