Charles-Edouard Bréhier
Charles-Edouard Bréhier
CNRS - Institut Camille Jordan, Université Claude Bernard Lyon 1
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Cited by
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
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 adaptive multilevel splitting algorithms in an idealized case
CE Bréhier, T Lelièvre, M Rousset
ESAIM: Probability and Statistics 19, 361-394, 2015
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
Analysis of some splitting schemes for the stochastic Allen-Cahn equation
CE Bréhier, L Goudenège
Discrete & Continuous Dynamical Systems - B, 2019
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
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
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
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
Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation
CE Bréhier, L Goudenège
BIT Numerical Mathematics, 1-40, 2019
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
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
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), 033126, 2019
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, 245-260, 2016
Convergence of adaptive biasing potential methods for diffusions
M Benaïm, CE Bréhier
Comptes Rendus Mathematique 354 (8), 842-846, 2016
Analysis and simulation of rare events for SPDEs
CE Bréhier, M Gazeau, L Goudenège, M Rousset
ESAIM: Proceedings and Surveys 48, 364-384, 2015
Convergence analysis of Adaptive Biasing Potential methods for diffusion processes
M Benaïm, CE Bréhier
arXiv preprint arXiv:1707.04880, 2017
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