Travaux
Preprints (5)
- Strong and weak rates of convergence in the Smoluchowski-Kramers approximation for stochastic partial differential equations
CEB & Ziyi Lei. 2026.
arxiv:2604.14752 , hal-05552960
- Analysis of an exponential integrator for stochastic PDEs driven by
Riesz noise
CEB, David Cohen, Lluis Quer-Sardanyons & Johan Ulander. 2026.
arxiv:2602.17348 , hal-05520387
- Preconditioning for the high-order sampling of the invariant distribution of parabolic semilinear SPDEs
CEB, Adrien Busnot Laurent, Arnaud Debussche & Gilles Vilmart. 2025.
arxiv:2512.17714 , hal-05426627
- Averaging principle for slow-fast fractional stochastic differential equations
CEB & Ibrahima Faye. 2025.
arxiv:2510.04129 , hal-05297918
- Asymptotic error analysis for stochastic gradient optimization schemes with first and second order modified equations
CEB, Marc Dambrine & Nassim En-Nebbazi. 2024.
arxiv:2411.05538 , hal-04773810
Articles (52)
- Analysis of splitting schemes for stochastic evolution equations with non-Lipschitz nonlinearities driven by fractional noise
Xiao-Li Ding, CEB & Dehua Wang. 2026+.
Discrete and Continuous Dynamical Systems
- A causal random synthetic turbulent velocity field: The underlying Gaussian structure
Matthieu Chatelain, Júlia Domingues Lemos, Wandrille Ruffenach, Mickaël Bourgoin, CEB, Laurent Chevillard, Ilias Sibgatullin & Romain Volk. 2026.
Journal of Fluid Mechanics
- Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise
CEB, Sonja Cox & Annie Millet. 2026.
Potential Analysis
- Weak error estimates of fully-discrete schemes for the stochastic Cahn-Hilliard equation
CEB, Jianbao Cui & Xiaojie Wang. 2026.
Communications in Mathematical Sciences
- Stochastic conformal integrators for linearly damped stochastic Poisson systems
CEB, David Cohen & Yoshio Komori. 2025.
Journal of Scientific Computing
- General non-linear fragmentation with discontinuous Galerkin methods
Maxime Lombart, CEB, Mark Hutchison & Yueh-Ning Lee. 2024
Monthly Notices of the Royal Astronomical Society
- Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs
CEB. 2024.
SMAI Journal of Computational Mathematics
- 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, CEB, Laurent Chevillard, Ricardo Grande & Wandrille Ruffenach. 2024.
Physical Review Research
- Analysis of a positivity-preserving splitting scheme for some nonlinear stochastic heat equations
CEB, David Cohen & Johan Ulander. 2024.
ESAIM: M2AN
- Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
Ziyi Lei, CEB & Siqing Gan. 2024.
Journal of Computational Mathematics
- Splitting integrators for linear Vlasov equations with stochastic perturbations
CEB & David Cohen. 2024.
Journal of Computational Dynamics
- Total variation error bounds for the approximation of the invariant distribution of parabolic semilinear SPDEs using the standard Euler scheme
CEB. 2024.
Potential Analysis
- Total variation error bounds for the accelerated exponential Euler scheme approximation of parabolic semilinear SPDEs
CEB. 2024.
SIAM Journal on Numerical Analysis
- Analysis of a modified regularity-preserving Euler scheme for parabolic semilinear SPDEs - total variation error bounds for the numerical approximation of the invariant distribution
CEB. 2024.
Foundations of Computational Mathematics
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong--Zakai diffusion approximation regime
CEB. 2024.
Journal of Computational Dynamics
- Asymptotic behavior of a class of multiple time scales stochastic kinetic equations
CEB & Shmuel Rakotonirina-Ricquebourg. 2023.
Stochastic Processes and their Applications
- Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme
CEB. 2023.
ESAIM: Probability and Statistics
- Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime
CEB. 2023
Journal of Computational Dynamics
- Splitting schemes for FitzHugh--Nagumo stochastic partial differential equations
CEB, David Cohen & Giuseppe Giordano. 2023.
Discrete and Continuous Dynamical Systems - Series B
- Splitting integrators for stochastic Lie-Poisson systems
CEB, David Cohen & Tobias Jahnke. 2023.
Mathematics of Computation
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
CEB & David Cohen. 2023.
Applied Numerical Mathematics
- Phoresis in cellular flows: from enhanced dispersion to blockage
Romain Volk, Mickaël Bourgoin, CEB & Florence Raynal. 2022. Communiqué INSIS
Journal of Fluid Mechanics
- The averaging principle for stochastic differential equations driven by a Wiener process revisited
CEB. 2022.
Comptes Rendus de l'Académie des Sciences - Série Mathématique
- Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion
CEB & David Cohen. 2022.
SIAM / ASA Journal on Uncertainty Quantification
- On Asymptotic Preserving schemes for a class of Stochastic Differential Equations in averaging and diffusion approximation regimes
CEB & Shmuel Rakotonirina-Ricquebourg. 2022.
SIAM Multiscale Modeling and Simulation
- Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
CEB. 2022.
ESAIM: M2AN
- Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
CEB. 2022.
Journal of Mathematical Analysis and Applications
- Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs
Assyr Abdulle, CEB & Gilles Vilmart. 2021.
IMA Journal of Numerical Analysis
- Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastability
Elias Ventre, Thibault Espinasse, CEB, Vincent Calvez, Thomas Lepoutre & Olivier Gandrillon. 2021.
Journal of Mathematical Biology
- Analysis of an Adaptive Biasing Force method based on self-interacting dynamics
Michel Benaïm, CEB & Pierre Monmarché. 2020.
