PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise. A partitioned implicit-explicit orthogonal Runge-Kutta method (PIROCK) is proposed for the time integration of diffusion-advection-reaction problems with possibly severely stiff reaction terms and stiff stochastic terms. The diffusion terms are solved by the explicit second order orthogonal Chebyshev method (ROCK2), while the stiff reaction terms (solved implicitly) and the advection and noise terms (solved explicitly) are integrated in the algorithm as finishing procedures. It is shown that the various coupling (between diffusion, reaction, advection and noise) can be stabilized in the PIROCK method. The method, implemented in a single black-box code that is fully adaptive, provides error estimators for the various terms present in the problem, and requires from the user solely the right-hand side of the differential equation. Numerical experiments and comparisons with existing Chebyshev methods, IMEX methods and partitioned methods show the efficiency and flexibility of our new algorithm.
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References in zbMATH (referenced in 2 articles )
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- Abdulle, Assyr; Blumenthal, Adrian: Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (2013)
- Abdulle, Assyr; Vilmart, Gilles: PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise (2013)