Charles-Edouard Bréhier

36 papers Journal 35Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise. CoRR Charles-Edouard Bréhier, David Cohen, Lluís Quer-Sardanyons, Johan Ulander
2026	J	`jnl`	Stochastic Conformal Integrators for Linearly Damped Stochastic Poisson Systems. J. Sci. Comput. Charles-Edouard Bréhier, David Cohen, Yoshio Komori
2025	J	`jnl`	Analysis of a Modified Regularity-Preserving Euler Scheme for Parabolic Semilinear SPDEs: Total Variation Error Bounds for the Numerical Approximation of the Invariant Distribution. Found. Comput. Math. Charles-Edouard Bréhier
2025	J	`jnl`	Analysis of splitting schemes for stochastic evolution equations with non-Lipschitz nonlinearities driven by fractional noise. CoRR Xiao-Li Ding, Charles-Edouard Bréhier, Dehua Wang
2025	J	`jnl`	Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs. CoRR Charles-Edouard Bréhier, Adrien Busnot Laurent, Arnaud Debussche, Gilles Vilmart
2025	J	`jnl`	Stochastic conformal integrators for linearly damped stochastic Poisson systems. CoRR Charles-Edouard Bréhier, David Cohen, Yoshio Komori
2024	J	`jnl`	Asymptotic error analysis for stochastic gradient optimization schemes with first and second order modified equations. CoRR Charles-Edouard Bréhier, Marc Dambrine, Nassim En-Nebbazi
2024	J	`jnl`	Numerical simulations of a stochastic dynamics leading to cascades and loss of regularity: applications to fluid turbulence and generation of fractional Gaussian fields. CoRR Geoffrey Beck, Charles-Edouard Bréhier, Laurent Chevillard, Ricardo Grande, Wandrille Ruffenach
2024	J	`jnl`	Splitting integrators for linear Vlasov equations with stochastic perturbations. CoRR Charles-Edouard Bréhier, David Cohen
2024	J	`jnl`	Total Variation Error Bounds for the Accelerated Exponential Euler Scheme Approximation of Parabolic Semilinear SPDEs. SIAM J. Numer. Anal. Charles-Edouard Bréhier
2024	J	`jnl`	Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise. CoRR Charles-Edouard Bréhier, Sonja Cox, Annie Millet
2023	J	`jnl`	Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations. CoRR Charles-Edouard Bréhier, David Cohen, Johan Ulander
2023	J	`jnl`	Numerical approximation of the invariant distribution for a class of stochastic damped wave equations. CoRR Ziyi Lei, Charles-Edouard Bréhier, Siqing Gan
2023	J	`jnl`	Positivity-preserving schemes for some nonlinear stochastic PDEs. CoRR Charles-Edouard Bréhier, David Cohen, Johan Ulander
2023	J	`jnl`	Splitting integrators for stochastic Lie-Poisson systems. Math. Comput. Charles-Edouard Bréhier, David Cohen, Tobias Jahnke
2022	J	`jnl`	Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs. CoRR Charles-Edouard Bréhier
2022	J	`jnl`	On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes. Multiscale Model. Simul. Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
2022	J	`jnl`	Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations. CoRR Charles-Edouard Bréhier, David Cohen, Giuseppe Giordano
2022	J	`jnl`	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 Charles-Edouard Bréhier, David Cohen
2022	J	`jnl`	Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime. CoRR Charles-Edouard Bréhier
2022	J	`jnl`	Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime. CoRR Charles-Edouard Bréhier
2022	J	`jnl`	Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs. CoRR Charles-Edouard Bréhier
2022	J	`jnl`	Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation. CoRR Charles-Edouard Bréhier, Jianbo Cui, Xiaojie Wang
2021	J	`jnl`	Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime. CoRR Charles-Edouard Bréhier
2021	J	`jnl`	Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs. CoRR Assyr Abdulle, Charles-Edouard Bréhier, Gilles Vilmart
2021	J	`jnl`	Splitting integrators for stochastic Lie-Poisson systems. CoRR Charles-Edouard Bréhier, David Cohen, Tobias Jahnke
2020	J	`jnl`	Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations. CoRR Charles-Edouard Bréhier, David Cohen
2020	J	`jnl`	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 Charles-Edouard Bréhier
2020	J	`jnl`	Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme. CoRR Charles-Edouard Bréhier
2020	J	`jnl`	Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs. J. Complex. Charles-Edouard Bréhier
2020	J	`jnl`	On Asymptotic Preserving schemes for a class of Stochastic Differential Equations in averaging and diffusion approximation regimes. CoRR Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
2020	J	`jnl`	On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs. SIAM J. Numer. Anal. Charles-Edouard Bréhier, Xu Wang
2020	J	`jnl`	Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion. CoRR Charles-Edouard Bréhier, David Cohen
2016	J	`jnl`	High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise. SIAM J. Sci. Comput. Charles-Edouard Bréhier, Gilles Vilmart
2014	—	`conf`	Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. MCQMC Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela
2013	J	`jnl`	Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs. SIAM J. Numer. Anal. Charles-Edouard Bréhier