@inbook{2bce41212aae420b91ef0bfe2dda8647,
title = "Coupling PDEs and SDEs: The illustrative example of the multiscale simulation of viscoelastic flows",
abstract = "We present an overview of models which couple a partial differential equation with a stochastic differential equation posed at each point of the physical space. Such systems in particular arise in multiscale models of complex fluids, but also in the modeling of emission and transport of photons for example. For each case, we mention the mathematical and numerical issues and indicate the main results obtained so far.",
keywords = "Coupled systems, Fokker-Planck equation, Monte Carlo method, Multiscale models, Partial differential equation, Particle systems, Stochastic differential equation",
author = "Benjamin Jourdain and \{Le Bris\}, Claude and Tony Leli{\`e}vre",
year = "2005",
month = jan,
day = "1",
doi = "10.1007/3-540-26444-2\_7",
language = "English",
isbn = "9783540253358",
series = "Lecture Notes in Computational Science and Engineering",
publisher = "Springer Verlag",
pages = "149--168",
booktitle = "Multiscale Methods in Science and Engineering",
}