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Splitting integrators for linear Vlasov equations with stochastic perturbations
Charles-Édouard Bréhier
,
David Cohen
Article dans une revue
hal-04950035
v1
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Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime
Charles-Edouard Bréhier
Article dans une revue
hal-03741112
v1
|
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Numerical Approximation of the Invariant Distribution for a Class of Stochastic Damped Wave Equations
Ziyi Lei
,
Charles-Édouard Bréhier
,
Siqing Gan
Article dans une revue
hal-04950043
v1
|
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Total Variation Error Bounds for the Approximation of the Invariant Distribution of Parabolic Semilinear SPDEs Using the Standard Euler Scheme
Charles-Édouard Bréhier
Article dans une revue
hal-04950029
v1
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Analysis of a Modified Regularity-Preserving Euler Scheme for Parabolic Semilinear SPDEs: Total Variation Error Bounds for the Numerical Approximation of the Invariant Distribution
Charles-Édouard Bréhier
Article dans une revue
hal-04950021
v1
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Numerical simulations of a stochastic dynamics leading to cascades and loss of regularity: Applications to fluid turbulence and generation of fractional Gaussian fields
Geoffrey Beck
,
Charles-Edouard Bréhier
,
Laurent Chevillard
,
Ricardo Grande
,
Wandrille Ruffenach
Article dans une revue
hal-04651190
v1
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Total Variation Error Bounds for the Accelerated Exponential Euler Scheme Approximation of Parabolic Semilinear SPDEs
Charles-Édouard Bréhier
Article dans une revue
hal-04950026
v1
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Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs
Charles-Edouard Bréhier
Article dans une revue
hal-03614537
v1
|
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Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
Charles-Edouard Bréhier
,
David Cohen
,
Johan Ulander
Article dans une revue
hal-04665132
v1
|
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Asymptotic behavior of a class of multiple time scales stochastic kinetic equations
Charles-Edouard Bréhier
,
Shmuel Rakotonirina-Ricquebourg
Article dans une revue
hal-03258628
v1
|
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Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
Charles-Edouard Bréhier
,
David Cohen
Article dans une revue
hal-02893328
v1
|
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Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
Charles-Edouard Bréhier
Article dans une revue
hal-03741115
v1
|
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Splitting integrators for stochastic Lie--Poisson systems
Charles-Edouard Bréhier
,
David Cohen
,
Tobias Jahnke
Article dans une revue
hal-03431169
v1
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Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme
Charles-Edouard Bréhier
Article dans une revue
hal-02955371
v1
|
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Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations
Charles-Edouard Bréhier
,
David Cohen
,
Giuseppe Giordano
Article dans une revue
hal-03735693
v1
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Phoresis in cellular flows: from enhanced dispersion to blockage
Romain Volk
,
Mickaël Bourgoin
,
Charles-Édouard Bréhier
,
Florence Raynal
Article dans une revue
hal-03619951
v2
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Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
Charles-Edouard Bréhier
Article dans une revue
hal-03560973
v1
|
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On asymptotic preserving schemes for a class of stochastic differential equations in averaging and diffusion approximation regimes
Charles-Edouard Bréhier
,
Shmuel Rakotonirina-Ricquebourg
Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2022, 20 (1), ⟨10.1137/20M1379836⟩
Article dans une revue
hal-02988284
v1
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Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion
Charles-Edouard Bréhier
,
David Cohen
Article dans une revue
hal-02986230
v1
|
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Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
Charles-Edouard Bréhier
Article dans une revue
hal-03211906
v1
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The averaging principle for stochastic differential equations driven by a Wiener process revisited
Charles-Edouard Bréhier
Article dans une revue
hal-03211903
v1
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Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Assyr Abdulle
,
Charles-Edouard Bréhier
,
Gilles Vilmart
Article dans une revue
hal-03133054
v1
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Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty
Elias Ventre
,
Thibault Espinasse
,
Charles-Edouard Bréhier
,
Vincent Calvez
,
Thomas Lepoutre
et al.
