Charles-Edouard Bréhier
Charles-Edouard Bréhier
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Cited by
Strong and weak orders in averaging for SPDEs
CE Bréhier
Stochastic Processes and their Applications 122 (7), 2553-2593, 2012
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
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
Unbiasedness of some generalized Adaptive Multilevel Splitting algorithms
CE Bréhier, M Gazeau, L Goudenège, T Lelièvre, M Rousset
The Annals of Applied Probability, 2016
Analysis of some splitting schemes for the stochastic Allen-Cahn equation
CE Bréhier, L Goudenège
Discrete & Continuous Dynamical Systems - B, 2019
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
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
Analysis of adaptive multilevel splitting algorithms in an idealized case
CE Bréhier, T Lelièvre, M Rousset
ESAIM: Probability and Statistics 19, 361-394, 2015
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
Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation
CE Bréhier, L Goudenège
BIT Numerical Mathematics 60 (3), 543-582, 2020
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
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
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
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
Weak Error Estimates For trajectories Of SPDEs Under Spectral Galerkin Discretization
CE Bréhier, M Hairer, AM Stuart
Journal of Computational Mathematics, 0
Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
CE Bréhier
Journal of Complexity 56, 101424, 2020
Central limit theorem for adaptive multilevel splitting estimators in an idealized setting
CE Bréhier, L Goudenege, L Tudela
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April …, 2016
On asymptotic preserving schemes for a class of stochastic differential equations in averaging and diffusion approximation regimes
CE Bréhier, S Rakotonirina-Ricquebourg
Multiscale Modeling & Simulation 20 (1), 118-163, 2022
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
Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
CE Bréhier, D Cohen
Applied Numerical Mathematics 186, 57-83, 2023
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