Analysis of an asymptotic preserving scheme for stochastic linear kinetic equations in the diffusion limit
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Publication:6299143
DOI10.1137/18M1175641arXiv1803.06130MaRDI QIDQ6299143FDOQ6299143
Authors: Nathalie Ayi, Erwan Faou 
Publication date: 16 March 2018
Abstract: We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perfom a mathematical analysis and prove that the scheme is uniformly stable with respect to the mean free path of the particles in the simple telegraph model and in the general case. We present several numerical tests which validate our scheme.
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic models, generic numerical methods in probability and statistics (65C20)
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