A modified Milstein Monte Carlo scheme computes effective diffusivities in nondivergence-form homogenization with large drift at error O(h^2 + 1/T + 1/sqrt(M)), with 2D and 3D tests.
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Numerical approximation of effective diffusivities in homogenization of nondivergence-form equations with large drift by a Lagrangian method
A modified Milstein Monte Carlo scheme computes effective diffusivities in nondivergence-form homogenization with large drift at error O(h^2 + 1/T + 1/sqrt(M)), with 2D and 3D tests.