Accéder directement au contenu

Charles-Edouard Bréhier

47
Documents

Publications

Image document

Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations

Charles-Edouard Bréhier , David Cohen , Giuseppe Giordano
Discrete and Continuous Dynamical Systems - Series B, 2023, ⟨10.3934/dcdsb.2023094⟩
Article dans une revue hal-03735693v1
Image document

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
ESAIM: Probability and Statistics, 2023, ⟨10.1051/ps/2023017⟩
Article dans une revue hal-02955371v1
Image document

Splitting integrators for stochastic Lie--Poisson systems

Charles-Edouard Bréhier , David Cohen , Tobias Jahnke
Mathematics of Computation, 2023, 92 (343), pp.2167-2216. ⟨10.1090/mcom/3829⟩
Article dans une revue hal-03431169v1
Image document

Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime

Charles-Edouard Bréhier
Journal of Computational Dynamics, 2023, 10 (3), pp.387-424. ⟨10.3934/jcd.2023005⟩
Article dans une revue hal-03741115v1
Image document

Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations

Charles-Edouard Bréhier , David Cohen
Applied Numerical Mathematics, 2023, 186, pp.57-83. ⟨10.1016/j.apnum.2023.01.002⟩
Article dans une revue hal-02893328v1
Image document

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-02988284v1
Image document

Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime

Charles-Edouard Bréhier
Journal of Mathematical Analysis and Applications, 2022, 509 (1), pp.125940. ⟨10.1016/j.jmaa.2021.125940⟩
Article dans une revue hal-03211906v1
Image document

The averaging principle for stochastic differential equations driven by a Wiener process revisited

Charles-Edouard Bréhier
Comptes Rendus. Mathématique, 2022, 360, pp.265-273. ⟨10.5802/crmath.297⟩
Article dans une revue hal-03211903v1
Image document

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
SIAM/ASA Journal on Uncertainty Quantification, 2022, 10 (1), ⟨10.1137/20M1378168⟩
Article dans une revue hal-02986230v1
Image document

Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme

Charles-Edouard Bréhier
ESAIM: Mathematical Modelling and Numerical Analysis, 2022, 56 (1), pp.151-175. ⟨10.1051/m2an/2021089⟩
Article dans une revue hal-03560973v1
Image document

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs

Assyr Abdulle , Charles-Edouard Bréhier , Gilles Vilmart
IMA Journal of Numerical Analysis, 2021, 43 (1), pp.258-292. ⟨10.1093/imanum/drab090⟩
Article dans une revue hal-03133054v1
Image document

On parareal algorithms for semilinear parabolic Stochastic PDEs

Charles-Edouard Bréhier , Xu Wang
SIAM Journal on Mathematical Analysis, 2020, ⟨10.1137/19M1251011⟩
Article dans une revue hal-02022432v1
Image document

On the settling of small grains in dusty discs: analysis and formulas

Guillaume Laibe , Charles-Edouard Bréhier , Maxime Lombart
Monthly Notices of the Royal Astronomical Society, 2020, ⟨10.1093/mnras/staa994⟩
Article dans une revue hal-03020151v1
Image document

Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation

Charles-Edouard Bréhier , Ludovic Goudenège
BIT Numerical Mathematics, 2020, ⟨10.1007/s10543-019-00788-x⟩
Article dans une revue hal-01764290v2
Image document

Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs

Charles-Edouard Bréhier
Journal of Complexity, 2020, ⟨10.1016/j.jco.2019.101424⟩
Article dans une revue hal-01595881v1
Image document

Analysis of an Adaptive Biasing Force method based on self-interacting dynamics

Michel Benaïm , Charles-Edouard Bréhier , Pierre Monmarché
Electronic Journal of Probability, 2020, ⟨10.1214/20-EJP490⟩
Article dans une revue hal-02310672v1
Image document

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-01923385v1
Image document

Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component

Charles-Edouard Bréhier
Stochastic Processes and their Applications, 2019, ⟨10.1016/j.spa.2019.09.015⟩
Article dans une revue hal-01896026v1
Image document

Strong convergence rates of semi-discrete splitting approximations for stochastic Allen–Cahn equation

Charles-Edouard Bréhier , Jianbo Cui , Jialin Hong
IMA Journal of Numerical Analysis, 2019, ⟨10.1093/imanum/dry052⟩
Article dans une revue hal-01714836v1
Image document

CONVERGENCE ANALYSIS OF ADAPTIVE BIASING POTENTIAL METHODS FOR DIFFUSION PROCESSES

Michel Benaïm , Charles-Edouard Bréhier
Communications in Mathematical Sciences, 2019, ⟨10.4310/CMS.2019.v17.n1.a4⟩
Article dans une revue hal-01562639v1
Image document

ANALYSIS OF SOME SPLITTING SCHEMES FOR THE STOCHASTIC ALLEN-CAHN EQUATION

Charles-Edouard Bréhier , Ludovic Goudenège
Discrete and Continuous Dynamical Systems - Series B, 2019, ⟨10.3934/dcdsb.2019077⟩
Article dans une revue hal-01688333v1
Image document

Weak error estimates for trajectories of SPDEs for Spectral Galerkin discretization

Charles-Edouard Bréhier , Martin Hairer , Andrew M Stuart
Journal of Computational Mathematics -International Edition-, 2018, ⟨10.4208/jcm.1607-m2016-0539⟩
Article dans une revue hal-01273500v1
Image document

Kolmogorov Equations and Weak Order Analysis for SPDES with Nonlinear Diffusion Coefficient

