  We propose a multilevel Monte Carlo method for a particle-based
asymptotic-preserving scheme for kinetic equations. Kinetic equations model
transport and collision of particles in a position-velocity phase-space. With a
diffusive scaling, the kinetic equation converges to an advection-diffusion
equation in the limit of zero mean free path. Classical particle-based
techniques suffer from a strict time-step restriction to maintain stability in
this limit. Asymptotic-preserving schemes provide a solution to this time step
restriction, but introduce a first-order error in the time step size. We
demonstrate how the multilevel Monte Carlo method can be used as a bias
reduction technique to perform accurate simulations in the diffusive regime,
while leveraging the reduced simulation cost given by the asymptotic-preserving
scheme. We describe how to achieve the necessary correlation between simulation
paths at different levels and demonstrate the potential of the approach via
numerical experiments.