Article dans une revue
hal-03243421
v1
|
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Analysis of an Adaptive Biasing Force method based on self-interacting dynamics
Michel Benaïm
,
Charles-Edouard Bréhier
,
Pierre Monmarché
Article dans une revue
hal-02310672
v1
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Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
Charles-Edouard Bréhier
Article dans une revue
hal-01595881
v1
|
|
Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
Charles-Edouard Bréhier
,
Ludovic Goudenège
Article dans une revue
hal-01764290
v2
|
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On parareal algorithms for semilinear parabolic Stochastic PDEs
Charles-Edouard Bréhier
,
Xu Wang
Article dans une revue
hal-02022432
v1
|
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On the settling of small grains in dusty discs: analysis and formulas
Guillaume Laibe
,
Charles-Edouard Bréhier
,
Maxime Lombart
Article dans une revue
hal-03020151
v1
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Analysis of some splitting schemes for the stochastic Allen-Cahn equation
Charles-Edouard Bréhier
,
Ludovic Goudenège
Article dans une revue
hal-01688333
v1
|
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Convergence analysis of adaptive biasing potential methods for diffusion processes
Michel Benaïm
,
Charles-Edouard Bréhier
Article dans une revue
hal-01562639
v1
|
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On a new class of score functions to estimate tail probabilities of some stochastic processes with Adaptive Multilevel Splitting
Charles-Edouard Bréhier
,
Tony Lelièvre
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2019, 29, pp.033126. ⟨10.1063/1.5081440⟩
Article dans une revue
hal-01923385
v1
|
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Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
Charles-Edouard Bréhier
Article dans une revue
hal-01896026
v1
|
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Strong convergence rates of semi-discrete splitting approximations for stochastic Allen–Cahn equation
Charles-Edouard Bréhier
,
Jianbo Cui
,
Jialin Hong
Article dans une revue
hal-01714836
v1
|
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Kolmogorov Equations and Weak Order Analysis for SPDES with Nonlinear Diffusion Coefficient
Charles-Edouard Bréhier
,
Arnaud Debussche
Article dans une revue
hal-01481966
v2
|
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Computing return times or return periods with rare event algorithms
Thibault Lestang
,
Francesco Ragone
,
Charles-Edouard Bréhier
,
Corentin Herbert
,
Freddy Bouchet
Article dans une revue
hal-02070403
v1
|
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Weak error estimates for trajectories of SPDEs for Spectral Galerkin discretization
Charles-Edouard Bréhier
,
Martin Hairer
,
Andrew M Stuart
Article dans une revue
hal-01273500
v1
|
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Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
Charles-Edouard Bréhier
,
Marie Kopec
Article dans une revue
hal-00910323
v2
|
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High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise
Charles-Edouard Bréhier
,
Gilles Vilmart
Article dans une revue
hal-01153448
v2
|
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Convergence of adaptive biasing potential methods for diffusions
Michel Benaïm
,
Charles-Edouard Bréhier
Article dans une revue
hal-01294029
v1
|
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Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting
Charles-Edouard Bréhier
,
Ludovic Goudenège
,
Loic Tudela
Springer Proceedings in Mathematics & Statistics, 2016, Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April 2014, 163, pp.245--260. ⟨10.1007/978-3-319-33507-0_10⟩
Article dans une revue
hal-01074155
v1
|
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Unbiasedness of some generalized adaptive multilevel splitting algorithms
Charles-Edouard Bréhier
,
Maxime Gazeau
,
Ludovic Goudenège
,
Tony Lelièvre
,
Mathias Rousset
Article dans une revue
hal-01142704
v1
|
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Analysis of the Monte-Carlo error in a hybrid semi-Lagrangian scheme
Charles-Edouard Bréhier
,
Erwan Faou
Article dans une revue
hal-00800133
v1
|
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Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting
Charles-Edouard Bréhier
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2015
Article dans une revue
hal-01118745
v1
|
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Analysis of Adaptive Multilevel Splitting algorithms in an idealized case
Charles-Edouard Bréhier
,
Tony Lelièvre
,
Mathias Rousset
Article dans une revue
hal-00987297
v1
|
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Analysis and simulation of rare events for SPDEs
Charles-Edouard Bréhier
,
Maxime Gazeau
,
Ludovic Goudenège
,
Mathias Rousset
Article dans une revue
hal-02746493
v1
|
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Approximation of the invariant measure with an Euler scheme for Stochastic PDE's driven by Space-Time White Noise
Charles-Edouard Bréhier
Article dans une revue
hal-00669462
v1
|
|
Analysis of a HMM time-discretization scheme for a system of Stochastic PDE's
Charles-Edouard Bréhier
Article dans une revue
hal-00669470
v1
|
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Strong and weak order in averaging for SPDEs
Charles-Edouard Bréhier
Article dans une revue
hal-00669457
v1
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