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Charles-Edouard Bréhier
Charles-Edouard Bréhier
Université de Pau et des Pays de l'Adour
Verified email at univ-pau.fr - Homepage
Title
Cited by
Cited by
Year
Strong and weak orders in averaging for SPDEs
CE Bréhier
Stochastic Processes and their Applications 122 (7), 2553-2593, 2012
1062012
Strong convergence rates of semi-discrete splitting approximations for stochastic Allen--Cahn equation
CE Bréhier, J Cui, J Hong
IMA Journal of Numerical Analysis, 2018
1042018
Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise
CE Bréhier
Potential Analysis 40 (1), 1-40, 2014
922014
Analysis of some splitting schemes for the stochastic Allen-Cahn equation
CE Bréhier, L Goudenège
Discrete & Continuous Dynamical Systems - B, 2019
722019
Unbiasedness of some generalized Adaptive Multilevel Splitting algorithms
CE Bréhier, M Gazeau, L Goudenège, T Lelièvre, M Rousset
The Annals of Applied Probability, 2016
722016
Computing return times or return periods with rare event algorithms
T Lestang, F Ragone, CE Bréhier, C Herbert, F Bouchet
Journal of Statistical Mechanics: Theory and Experiment 2018 (4), 043213, 2018
572018
Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
CE Bréhier, M Kopec
IMA Journal of Numerical Analysis, 2016
512016
Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation
CE Bréhier, L Goudenège
BIT Numerical Mathematics 60 (3), 543-582, 2020
492020
Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
CE Bréhier, A Debussche
Journal de Mathématiques Pures et Appliquées 119, 193-254, 2018
472018
Analysis of adaptive multilevel splitting algorithms in an idealized case
CE Bréhier, T Lelièvre, M Rousset
ESAIM: Probability and Statistics 19, 361-394, 2015
462015
Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
CE Bréhier
Stochastic Processes and their Applications 130 (6), 3325-3368, 2020
402020
High order integrator for sampling the invariant distribution of a class of parabolic stochastic PDEs with additive space-time noise
CE Bréhier, G Vilmart
SIAM Journal on Scientific Computing 38 (4), A2283-A2306, 2016
392016
Analysis of an HMM time-discretization scheme for a system of stochastic PDEs
CE Bréhier
SIAM Journal on Numerical Analysis 51 (2), 1185-1210, 2013
322013
On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting
CE Bréhier, T Lelièvre
Chaos: An Interdisciplinary Journal of Nonlinear Science 29 (3), 2019
222019
Weak Error Estimates For trajectories Of SPDEs Under Spectral Galerkin Discretization
CE Bréhier, M Hairer, AM Stuart
Journal of Computational Mathematics, 0
22*
Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
CE Bréhier
ESAIM: Mathematical Modelling and Numerical Analysis 56 (1), 151-175, 2022
172022
Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
CE Bréhier
Journal of Complexity 56, 101424, 2020
172020
Central limit theorem for adaptive multilevel splitting estimators in an idealized setting
CE Bréhier, L Goudenège, L Tudela
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April …, 2016
16*2016
Splitting integrators for stochastic Lie–Poisson systems
CE Bréhier, D Cohen, T Jahnke
Mathematics of Computation 92 (343), 2167-2216, 2023
142023
Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
CE Bréhier, D Cohen
Applied Numerical Mathematics 186, 57-83, 2023
142023
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