Software

Numerical methods for multiscale partial differential equations

  • FE-HMM : a short matlab implementation of 2D and 3D elliptic and parabolic problems with multiple scales. Version of 2009.
  • FE-HMM-nonlin : a short matlab implementation of nonlinear elliptic and parabolic problems with multiple scales. Version of 2009.
  • DS-FE-HMM a short matlab implementation of 2D and 3D multiscale Stokes to Darcy problems usimg DG FEM and reduced basis. Version of 2016.
  • FE-HMM-Wave: a short matlab implementation of 2D wave problems with multiple scales. Version of 2019.

Numerical methods for ordinary or stochastic differential equations with multiples scales

  • ROCK2 : second order explicit methods for stiff differential equations (discretized advection-diffusion-reaction problems). Version of 2002.
  • ROCK4 : fourth order explicit methods for stiff differential equations (discretized advection-diffusion-reaction problems). Version of 2002.
  • SROCK2: weak second order explicit stabilized integrators for stiff Itô stochastic differential equations. Version of 2012.
  • S-SDIRK: weak second order drift-implicit mean-square A-stable integrators for stiff Itô stochastic differential equations. Version of 2013.
  • PIROCK a swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise. Version of 2013.
  • SK-ROCK: Optimal explicit stabilized integrator (using second kind Chebyshev polynomials) for stiff and ergodic stochastic differential equations. Version of 2018.