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]
@article{BrehierR22,
title = {On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes},
author = {Charles-Edouard Bréhier and Shmuel Rakotonirina-Ricquebourg},
year = {2022},
doi = {10.1137/20m1379836},
url = {https://doi.org/10.1137/20m1379836},
researchr = {https://researchr.org/publication/BrehierR22},
cites = {0},
citedby = {0},
journal = {Multiscale Modeling & Simulation},
volume = {20},
number = {1},
pages = {118-163},
}