On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes (Q5064412)
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scientific article; zbMATH DE number 7490838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes |
scientific article; zbMATH DE number 7490838 |
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On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes (English)
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15 March 2022
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asymptotic preserving schemes
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multiscale methods
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slow-fast stochastic differential equations
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averaging principle
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diffusion approximation
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weak approximation
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