All Stories

  1. On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs

    Article • SIAM Journal on Numerical Analysis, January 2020, Society for Industrial & Applied Mathematics (SIAM)

    Dr Charles-Edouard BREHIER

  2. Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation

    Article • BIT Numerical Mathematics, November 2019, Springer Science + Business Media

    Dr Charles-Edouard BREHIER

  3. On a new class of score functions to estimate tail probabilities of some stochastic processes with adaptive multilevel splitting

    Article • Chaos An Interdisciplinary Journal of Nonlinear Science, March 2019, American Institute of Physics

    Dr Charles-Edouard BREHIER

  4. Computing return times or return periods with rare event algorithms

    Article • Journal of Statistical Mechanics Theory and Experiment, April 2018, Institute of Physics Publishing

    Dr Charles-Edouard BREHIER

  5. Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

    Article • Journal of Computational Mathematics, February 2018, Global Science Press

    Dr Charles-Edouard BREHIER

  6. Unbiasedness of some generalized adaptive multilevel splitting algorithms

    Article • The Annals of Applied Probability, December 2016, Institute of Mathematical Statistics

    Dr Charles-Edouard BREHIER

  7. Convergence of adaptive biasing potential methods for diffusions

    Article • Comptes Rendus Mathématique, August 2016, Elsevier

    Dr Charles-Edouard BREHIER

  8. Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme

    Article • IMA Journal of Numerical Analysis, July 2016, Oxford University Press (OUP)

    Dr Charles-Edouard BREHIER

  9. Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting

    Article • January 2016, Springer Science + Business Media

    Dr Charles-Edouard BREHIER

  10. High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise

    Article • SIAM Journal on Scientific Computing, January 2016, Society for Industrial & Applied Mathematics (SIAM)

    Dr Charles-Edouard BREHIER

  11. Recent advances in various fields of numerical probability

    Article • ESAIM Proceedings and Surveys, October 2015, EDP Sciences

    Dr Charles-Edouard BREHIER

  12. Analysis of adaptive multilevel splitting algorithms in an idealized case

    Article • ESAIM Probability and Statistics, January 2015, EDP Sciences

    Dr Charles-Edouard BREHIER

  13. Analysis and simulation of rare events for SPDEs

    Article • ESAIM Proceedings and Surveys, January 2015, EDP Sciences

    Dr Charles-Edouard BREHIER

  14. Analysis of the Monte-Carlo Error in a Hybrid Semi-Lagrangian Scheme

    Article • Applied Mathematics Research eXpress, January 2015, Oxford University Press (OUP)

    Dr Charles-Edouard BREHIER

  15. Approximation of the Invariant Measure with an Euler Scheme for Stochastic PDEs Driven by Space-Time White Noise

    Article • Potential Analysis, March 2013, Springer Science + Business Media

    Dr Charles-Edouard BREHIER

  16. Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs

    Article • SIAM Journal on Numerical Analysis, January 2013, Society for Industrial & Applied Mathematics (SIAM)

    Dr Charles-Edouard BREHIER

  17. Strong and weak orders in averaging for SPDEs

    Article • Stochastic Processes and their Applications, July 2012, Elsevier

    Dr Charles-Edouard BREHIER