Travaux
Preprints (5)
Articles (43)
- 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.
DOI : 10.3934/jcd.2024014
- Total variation error bounds for the approximation of the invariant distribution of parabolic semilinear SPDEs using the standard Euler scheme.
CEB. 2024.
Potential Analysis.
DOI : 10.1007/s11118-024-10132-w
- 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.
DOI : 10.1007/s10208-024-09644-z
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong--Zakai diffusion approximation regime.
CEB. 2024.
Journal of Computational Dynamics.
DOI : 10.3934/jcd.2024009
- Asymptotic behavior of a class of multiple time scales stochastic kinetic equations.
CEB & Shmuel Rakotonirina-Ricquebourg. 2024.
Stochastic Processes and their Applications.
DOI : 10.1016/j.spa.2023.104265
- 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.
DOI: 10.1051/ps/2023017
- 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.
DOI: 10.3934/jcd.2023005
- Splitting schemes for FitzHugh--Nagumo stochastic partial differential equations.
CEB, David Cohen & Giuseppe Giordano. 2023.
Discrete and Continuous Dynamical Systems - Series B.
DOI: 10.3934/dcdsb.2023094
- Splitting integrators for stochastic Lie-Poisson systems.
CEB, David Cohen & Tobias Jahnke. 2023.
Mathematics of Computation.
DOI: 10.1090/mcom/3829
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations.
CEB & David Cohen. 2023.
Applied Numerical Mathematics.
DOI: 10.1016/j.apnum.2023.01.002
- Phoresis in cellular flows: from enhanced dispersion to blockage.
Romain Volk, Mickaël Bourgoin, CEB & Florence, Raynal. 2022. Communiqué INSIS
Journal of Fluid Mechanics.
DOI: 10.1017/jfm.2022.730
- The averaging principle for stochastic differential equations driven by a Wiener process revisited.
CEB. 2022.
Comptes Rendus de l'Académie des Sciences - Série Mathématique.
DOI: 10.5802/crmath.297
- 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 (JUQ).
DOI: 10.1137/20M1378168
- 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.
DOI: 10.1137/20M1379836
- Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme.
CEB. 2022.
ESAIM: M2AN.
DOI : 10.1051/m2an/2021089
- Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime.
CEB. 2022.
Journal of Mathematical Analysis and Applications.
DOI : 10.1016/j.jmaa.2021.125940
- Convergence analysis of explicit stabilized integrators for parabolic semilinear stochastic PDEs.
Assyr Abdulle, CEB & Gilles Vilmart. 2021.
IMA Journal of Numerical Analysis.
DOI : 10.1093/imanum/drab090
- 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.
DOI : 10.1007/s00285-021-01684-1
- Analysis of an Adaptive Biasing Force method based on self-interacting dynamics.
Michel Benaïm, CEB & Pierre Monmarché. 2020.
Electronic Journal of Probability.
DOI : 10.1214/20-EJP490
- 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.
DOI : 10.1093/mnras/staa994
- On parareal algorithms for semilinear parabolic Stochastic PDEs.
CEB & Xu Wang. 2020.
Siam Journal on Numerical Analysis.
DOI : 10.1137/19M1251011
- Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation.
CEB & Ludovic Goudenège. 2019.
BIT Numerical Mathematics.
DOI : 10.1007/s10543-019-00788-x
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component.
CEB. 2019.
Stochastic Processes and their Applications.
DOI : 10.1016/j.spa.2019.09.015
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs.
CEB. 2019.
Journal of Complexity.
DOI : 10.1016/j.jco.2019.101424
- 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).
DOI : 10.3934/dcdsb.2019077
- Convergence analysis of Adaptive Biasing Potential methods for diffusion processes.
Michel Benaïm & CEB. 2019.
Communications in Mathematical Sciences.
DOI : 10.4310/CMS.2019.v17.n1.a4
- 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").
DOI : 10.1063/1.5081440
- Kolmogorov equations and Weak order analysis for SPDEs with nonlinear diffusion coefficient.
CEB & Arnaud Debussche. 2018.
Journal de Mathématiques Pures et Appliquées.
DOI : 10.1016/j.matpur.2018.08.010
- Strong convergence rates of semi-discrete splitting approximations for stochastic Allen-Cahn equation.
CEB, Jianbao Cui & Jialin Hong. 2018.
IMA Journal of Numerical Analysis.
DOI : 10.1093/imanum/dry052
- 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.
DOI : 10.1088/1742-5468/aab856
- 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").
DOI : 10.4208/jcm.1607-m2016-0539
- Unbiasedness of some Generalized Adaptive Multilevel Splitting algorithms.
CEB, Maxime Gazeau, Ludovic Goudenège, Tony Lelièvre & Mathias Rousset. 2016.
The Annals of Applied Probability.
DOI : 10.1214/16-AAP1185
- 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.
DOI : 10.1137/15M1021088
- 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.
DOI : 10.1093/imanum/drw030
- Convergence of Adaptive Biaising Potential methods for diffusions.
Michel Benaïm & CEB. 2016.
Comptes Rendus de l'Académie des Sciences - Mathématique;.
DOI : 10.1016/j.crma.2016.05.011
- Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting.
CEB. 2015.
Alea – Latin American Journal of Probability and Mathematical Statistics.
Link : alea.impa.br/articles/v12/12-27
- Analysis of the Monte-Carlo error in a hybrid semi-lagrangian scheme.
CEB & Erwan Faou. 2015.
Applied Mathematics Research Express.
DOI : 10.1093/amrx/abv001
- Analysis of Adaptive Multilevel Splitting algorithms in an idealized case.
CEB, Tony Lelièvre & Mathias Rousset. 2015.
ESAIM Probability and Statistics.
DOI : 10.1051/ps/2014029
- Approximation of the invariant measure via an Euler scheme for SPDEs driven by space-time white noise.
CEB. 2014.
Potential Analysis.
DOI : 10.1007/s11118-013-9338-9
- Analysis of an HMM time-discretization scheme for a system of Stochastic PDEs.
CEB. 2013.
Siam Journal on Numerical Analysis.
DOI : 10.1137/110853078
- Strong and Weak orders in Averaging for SPDEs.
CEB. 2012.
Stochastic Processes and their Applications.
DOI : 10.1016/j.spa.2012.04.007
Proceedings (4)
Unpublished lecture notes