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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-01118745v1
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Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs
Charles-Edouard Bréhier
2022
Pré-publication, Document de travail
hal-03614530v1
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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
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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-01714836v1
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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-00910323v2
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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-03020151v1
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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-01923385v1
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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-02988284v1
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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
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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-03243421v1
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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-02986230v1
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Splitting integrators for stochastic Lie--Poisson systems
Charles-Edouard Bréhier
,
David Cohen
,
Tobias Jahnke
Article dans une revue
hal-03431169v1
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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-03741115v1
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Contributions to stochastic numerics: simulation of infinite dimensional, multiscale and metastable processes
Charles-Edouard Bréhier
Probability [math.PR]. Université Claude Bernard Lyon 1, 2021
HDR
tel-03293156v1
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On parareal algorithms for semilinear parabolic Stochastic PDEs
Charles-Edouard Bréhier
,
Xu Wang
Article dans une revue
hal-02022432v1
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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-01595881v1
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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-02893328v1
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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-03133054v1
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Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
Charles-Edouard Bréhier
,
Ludovic Goudenège
Article dans une revue
hal-01764290v2
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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-02070403v1
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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-01481966v2
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CONVERGENCE ANALYSIS OF ADAPTIVE BIASING POTENTIAL METHODS FOR DIFFUSION PROCESSES
Michel Benaïm
,
Charles-Edouard Bréhier
Article dans une revue
hal-01562639v1
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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-03735693v1
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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-02746493v1
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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-01896026v1
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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-01273500v1
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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-03211906v1
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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-01142704v1
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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
2022
Pré-publication, Document de travail
hal-03614537v1
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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-02955371v1
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