4 citations · 8 across the 8 of their papers we have counts for
14 papers
Uniform weak error estimates for an asymptotic preserving scheme applied to a class of slow-fast parabolic semilinear SPDEs
Charles-Edouard Bréhier
We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the…
Analysis of a modified Euler scheme for parabolic semilinear stochastic PDEs
Charles-Edouard Bréhier
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white no…
Asymptotic behavior of a class of multiple time scales stochastic kinetic equations
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters and : the evolution equation contains singular terms with respect to $…
Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime
Charles-Edouard Bréhier
We design numerical schemes for a class of slow-fast systems of stochastic differential equations, where the fast component is an Ornstein-Uhlenbeck process and the slow component…
The averaging principle for stochastic differential equations driven by a Wiener process revisited
Charles-Edouard Bréhier
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging princip…
On Asymptotic Preserving schemes for a class of Stochastic Differential Equations in averaging and diffusion approximation regimes
Charles-Edouard Bréhier, Shmuel Rakotonirina-Ricquebourg
We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some exampl…