Concept
Explicit and implicit methods
Related publications (158)
Weak second order explicit stabilized methods for stiff stochastic differential equations
We introduce a new family of explicit integrators for stiff Ito stochastic differential equations (SDEs) of weak order two. These numerical methods belong to the class of one-step stabilized methods with extended stability domains and do not suffer from th ...
Siam Publications2013PIROCK: 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 t ...
Elsevier2013Numerical approximation of the unsteady Navier-Stokes equations with an application to the flow past a square cylinder
The goal of this project is to numerically solve the Navier-Stokes equations by using different numerical methods with particular emphasis on solving the problem of the flow past a square cylinder. In particular, we use the finite element method based on P ...
2013