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Bréhier, Charles-Edouard

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Author ID: brehier.charles-edouard Recent zbMATH articles by "Bréhier, Charles-Edouard"
Published as: Brehier, Charles Edouard; Brehier, Charles-Edouard; Bréhier, C. E.; Bréhier, Charles-Edouard; Bréhier, Charles-Édouard
External Links: ORCID
Documents Indexed: 25 Publications since 2012

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 110 times in 74 Documents Cited by Year
Strong and weak orders in averaging for SPDEs. Zbl 1266.60112
Bréhier, Charles-Edouard
24
2012
Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise. Zbl 1286.35010
Bréhier, Charles-Edouard
20
2014
Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme. Zbl 1433.65249
Bréhier, Charles-Edouard; Kopec, Marie
9
2017
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation. Zbl 07130817
Bréhier, Charles-Edouard; Cui, Jianbo; Hong, Jialin
8
2019
Analysis of some splitting schemes for the stochastic Allen-Cahn equation. Zbl 07099047
Bréhier, Charles-Edouard; Goudenège, Ludovic
8
2019
Unbiasedness of some generalized adaptive multilevel splitting algorithms. Zbl 1361.65006
Bréhier, Charles-Edouard; Gazeau, Maxime; Goudenège, Ludovic; Lelièvre, Tony; Rousset, Mathias
7
2016
High order integrator for sampling the invariant distribution of a class of parabolic stochastic PDEs with additive space-time noise. Zbl 1346.60105
Bréhier, Charles-Edouard; Vilmart, Gilles
6
2016
Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017
Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias
6
2015
Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient. Zbl 1428.60089
Bréhier, Charles-Edouard; Debussche, Arnaud
5
2018
Weak error estimates for trajectories of SPDEs under spectral Galerkin discretization. Zbl 1413.65008
Brehier, Charles Edouard; Hairer, Martin; Stuart, Andrew M.
4
2018
Analysis of an HMM time-discretization scheme for a system of stochastic PDEs. Zbl 1270.60074
Bréhier, Charles-Edouard
4
2013
Central limit theorem for adaptive multilevel splitting estimators in an idealized setting. Zbl 1356.65029
Bréhier, Charles-Edouard; Goudenège, Ludovic; Tudela, Loïc
2
2016
Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component. Zbl 1444.60060
Bréhier, Charles-Edouard
1
2020
On parareal algorithms for semilinear parabolic stochastic PDEs. Zbl 1428.60096
Brehier, Charles-Edouard; Wang, Xu
1
2020
Convergence analysis of adaptive biasing potential methods for diffusion processes. Zbl 1422.60131
Benaïm, Michel; Bréhier, Charles-Edouard
1
2019
On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting. Zbl 07046336
Bréhier, Charles-Edouard; Lelièvre, Tony
1
2019
Convergence of adaptive biasing potential methods for diffusions. Zbl 1345.60085
Benaïm, Michel; Bréhier, Charles-Édouard
1
2016
Analysis and simulation of rare events for SPDEs. Zbl 1334.35448
Bréhier, Charles-Edouard; Gazeau, Maxime; Goudenège, Ludovic; Rousset, Mathias
1
2015
Large deviations principle for the adaptive multilevel splitting algorithm in an idealized setting. Zbl 1335.65004
Bréhier, Charles-Edouard
1
2015
Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component. Zbl 1444.60060
Bréhier, Charles-Edouard
1
2020
On parareal algorithms for semilinear parabolic stochastic PDEs. Zbl 1428.60096
Brehier, Charles-Edouard; Wang, Xu
1
2020
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation. Zbl 07130817
Bréhier, Charles-Edouard; Cui, Jianbo; Hong, Jialin
8
2019
Analysis of some splitting schemes for the stochastic Allen-Cahn equation. Zbl 07099047
Bréhier, Charles-Edouard; Goudenège, Ludovic
8
2019
Convergence analysis of adaptive biasing potential methods for diffusion processes. Zbl 1422.60131
Benaïm, Michel; Bréhier, Charles-Edouard
1
2019
On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting. Zbl 07046336
Bréhier, Charles-Edouard; Lelièvre, Tony
1
2019
Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient. Zbl 1428.60089
Bréhier, Charles-Edouard; Debussche, Arnaud
5
2018
Weak error estimates for trajectories of SPDEs under spectral Galerkin discretization. Zbl 1413.65008
Brehier, Charles Edouard; Hairer, Martin; Stuart, Andrew M.
4
2018
Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme. Zbl 1433.65249
Bréhier, Charles-Edouard; Kopec, Marie
9
2017
Unbiasedness of some generalized adaptive multilevel splitting algorithms. Zbl 1361.65006
Bréhier, Charles-Edouard; Gazeau, Maxime; Goudenège, Ludovic; Lelièvre, Tony; Rousset, Mathias
7
2016
High order integrator for sampling the invariant distribution of a class of parabolic stochastic PDEs with additive space-time noise. Zbl 1346.60105
Bréhier, Charles-Edouard; Vilmart, Gilles
6
2016
Central limit theorem for adaptive multilevel splitting estimators in an idealized setting. Zbl 1356.65029
Bréhier, Charles-Edouard; Goudenège, Ludovic; Tudela, Loïc
2
2016
Convergence of adaptive biasing potential methods for diffusions. Zbl 1345.60085
Benaïm, Michel; Bréhier, Charles-Édouard
1
2016
Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017
Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias
6
2015
Analysis and simulation of rare events for SPDEs. Zbl 1334.35448
Bréhier, Charles-Edouard; Gazeau, Maxime; Goudenège, Ludovic; Rousset, Mathias
1
2015
Large deviations principle for the adaptive multilevel splitting algorithm in an idealized setting. Zbl 1335.65004
Bréhier, Charles-Edouard
1
2015
Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise. Zbl 1286.35010
Bréhier, Charles-Edouard
20
2014
Analysis of an HMM time-discretization scheme for a system of stochastic PDEs. Zbl 1270.60074
Bréhier, Charles-Edouard
4
2013
Strong and weak orders in averaging for SPDEs. Zbl 1266.60112
Bréhier, Charles-Edouard
24
2012
all top 5

