Publication | Date of Publication | Type |
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Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime | 2024-03-11 | Paper |
Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme | 2024-02-20 | Paper |
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations | 2024-01-12 | Paper |
Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime | 2023-09-20 | Paper |
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations | 2023-06-24 | Paper |
Positivity-preserving schemes for some nonlinear stochastic PDEs | 2023-04-21 | Paper |
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs | 2023-03-01 | Paper |
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations | 2023-02-17 | Paper |
Phoresis in cellular flows: from enhanced dispersion to blockage | 2022-09-19 | Paper |
Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation | 2022-07-19 | Paper |
The averaging principle for stochastic differential equations driven by a Wiener process revisited | 2022-04-06 | Paper |
Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs | 2022-03-20 | Paper |
Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs | 2022-03-20 | Paper |
On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes | 2022-03-15 | Paper |
Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme | 2022-02-21 | Paper |
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime | 2022-01-21 | Paper |
Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty | 2021-11-12 | Paper |
Computing return times or return periods with rare event algorithms | 2021-03-02 | Paper |
Analysis of an adaptive biasing force method based on self-interacting dynamics | 2020-09-29 | Paper |
Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation | 2020-08-17 | Paper |
Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component | 2020-04-29 | Paper |
On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs | 2020-01-21 | Paper |
Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs | 2019-12-30 | Paper |
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation | 2019-11-18 | Paper |
Analysis of some splitting schemes for the stochastic Allen-Cahn equation | 2019-08-28 | Paper |
Convergence analysis of adaptive biasing potential methods for diffusion processes | 2019-06-27 | Paper |
On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting | 2019-04-23 | Paper |
Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization | 2018-10-22 | Paper |
Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient | 2018-10-11 | Paper |
Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme | 2018-09-26 | Paper |
Analysis of Some Splitting Schemes for the Stochastic Allen-Cahn Equation | 2018-01-19 | Paper |
Unbiasedness of some generalized adaptive multilevel splitting algorithms | 2017-02-21 | Paper |
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting | 2017-01-20 | Paper |
High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise | 2016-08-08 | Paper |
Convergence of adaptive biasing potential methods for diffusions | 2016-07-25 | Paper |
Analysis of adaptive multilevel splitting algorithms in an idealized case | 2016-02-12 | Paper |
Analysis and simulation of rare events for SPDEs | 2016-02-10 | Paper |
Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting | 2016-01-21 | Paper |
Analysis of the Monte-Carlo Error in a Hybrid Semi-Lagrangian Scheme | 2015-11-16 | Paper |
Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise | 2014-02-25 | Paper |
Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs | 2013-07-18 | Paper |
Strong and weak orders in averaging for SPDEs | 2012-07-04 | Paper |
Splitting integrators for linear Vlasov equations with stochastic perturbations | 0001-01-03 | Paper |