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

[Matthew Knepley]

On Mon, Sep 28, 2020 at 10:10 PM Ji Zhang <gotofd at gmail.com> wrote:

> 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)?
>

We do not currently have anything that will integrate stochastic
differential equations directly. I think we have pieces you would need to
build the method.

  Thanks,

      Matt


> 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
>


-- 
What most experimenters take for granted before they begin their
experiments is infinitely more interesting than any results to which their
experiments lead.
-- Norbert Wiener

https://www.cse.buffalo.edu/~knepley/ <http://www.cse.buffalo.edu/~knepley/>
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