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

Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. - Charles-Edouard Bréhier; Ludovic Goudenège; Loïc Tudela (MCQMC, 2014)

High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise. - Charles-Edouard Bréhier; Gilles Vilmart (SIAM J. Sci. Comput., 2016)

Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations. - Charles-Edouard Bréhier; David Cohen (CoRR, 2020)

Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme. - Charles-Edouard Bréhier (CoRR, 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. - Charles-Edouard Bréhier (CoRR, 2020)

Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs. - Charles-Edouard Bréhier (J. Complex., 2020)

On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs. - Charles-Edouard Bréhier; Xu Wang (SIAM J. Numer. Anal., 2020)

Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs. - Assyr Abdulle; Charles-Edouard Bréhier; Gilles Vilmart (CoRR, 2021)

Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime. - Charles-Edouard Bréhier (CoRR, 2021)

Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs. - Charles-Edouard Bréhier (CoRR, 2022)

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

Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation. - Charles-Edouard Bréhier; Jianbo Cui; Xiaojie Wang (CoRR, 2022)

Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations. - Charles-Edouard Bréhier; David Cohen; Giuseppe Giordano (CoRR, 2022)

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

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

Strong Rates of Convergence of a Splitting Scheme for Schrödinger Equations with Nonlocal Interaction Cubic Nonlinearity and White Noise Dispersion. - Charles-Edouard Bréhier; David Cohen (SIAM/ASA J. Uncertain. Quantification, 2022)

On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes. - Charles-Edouard Bréhier; Shmuel Rakotonirina-Ricquebourg (Multiscale Model. Simul., 2022)

Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations. - Charles-Edouard Bréhier; David Cohen; Johan Ulander (CoRR, 2023)

Positivity-preserving schemes for some nonlinear stochastic PDEs. - Charles-Edouard Bréhier; David Cohen; Johan Ulander (CoRR, 2023)

Numerical approximation of the invariant distribution for a class of stochastic damped wave equations. - Ziyi Lei; Charles-Edouard Bréhier; Siqing Gan (CoRR, 2023)

Splitting integrators for stochastic Lie-Poisson systems. - Charles-Edouard Bréhier; David Cohen; Tobias Jahnke (Math. Comput., 2023)

Splitting integrators for linear Vlasov equations with stochastic perturbations. - Charles-Edouard Bréhier; David Cohen (CoRR, 2024)

Numerical simulations of a stochastic dynamics leading to cascades and loss of regularity: applications to fluid turbulence and generation of fractional Gaussian fields. - Geoffrey Beck; Charles-Edouard Bréhier; Laurent Chevillard; Ricardo Grande; Wandrille Ruffenach (CoRR, 2024)

Asymptotic error analysis for stochastic gradient optimization schemes with first and second order modified equations. - Charles-Edouard Bréhier; Marc Dambrine; Nassim En-Nebbazi (CoRR, 2024)

Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise. - Charles-Edouard Bréhier; Sonja Cox; Annie Millet (CoRR, 2024)

Total Variation Error Bounds for the Accelerated Exponential Euler Scheme Approximation of Parabolic Semilinear SPDEs. - Charles-Edouard Bréhier (SIAM J. Numer. Anal., 2024)

Stochastic conformal integrators for linearly damped stochastic Poisson systems. - Charles-Edouard Bréhier; David Cohen; Yoshio Komori (CoRR, 2025)

Analysis of a Modified Regularity-Preserving Euler Scheme for Parabolic Semilinear SPDEs: Total Variation Error Bounds for the Numerical Approximation of the Invariant Distribution. - Charles-Edouard Bréhier (Found. Comput. Math., 2025)