Stochastic Modelisation and Parallel Computing

Abstract

In this paper we present the parallelization of the code “MIXAGE” 3D on the T-Node tandem of JRC-Ispra. This code solves numerically parabolic systems of partial differential equations. These equations, which govern many physical, chemical or biological phenomena, describe time-dependent diffusion in heterogeneous media. We use mainly stochastic differential equations associated to the equation $$ \frac{\partial \texttt{f}}{\partial \texttt{t}} = \triangledown (\texttt{D} \triangledown \texttt{f}) $$ Moreover, we defined the evolution operators corresponding to the different physical phenomena. By a process that we call “mixing”, we construct the general solution considering simultaneously all the physical phenomena.