主 题: ROCK and S-ROCK methods for stiff/multiscale differential Equations
报告人: Prof.Assyr Abdulle (University of Edinburgh)
时 间: 2008-06-12 上午 10:30 - 11:30
地 点: 理科一号楼 1303
The past few years have seen growing research activities aiming at
developing explicit methods for stiff or multiscale time dependent
problems. Explicit one-step methods, called Chebyshev methods, for the
efficient solution of large stiff deterministic systems (mainly
originating from time dependent partial differential equations) have a
long history.
In the first part of his talk we discuss a class of Chebyshev methods,
called ROCK, for the numerical solution of stiff/multiscale
deterministic systems. Until recently, Chebyshev methods were designed
only for deterministic problems.
In the second part of the talk, we will discuss a new class of
stabilized methods, called S-ROCK, for the numerical solution of stiff
stochastic systems.
