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Article Dans Une Revue SIAM/ASA Journal on Uncertainty Quantification Année : 2019

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

Résumé

We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perform 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.
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Dates et versions

hal-01734515 , version 1 (14-03-2018)

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Nathalie Ayi, Erwan Faou. Analysis of an asymptotic preserving scheme for stochastic linear kinetic equations in the diffusion limit. SIAM/ASA Journal on Uncertainty Quantification, 2019, 7 (2), pp.760-785. ⟨10.1137/18M1175641⟩. ⟨hal-01734515⟩
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