Numerical schemes

An Asymptotic Preserving scheme for the diffusion limit of a stochastic linear kinetic equation

In this paper, we present an Asymptotic Preserving scheme for a stochastic linear kinetic equation. Its construction is based on a micro-macro decomposition. We start by explaining how we build it and then perform the formal numerical limit. After …

Analysis of an asymptotic preserving scheme for stochastic linear kinetic equations in the diffusion limit

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 mathemat- ical analysis and prove that the scheme is uniformly stable with respect …