On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes

Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg. On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes. Multiscale Modeling & Simulation, 20(1):118-163, 2022. [doi]

Abstract

Abstract is missing.