Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Asymptotic Preserving schemes for a class of Stochastic Differential
  Equations in averaging and diffusion approximation regimes   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 examples, crude schemes fail to capture the correct limiting
equation resulting from averaging and diffusion approximation procedures. We
propose examples of Asymptotic Preserving schemes: when the time-scale
separation vanishes, one obtains a limiting scheme, which is shown to be
consistent in distribution with the limiting Stochastic Differential Equation.
Numerical experiments illustrate the importance of the proposed Asymptotic
Preserving schemes for several examples. In addition, in the averaging regime,
error estimates are obtained and the proposed scheme is proved to be uniformly
accurate.

27
The categories of this paper are: comp-gas
11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
16
The categories of this paper are: stat
7
The categories of this paper are: hep-th
23
The categories of this paper are: solv-int
15
The categories of this paper are: nucl-ex
12
The categories of this paper are: nucl-th
28
The categories of this paper are: alg-geom
8
The categories of this paper are: hep-ex
0
The categories of this paper are: hep-ph
36
The categories of this paper are: cmp-lg
17
The categories of this paper are: q-fin
10
The categories of this paper are: q-bio
13
The categories of this paper are: quant-ph
9
The categories of this paper are: nlin