Charles-Edouard Bréhier

Orcid: 0000-0002-4023-4982

According to our database1, Charles-Edouard Bréhier authored at least 25 papers between 2013 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Total Variation Error Bounds for the Accelerated Exponential Euler Scheme Approximation of Parabolic Semilinear SPDEs.
SIAM J. Numer. Anal., 2024

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

Splitting integrators for linear Vlasov equations with stochastic perturbations.
CoRR, 2024

2023
Splitting integrators for stochastic Lie-Poisson systems.
Math. Comput., April, 2023

Numerical approximation of the invariant distribution for a class of stochastic damped wave equations.
CoRR, 2023

Positivity-preserving schemes for some nonlinear stochastic PDEs.
CoRR, 2023

Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations.
CoRR, 2023

2022
On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes.
Multiscale Model. Simul., 2022

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, 2022

Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime.
CoRR, 2022

Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime.
CoRR, 2022

Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations.
CoRR, 2022

Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation.
CoRR, 2022

Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs.
CoRR, 2022

Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs.
CoRR, 2022

2021
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime.
CoRR, 2021

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs.
CoRR, 2021

2020
On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs.
SIAM J. Numer. Anal., 2020

Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs.
J. Complex., 2020

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

Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme.
CoRR, 2020

Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations.
CoRR, 2020

2016
High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise.
SIAM J. Sci. Comput., 2016

2014
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2013
Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs.
SIAM J. Numer. Anal., 2013


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