[petsc-users] how to solve stochastic differential equations using PETSc

[Ji Zhang]

Dear all,

I'm studying physics. Now I have a group of ordinary differential equations
(kinetic equations) and I solve them using the Runge-Kutta method implied
in PETSc.

My question is, is there any solver or efficient method in PETSc that can
solve stochastic differential equations (i.e. Langevin equation)?

Thanks a lot.

Best,
Regards,
Zhang Ji, PhD student
Beijing Computational Science Research Center
Zhongguancun Software Park II, No. 10 Dongbeiwang West Road, Haidian
District, Beijing 100193, China
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