Analysis of an Asymptotic Preserving Scheme for Stochastic Linear Kinetic Equations in the Diffusion Limit

DOI10.1137/18M1175641MaRDI QIDQ5237175

Erwan Faou, Nathalie Ayi

Publication date: 17 October 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.06130

zbMATH Keywords

stability analysisdiffusion limitasymptotic preserving schemestochastic transport equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes ⋮ On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems ⋮ Asymptotic behavior of a class of multiple time scales stochastic kinetic equations ⋮ Stability-enhanced AP IMEX1-LDG Method: Energy-based Stability and Rigorous AP Property

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