This thesis deals with the study of wall plasma interactions in a nuclear fusion reactor such as a tokamak. The goal is to propose methods to solve partial differential equations issued from edge plasma models. We focus on two difficulties for the numerical resolution of these models. The first issue concerns the complex shape of the tokamak wall: we choose volume penalty methods. Numerical tests on several penalization methods have been performed on a nonlinear hyperbolic problem. One of these methods has been extended to a quasilinear hyperbolic system with a non characteristic boundary and maximally strictly dissipative boundary conditions on a multidimensional domain: it is proven that this penalty method does not generate any boundary layer. The second question comes from the strong plasma anisotropy between the direction parallel to the magnetic field lines and the radial one. Concerning the electrical potential, this results in a very low parallel resistivity. In order to avoid the troubles due to the ill-posedness of the equations when the parallel resistivity tends to 0, we study asymptotic preserving (AP) methods. For 1D and 2D nonlinear models of the electrical potential, we performed the theoretical analysis and numerical simulations for two AP methods. A preliminary study of the coupling between volume penalty and AP methods is also presented.