SIAM Journal on Numerical Analysis, Vol. 54, No. 1 (2016), pp. 1-33 (33 pages) We investigate a high-order, fully explicit, asymptotic-preserving scheme for a kinetic equation with linear relaxation, ...

This is a preview. Log in through your library . Abstract A variety of stochastic models in population genetics, which lead to diffusion equations in several dimensions, are described. Because these ...

Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...

The field of asymptotic analysis serves as a cornerstone in understanding the behaviour of wave equations and their applications in hydrodynamics. This area of research focuses on developing ...