Nombre de documents


Article dans une revue10 documents

  • Charles-Edouard Bréhier, Maxime Gazeau, Ludovic Goudenège, Tony Lelièvre, Mathias Rousset. Unbiasedness of some generalized adaptive multilevel splitting algorithms. The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2016, 26 (6), pp.3559 - 3601. <10.1214/16-AAP1185>. <hal-01142704>
  • 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 Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2016, 38 (4), <10.1137/15M1021088>. <hal-01153448v2>
  • Michel Benaïm, Charles-Edouard Bréhier. Convergence of adaptive biasing potential methods for diffusions. Comptes Rendus Mathématique, Elsevier Masson, 2016, 354 (8), pp.842 - 846. <10.1016/j.crma.2016.05.011>. <hal-01294029>
  • Charles-Edouard Bréhier, Marie Kopec. Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme. IMA Journal of Numerical Analysis, Oxford University Press (OUP), 2016, <10.1093/imanum/drw030>. <hal-00910323v2>
  • Charles-Edouard Bréhier, Ludovic Goudenège, Loic Tudela. Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting. Springer Proceedings in Mathematics & Statistics, Springer, 2016, Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April 2014, 163, pp.245--260. <>. <10.1007/978-3-319-33507-0_10>. <hal-01074155>
  • Charles-Edouard Bréhier, Tony Lelièvre, Mathias Rousset. Analysis of Adaptive Multilevel Splitting algorithms in an idealized case. ESAIM: Probability and Statistics, EDP Sciences, 2015, 19, <10.1051/ps/2014029>. <hal-00987297>
  • Charles-Edouard Bréhier, Erwan Faou. Analysis of the Monte-Carlo error in a hybrid semi-Lagrangian scheme. Applied Mathematics Research eXpress, Oxford University Press (OUP): Policy H - Oxford Open Option A, 2015, pp.167-203. <10.1093/amrx/abv001>. <hal-00800133>
  • Charles-Edouard Bréhier. Approximation of the invariant measure with an Euler scheme for Stochastic PDE's driven by Space-Time White Noise. Potential Analysis, Springer Verlag, 2014, 40 (1), pp.1-40. <10.1007/s11118-013-9338-9>. <hal-00669462>
  • Charles-Edouard Bréhier. Analysis of a HMM time-discretization scheme for a system of Stochastic PDE's. SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2013, 51 (2), pp.1185-1210. <10.1137/110853078>. <hal-00669470>
  • Charles-Edouard Bréhier. Strong and weak order in averaging for SPDEs. Stochastic Processes and their Applications, Elsevier, 2012, 122 (7), pp.2553-2593. <10.1016/>. <hal-00669457>

Pré-publication, Document de travail3 documents

  • Charles-Edouard Bréhier, Martin Hairer, Andrew M Stuart. Weak error estimates for trajectories of SPDEs for Spectral Galerkin discretization. 2016. <hal-01273500>
  • Charles-Edouard Bréhier. A short introduction to Stochastic PDEs. The content is based on the lectures delivered at CERMICS in March 2014. 2014. <hal-00973887v2>
  • Charles-Edouard Bréhier, Maxime Gazeau, Ludovic Goudenège, Mathias Rousset. Analysis and simulation of rare events for SPDE. 2014. <hal-00921680>