PIROCK: A swiss-knife integrator for stiff diffusion-advection-reaction-noise problems

This code is described in: A. Abdulle and G. Vilmart, PIROCK: a swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise, J. Comp. Phys. 242 (2013), 869-888. http://dx.doi.org/10.1016/j.jcp.2013.02.009 This code is a modification of the code ROCK2 (A. Abdulle, 2002), A. Abdulle & A.A. Medovikov, Second order Chebyshev methods based on orthogonal polynomials, Numer. Math. 90, no. 1 (2001), 1-18. http://dx.doi.org/10.1007/s002110100292 Content: - Fortran code pirock.f and driver examples, - Fortran random number generator zufall.f (by W. P. Petersen ETH Zurich 1994) (other random number generators could be used). Version: October 8, 2012.

Keywords: ROCK method, Stabilized second-order integration method, Partitioned Runge–Kutta methods, Stiff problems, Advection–diffusion–reaction problems, Stochastic differential equations

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30/01/2023

Retention date27/01/2033

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