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

Abstract: We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perfom 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.