Charles-Edouard Bréhier

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 26

Top Topics

Error Estimates

Stochastic Differential Equations

Rates Of Convergence

Top Venues

SIAM J. Numer. Anal.

SIAM/ASA J. Uncertain. Quantification

Publications

Geoffrey Beck, Charles-Edouard Bréhier, Laurent Chevillard, Ricardo Grande, Wandrille Ruffenach
Numerical simulations of a stochastic dynamics leading to cascades and loss of regularity: applications to fluid turbulence and generation of fractional Gaussian fields. CoRR (2024)
Charles-Edouard Bréhier
Total Variation Error Bounds for the Accelerated Exponential Euler Scheme Approximation of Parabolic Semilinear SPDEs. SIAM J. Numer. Anal. 62 (3) (2024)
Charles-Edouard Bréhier, David Cohen
Splitting integrators for linear Vlasov equations with stochastic perturbations. CoRR (2024)
Charles-Edouard Bréhier, David Cohen, Tobias Jahnke
Splitting integrators for stochastic Lie-Poisson systems. Math. Comput. 92 (343) (2023)
Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan
Numerical approximation of the invariant distribution for a class of stochastic damped wave equations. CoRR (2023)
Charles-Edouard Bréhier, David Cohen, Johan Ulander
Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations. CoRR (2023)
Charles-Edouard Bréhier, David Cohen, Johan Ulander
Positivity-preserving schemes for some nonlinear stochastic PDEs. CoRR (2023)
Charles-Edouard Bréhier
Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime. CoRR (2022)
Charles-Edouard Bréhier
Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs. CoRR (2022)
Charles-Edouard Bréhier, Jianbo Cui, Xiaojie Wang
Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation. CoRR (2022)
Charles-Edouard Bréhier, David Cohen, Giuseppe Giordano
Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations. CoRR (2022)
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes. Multiscale Model. Simul. 20 (1) (2022)
Charles-Edouard Bréhier
Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime. CoRR (2022)
Charles-Edouard Bréhier, David Cohen
Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise Dispersion. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Charles-Edouard Bréhier
Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs. CoRR (2022)
Charles-Edouard Bréhier
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime. CoRR (2021)
Assyr Abdulle, Charles-Edouard Bréhier, Gilles Vilmart
Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs. CoRR (2021)
Charles-Edouard Bréhier, David Cohen, Tobias Jahnke
Splitting integrators for stochastic Lie-Poisson systems. CoRR (2021)
Charles-Edouard Bréhier, David Cohen
Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations. CoRR (2020)
Charles-Edouard Bréhier, Xu Wang
On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs. SIAM J. Numer. Anal. 58 (1) (2020)
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
On Asymptotic Preserving schemes for a class of Stochastic Differential Equations in averaging and diffusion approximation regimes. CoRR (2020)
Charles-Edouard Bréhier
Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme. CoRR (2020)
Charles-Edouard Bréhier, David Cohen
Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion. CoRR (2020)
Charles-Edouard Bréhier
Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs. J. Complex. 56 (2020)
Charles-Edouard Bréhier
Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme. CoRR (2020)
Charles-Edouard Bréhier, Gilles Vilmart
High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise. SIAM J. Sci. Comput. 38 (4) (2016)
Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. MCQMC (2014)
Charles-Edouard Bréhier
Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs. SIAM J. Numer. Anal. 51 (2) (2013)