Electronic Journal of Probability
- On the settling of small grains in dusty discs: analysis and formulas
Guillaume Laibe, CEB & Maxime Lombart. 2020.
Monthly Notices of the Royal Astronomical Society
- On parareal algorithms for semilinear parabolic Stochastic PDEs.
CEB & Xu Wang. 2020.
SIAM Journal on Numerical Analysis
- Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation
CEB & Ludovic Goudenège. 2019.
BIT Numerical Mathematics
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
CEB. 2019.
Stochastic Processes and their Applications
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs
CEB. 2019.
Journal of Complexity
- Analysis of some splitting schemes for the stochastic Allen-Cahn equation
CEB & Ludovic Goudenège. 2019.
Discrete and Continuous Dynamical Systems - Series B (Special issue in honor of Dr. Peter E. Kloeden on the occasion of his 70th birthday)
- Convergence analysis of Adaptive Biasing Potential methods for diffusion processes
Michel Benaïm & CEB. 2019.
Communications in Mathematical Sciences
- On a new class of score functions to estimate tail probabilities of some stochastic processes with Adaptive Multilevel Splitting
CEB & Tony Lelièvre. 2019.
Chaos (Special Issue "Rare Event Sampling Methods: Development, Analysis and Application")
- Kolmogorov equations and Weak order analysis for SPDEs with nonlinear diffusion coefficient
CEB & Arnaud Debussche. 2018.
Journal de Mathématiques Pures et Appliquées
- Strong convergence rates of semi-discrete splitting approximations for stochastic Allen-Cahn equation
CEB, Jianbao Cui & Jialin Hong. 2018.
IMA Journal of Numerical Analysis
- Computing return times or return periods with rare event algorithms
Thibault Lestang, Francesco Ragone, CEB, Corentin Herbert & Freddy Bouchet. 2018.
Journal of Statistical Mechanics: Theory and Experiment
- Weak error estimates for trajectories of SPDEs for Spectral Galerkin discretization
CEB, Martin Hairer & Andrew Stuart. 2018.
Journal of Computational Mathematics (Special Issue "Numerics for SPDEs")
- Unbiasedness of some Generalized Adaptive Multilevel Splitting algorithms
CEB, Maxime Gazeau, Ludovic Goudenège, Tony Lelièvre & Mathias Rousset. 2016.
The Annals of Applied Probability
- High-order integrator for sampling the invariant distribution of a class of parabolic SPDEs with additive space-time noise
CEB & Gilles Vilmart. 2016.
SIAM Journal of Scientific Computing
- Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme
CEB & Marie Kopec. 2016.
IMA Journal of Numerical Analysis
- Convergence of Adaptive Biaising Potential methods for diffusions
Michel Benaïm & CEB. 2016.
Comptes Rendus de l'Académie des Sciences - Mathématique
- Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting
CEB. 2015.
Alea – Latin American Journal of Probability and Mathematical Statistics
- Analysis of the Monte-Carlo error in a hybrid semi-lagrangian scheme
CEB & Erwan Faou. 2015.
Applied Mathematics Research Express
- Analysis of Adaptive Multilevel Splitting algorithms in an idealized case
CEB, Tony Lelièvre & Mathias Rousset. 2015.
ESAIM Probability and Statistics
- Approximation of the invariant measure via an Euler scheme for SPDEs driven by space-time white noise
CEB. 2014.
Potential Analysis
- Analysis of an HMM time-discretization scheme for a system of Stochastic PDEs
CEB. 2013.
SIAM Journal on Numerical Analysis
- Strong and Weak orders in Averaging for SPDEs
CEB. 2012.
Stochastic Processes and their Applications
Proceedings (8)
- Exploring the behavior of asymptotic preserving schemes for a class of stochastic systems
CEB.
BIT Numerical Mathematics , special collection celebrating 65 years of BIT numerical mathematics (in revision).
- Recent contributions to stochastic numerics
CEB, Adrien Busnot Laurent, Ludovic Goudenège, Paul Maurer & Urbain Vaes.
ESAIM: Proceedings and Surveys (Journées MAS 2024) (accepted).
- A linear model of dynamical sea wavenumber spectra
Geoffrey Beck, CEB, Laurent Chevillard, Ricardo Grande & Wandrille Ruffenach.
Stochastic Transport in Upper Ocean Dynamics IV, 2026
- Modified equations and error analysis for a semi-implicit stochastic optimization scheme
CEB, Marc Dambrine & Nassim En-Nebbazi.
Seventeenth International Conference Zaragosa-Pau on Mathematics and its Applications/Monografías Matématicas "García De Galdenao", 2024
- Positivity-preserving schemes for some nonlinear stochastic PDEs
CEB, David Cohen & Johan Ulander.
Sixteenth International Conference Zaragosa-Pau on Mathematics and its Applications/Monografías Matématicas "García De Galdenao", 2022
- Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting
CEB, Ludovic Goudenège & Loïc Tudela. 2016.
Monte Carlo and Quasi Monte Carlo Methods 2014
- Recent advances in various fields of numerical probability
CEB, Paul-Eric Chaudru de Raynal, Vincent Lemaire, Fabien Panloup & Clément Rey. 2015.
ESAIM: Proceedings and Surveys (Journées MAS 2014)
- Analysis and simulation of rare events for SPDEs
CEB, Maxime Gazeau, Ludovic Goudenège & Mathias Rousset. 2015.
ESAIM: Proceedings and Surveys (CEMRACS 2013)
Unpublished lecture notes