Charles-Edouard Bréhier , Arnaud Debussche
Journal de Mathématiques Pures et Appliquées, 2018, 116, pp.193-254. ⟨10.1016/j.matpur.2018.08.010⟩
Article dans une revue hal-01481966v2
Image document

Computing return times or return periods with rare event algorithms

Thibault Lestang , Francesco Ragone , Charles-Edouard Bréhier , Corentin Herbert , Freddy Bouchet
Journal of Statistical Mechanics: Theory and Experiment, 2018, 2018 (4), pp.043213. ⟨10.1088/1742-5468/aab856⟩
Article dans une revue hal-02070403v1
Image document

Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

Charles-Edouard Bréhier , Marie Kopec
IMA Journal of Numerical Analysis, 2017, 37 (3), pp.1. ⟨10.1093/imanum/drw030⟩
Article dans une revue hal-00910323v2
Image document

Unbiasedness of some generalized adaptive multilevel splitting algorithms

Charles-Edouard Bréhier , Maxime Gazeau , Ludovic Goudenège , Tony Lelièvre , Mathias Rousset
The Annals of Applied Probability, 2016, 26 (6), pp.3559 - 3601. ⟨10.1214/16-AAP1185⟩
Article dans une revue hal-01142704v1
Image document

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-01074155v1
Image document

Convergence of adaptive biasing potential methods for diffusions

Michel Benaïm , Charles-Edouard Bréhier
Comptes Rendus. Mathématique, 2016, 354 (8), pp.842 - 846. ⟨10.1016/j.crma.2016.05.011⟩
Article dans une revue hal-01294029v1
Image document

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
SIAM Journal on Scientific Computing, 2016, 38 (4), ⟨10.1137/15M1021088⟩
Article dans une revue hal-01153448v2

Analysis and simulation of rare events for SPDEs

Charles-Edouard Bréhier , Maxime Gazeau , Ludovic Goudenège , Mathias Rousset
ESAIM: Proceedings and Surveys, 2015, 48, pp.364-384. ⟨10.1051/proc/201448017⟩
Article dans une revue hal-02746493v1
Image document

Analysis of the Monte-Carlo error in a hybrid semi-Lagrangian scheme

Charles-Edouard Bréhier , Erwan Faou
Applied Mathematics Research eXpress, 2015, 2015 (2), pp.167-203. ⟨10.1093/amrx/abv001⟩
Article dans une revue hal-00800133v1
Image document

Analysis of Adaptive Multilevel Splitting algorithms in an idealized case

Charles-Edouard Bréhier , Tony Lelièvre , Mathias Rousset
ESAIM: Probability and Statistics, 2015, 19, ⟨10.1051/ps/2014029⟩
Article dans une revue hal-00987297v1
Image document

Approximation of the invariant measure with an Euler scheme for Stochastic PDE's driven by Space-Time White Noise

Charles-Edouard Bréhier
Potential Analysis, 2014, 40 (1), pp.1-40. ⟨10.1007/s11118-013-9338-9⟩
Article dans une revue hal-00669462v1
Image document

Analysis of a HMM time-discretization scheme for a system of Stochastic PDE's

Charles-Edouard Bréhier
SIAM Journal on Numerical Analysis, 2013, 51 (2), pp.1185-1210. ⟨10.1137/110853078⟩
Article dans une revue hal-00669470v1
Image document

Strong and weak order in averaging for SPDEs

Charles-Edouard Bréhier
Stochastic Processes and their Applications, 2012, 122 (7), pp.2553-2593. ⟨10.1016/j.spa.2012.04.007⟩
Article dans une revue hal-00669457v1
Image document

Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations

Charles-Edouard Bréhier , David Cohen , Johan Ulander
2023
Pré-publication, Document de travail hal-04077860v1
Image document

Positivity-preserving schemes for some nonlinear stochastic PDEs

Charles-Edouard Bréhier , David Cohen , Johan Ulander
2023
Pré-publication, Document de travail hal-04077856v1
Image document

Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs

Charles-Edouard Bréhier
2022
Pré-publication, Document de travail hal-03614537v1
Image document

Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs

Charles-Edouard Bréhier
2022
Pré-publication, Document de travail hal-03614530v1
Image document

Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime

Charles-Edouard Bréhier
2022
Pré-publication, Document de travail hal-03741112v1
Image document

Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation

Charles-Edouard Bréhier , Jianbo Cui , Xiaojie Wang
2022
Pré-publication, Document de travail hal-03727797v1
Image document

Asymptotic behavior of a class of multiple time scales stochastic kinetic equations

Charles-Edouard Bréhier , Shmuel Rakotonirina--Ricquebourg
2021
Pré-publication, Document de travail hal-03258628v1
Image document

Analysis and simulation of rare events for SPDE

Charles-Edouard Bréhier , Maxime Gazeau , Ludovic Goudenège , Mathias Rousset
2014
Pré-publication, Document de travail hal-00921680v1
Image document

A short introduction to Stochastic PDEs

Charles-Edouard Bréhier
2014
Pré-publication, Document de travail hal-00973887v2
Image document

LECTURE NOTES: INVARIANT DISTRIBUTIONS FOR PARABOLIC SPDEs AND THEIR NUMERICAL APPROXIMATIONS

Charles-Edouard Bréhier
Doctoral. Invariant distributions for parabolic SPDEs and their numerical approximations, Chinese Academy of Science, Beijing, China, France. 2017
Cours cel-01633504v1
Image document

Introduction to numerical methods for Ordinary Differential Equations

Charles-Edouard Bréhier
Licence. Introduction to numerical methods for Ordinary Differential Equations, Pristina, Kosovo, Serbia. 2016
Cours cel-01484274v1