Modelling of Langevin Equations by the Method of Multiple Scales

We are motivated to model particle Coulomb collisions to simulate the physical interaction of charged particles with electromagentic fields. Such collision operators can be modelled by a Langevin equation, which is a multiscale stochastic differential equation. Due to its multiple scales, we have to apply a multiscale method simultaneously on widely different scales. We extend standard splitting approaches to such multiscale equations. In the numerical experiments, we discuss our results for the different scales.