De-Rui Sheng

Asymptotic preservation of an exponential Euler method under Hamiltonian fast advection with multiple critical points

We establish the asymptotic-preserving property of the exponential Euler method for stochastic reaction-diffusion-advection equations in $\mathbb R^2$ under fast Hamiltonian advection with multiple critical points. In the fast-advection limit, the dynamics reduces to a stochastic partial differential equation on a nonc...