Cited by 119 Authors

11 Bréhier, Charles-Edouard
6 Andersson, Adam
5 Hong, Jialin
5 Jentzen, Arnulf
5 Wang, Xiaojie
4 Fu, Hongbo
4 Kurniawan, Ryan
4 Liu, Jicheng
4 Pei, Bin
4 Sun, Xiaobin
4 Wan, Li
4 Xu, Yong
3 Abdulle, Assyr
3 Cui, Jianbo
3 Gao, Peng
3 Larsson, Stig
3 Vilmart, Gilles
2 Goudenège, Ludovic
2 Guyader, Arnaud
2 Lelièvre, Tony
2 Rousset, Mathias
2 Sun, Liying
2 Wang, Xu
2 Xie, Longjie
2 Xie, Yingchao
2 Yin, George Gang
2 Zhai, Jianliang
1 Almuslimani, Ibrahim
1 Aristoff, David
1 Atzberger, Paul J.
1 Bai, Yuzhen
1 Bao, Jianhai
1 Baudel, Manon
1 Becker, Sebastian
1 Bect, Julien
1 Benaïm, Michel
1 Berglund, Nils
1 Botev, Zdravko I.
1 Bouchet, Freddy
1 Boulakia, Muriel
1 Buckwar, Evelyn
1 Cérou, Frédéric
1 Chen, Chuchu
1 Chen, Guanggan
1 Chen, Yalan
1 Chen, Ziheng
1 Cohen, David W.
1 Conus, Daniel
1 De Raynal, Paul-Eric Chaudru
1 Debussche, Arnaud
1 Dong, Zhao
1 Duan, Yong
1 Gan, Siqing
1 Gao, Peng
1 Genadot, Alexandre
1 Gess, Benjamin
1 Grafke, Tobias
1 Hausenblas, Erika
1 Hefter, Mario
1 Herbert, Corentin
1 Jin, Bangti
1 Kloeden, Peter Eris
1 Kovács, Mihály
1 Kruse, Raphael
1 Laurent, Adrien
1 L’Ecuyer, Pierre
1 Lemaire, Vincent
1 Lestang, Thibault
1 Li, Ling
1 Li, Shihu
1 Li, Yangrong
1 Li, Zhi
1 Liu, Bisen
1 Liu, Xianming
1 Monmarché, Pierre
1 Nouri, Kazem
1 Panloup, Fabien
1 Pavliotis, Grigorios A.
1 Pazner, Will
1 Qi, Ruisheng
1 Radchenko, Vadym Mykolaĭovych
1 Ragone, Francesco
1 Randrianasolo, Tsiry Avisoa
1 Ranjbar, Hassan
1 Rey, Clément
1 Röckner, Michael
1 Shao, Jinghai
1 Shi, Yinghui
1 Tamborrino, Massimiliano
1 Thalhammer, Mechtild
1 Thieullen, Michèle
1 Torkzadeh, Leila
1 Touchette, Hugo
1 Trask, Nat
1 Tubikanec, Irene
1 Tudela, Loïc
1 Vaes, U.
1 Vanden-Eijnden, Eric
1 Vazquez, Emmanuel
1 Walter, Clément
...and 19 more Authors
all top 5

Cited in 45 Serials

5 Journal of Mathematical Analysis and Applications
5 Stochastic Processes and their Applications
3 Journal of Differential Equations
3 Potential Analysis
3 Chaos
3 SIAM/ASA Journal on Uncertainty Quantification
2 Journal of Mathematical Physics
2 Journal of Statistical Physics
2 Mathematics of Computation
2 BIT
2 Journal of Computational and Applied Mathematics
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 SIAM Journal on Numerical Analysis
2 Journal of Scientific Computing
2 Discrete and Continuous Dynamical Systems
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Nonlinear Analysis. Hybrid Systems
1 Communications in Mathematical Physics
1 Journal of Computational Physics
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Statistics & Probability Letters
1 Stochastic Analysis and Applications
1 Applied Numerical Mathematics
1 Journal of Complexity
1 Applied Mathematics Letters
1 The Annals of Applied Probability
1 Communications in Statistics. Theory and Methods
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 SIAM Journal on Mathematical Analysis
1 Journal of Nonlinear Science
1 SIAM Journal on Scientific Computing
1 Engineering Analysis with Boundary Elements
1 Electronic Journal of Probability
1 INFORMS Journal on Computing
1 Communications in Nonlinear Science and Numerical Simulation
1 Discrete and Continuous Dynamical Systems. Series B
1 Communications on Pure and Applied Analysis
1 Multiscale Modeling & Simulation
1 Advances in Difference Equations
1 Journal of Statistical Mechanics: Theory and Experiment
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Statistics and Computing
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Results in Applied Mathematics

Citations by Year