31 citations · 74 across the 7 of their papers we have counts for
8 papers
A spatio-temporal random synthetic turbulent velocity field: The underlying Gaussian structure
Matthieu Chatelain, Júlia Domingues Lemos, Wandrille Ruffenach +5
We develop, simulate and extend an initial proposition by Chaves et al. concerning a random incompressible vector field able to reproduce key ingredients of three-dimensional turbu…
Phoresis in cellular flows: from enhanced dispersion to blockage
Romain Volk, Michaël Bourgoin, Charles-Édouard Bréhier +1
In this article, we study numerically the dispersion of colloids in a two-dimensional cellular flow in the presence of an imposed mean salt gradient. Owing to the additional scalar…
On the settling of small grains in dusty discs: analysis and formulas
Guillaume Laibe, Charles-Edouard Brehier, Maxime Lombart
Instruments achieve sharper and finer observations of micron-in-size dust grains in the top layers of young stellar discs. To provide accurate models, we revisit the theory of dust…
On a new class of score functions to estimate tail probabilities of some stochastic processes with Adaptive Multilevel Splitting
Charles-Edouard Bréhier, Tony Lelièvre
We investigate the application of the Adaptive Multilevel Splitting algorithm for the estimation of tail probabilities of solutions of Stochastic Differential Equations evaluated a…
High-order integrator for sampling the invariant distribution of a class of parabolic SPDEs with additive space-time noise
Charles-Edouard Bréhier, Gilles Vilmart
We introduce a time-integrator to sample with high order of accuracy the invariant distribution for a class of semilinear SPDEs driven by an additive space-time noise. Combined wit…
Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting
Charles-Edouard Bréhier, Ludovic Goudenège, Loic Tudela
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems.…
Approximation of the invariant measure with an Euler scheme for Stochastic PDE's driven by Space-Time White Noise
Charles-Edouard Bréhier
In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme. Whe…
Analysis of a HMM time-discretization scheme for a system of Stochastic PDE's
Charles-Edouard Bréhier
We consider the discretization in time of a system of parabolic stochastic partial differential equations with slow and fast components; the fast equation is driven by an additive…