The following pages link to Charles-Edouard Bréhier (Q432499):
Displaying 40 items.
- Strong and weak orders in averaging for SPDEs (Q432500) (← links)
- Unbiasedness of some generalized adaptive multilevel splitting algorithms (Q511481) (← links)
- Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient (Q1791739) (← links)
- Convergence analysis of adaptive biasing potential methods for diffusion processes (Q1999854) (← links)
- Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime (Q2069785) (← links)
- The averaging principle for stochastic differential equations driven by a Wiener process revisited (Q2122136) (← links)
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component (Q2175323) (← links)
- Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation (Q2192589) (← links)
- Analysis of an adaptive biasing force method based on self-interacting dynamics (Q2201502) (← links)
- Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty (Q2244910) (← links)
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
- Analysis of some splitting schemes for the stochastic Allen-Cahn equation (Q2321105) (← links)
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
- Convergence of adaptive biasing potential methods for diffusions (Q2630183) (← links)
- Analysis of adaptive multilevel splitting algorithms in an idealized case (Q2786485) (← links)
- Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs (Q2840394) (← links)
- Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting (Q2957034) (← links)
- High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
- Analysis of the Monte-Carlo Error in a Hybrid Semi-Lagrangian Scheme (Q3451332) (← links)
- Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting (Q3465405) (← links)
- On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting (Q4631847) (← links)
- Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme (Q4683792) (← links)
- Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization (Q4688169) (← links)
- Computing return times or return periods with rare event algorithms (Q4964550) (← links)
- Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (Q5034777) (← links)
- On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes (Q5064412) (← links)
- On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs (Q5210545) (← links)
- Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation (Q5243265) (← links)
- Analysis and simulation of rare events for SPDEs (Q5744934) (← links)
- Phoresis in cellular flows: from enhanced dispersion to blockage (Q5868004) (← links)
- Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs (Q5879401) (← links)
- Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime (Q6075446) (← links)
- Asymptotic behavior of a class of multiple time scales stochastic kinetic equations (Q6189180) (← links)
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (Q6192520) (← links)
- Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme (Q6197999) (← links)
- Splitting integrators for linear Vlasov equations with stochastic perturbations (Q6523954) (← links)
- Total variation error bounds for the accelerated exponential Euler scheme approximation of parabolic semilinear SPDEs (Q6561298) (← links)
- Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs (Q6574919) (← links)
- Splitting integrators for linear Vlasov equations with stochastic perturbations (Q6616292) (← links)
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations (Q6619597) (← links)
