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
