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.

    Organizational unit
    Vilmart Group - Math
    MIT License
    ROCK method, Stabilized second-order integration method, Partitioned Runge–Kutta methods, Stiff problems, Advection–diffusion–reaction problems, Stochastic differential equations
Publication date30/01/2023
Retention date27/01/2033
accessLevelPublicAccess levelPublic
duaNoneContract on the use of data
  • Abdulle, Assyr
  • Vilmart, Gilles orcid
  • Quality (0 Reviews)
  • Usefulness (0 Reviews)

Datacite metadata

Packages information

Similar archives

Vilmart Group - Math
A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics
2023 accessLevelPublic Public 11.1 MB
Vilmart Group - Math
Multirevolution integrators for SDEs with fast stochastic oscillations and the nonlinear Schrödinger equation with fast white noise dispersion
2023 accessLevelPublic Public 4.3 MB
Vilmart Group - Math
High order integrators for sampling the invariant measure of constrained overdamped Langevin dynamics
2023 accessLevelPublic Public 73.8 MB
Vilmart Group - Math
SK-ROCK: Optimal explicit stabilized integrator of weak order one for stiff and ergodic Itô stochastic differential equations
2023 accessLevelPublic Public 23.0 KB
All rights reserved by DLCM and the University of GenevaunigeBlack