2 citations · 2 across the 2 of their papers we have counts for
3 papers
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters and : the evolution equation contains singular terms with respect to $…
On Asymptotic Preserving schemes for a class of Stochastic Differential Equations in averaging and diffusion approximation regimes
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some exampl…
Diffusion limit for a stochastic kinetic problem with unbounded driving process
Shmuel Rakotonirina-Ricquebourg
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prov…