SAIP2016

Stochastic differential equations as a powerful numerical tool

6 Jul 2016, 16:10

1h 50m

Kramer Law building

Board: G.087

Poster Presentation Track G - Theoretical and Computational Physics Poster Session (2)

Speaker

Dr Du Toit Strauss (Centre for Space Research, North-West University)

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Yes

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No

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Yes

Abstract content <br> &nbsp; (Max 300 words)<br><a href="http://events.saip.org.za/getFile.py/access?resId=0&materialId=0&confId=34" target="_blank">Formatting &<br>Special chars</a>

Any diffusion equation (second-order partial differential equation) can, in principle, be re-written into a set (as is the case for higher dimensions) of stochastic differential equations (SDEs), which are, for the most part, much easier to solve numerically. Applying this approach to simulating the propagation of charged particles in astrophysical plasmas, we illustrate the use of this powerful numerical solver. Example solutions are shown and discussed for a variety of different model set-ups and boundary conditions. We also illustrate the effectiveness of this numerical approach when executing the model on parallel computing systems and graphical processing units (GPUs).