Charles-Edouard Bréhier

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Person:432499

Available identifiers

zbMath Open brehier.charles-edouardWikidataQ57055164 ScholiaQ57055164MaRDI QIDQ432499

List of research outcomes

PublicationDate of PublicationType
Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime2024-03-11Paper
Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme2024-02-20Paper
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations2024-01-12Paper
Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime2023-09-20Paper
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations2023-06-24Paper
Positivity-preserving schemes for some nonlinear stochastic PDEs2023-04-21Paper
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs2023-03-01Paper
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations2023-02-17Paper
Phoresis in cellular flows: from enhanced dispersion to blockage2022-09-19Paper
Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation2022-07-19Paper
The averaging principle for stochastic differential equations driven by a Wiener process revisited2022-04-06Paper
Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs2022-03-20Paper
Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs2022-03-20Paper
On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes2022-03-15Paper
Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme2022-02-21Paper
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime2022-01-21Paper
Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty2021-11-12Paper
Computing return times or return periods with rare event algorithms2021-03-02Paper
Analysis of an adaptive biasing force method based on self-interacting dynamics2020-09-29Paper
Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation2020-08-17Paper
Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component2020-04-29Paper
On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs2020-01-21Paper
Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs2019-12-30Paper
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen–Cahn equation2019-11-18Paper
Analysis of some splitting schemes for the stochastic Allen-Cahn equation2019-08-28Paper
Convergence analysis of adaptive biasing potential methods for diffusion processes2019-06-27Paper
On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting2019-04-23Paper
Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization2018-10-22Paper
Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient2018-10-11Paper
Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme2018-09-26Paper
Analysis of Some Splitting Schemes for the Stochastic Allen-Cahn Equation2018-01-19Paper
Unbiasedness of some generalized adaptive multilevel splitting algorithms2017-02-21Paper
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting2017-01-20Paper
High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise2016-08-08Paper
Convergence of adaptive biasing potential methods for diffusions2016-07-25Paper
Analysis of adaptive multilevel splitting algorithms in an idealized case2016-02-12Paper
Analysis and simulation of rare events for SPDEs2016-02-10Paper
Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting2016-01-21Paper
Analysis of the Monte-Carlo Error in a Hybrid Semi-Lagrangian Scheme2015-11-16Paper
Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise2014-02-25Paper
Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs2013-07-18Paper
Strong and weak orders in averaging for SPDEs2012-07-04Paper

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