Analysis of some splitting schemes for the stochastic Allen-Cahn equation. Discrete and Continuous Dynamical Systems Series B. Special volume in honor of P. Kloeden. To appear, 2018+. With L. Goudenège. Preprint: arxiv:1801.06455  ,  hal-01688333

Convergence analysis of Adaptive Biasing Potential methods for diffusion processes. Communications in Mathematical Sciences. To appear, 2018+. With M. Benaïm. Preprint: arxiv:1707.04880  ,  hal-01562639

(14) On a new class of score functions to estimate tail probabilities of some stochastic processes with Adaptive Multilevel Splitting. Chaos. 2018. With T. Lelièvre. doi:10.1063/1.5081440. Preprint: arxiv:1811.06289  ,  hal-01923385

(13) Kolmogorov equations and Weak order analysis for SPDEs with nonlinear diffusion coefficient. Journal de Mathématiques Pures et Appliquées. 2018. With A. Debussche. doi:10.1016/j.matpur.2018.08.010. Preprint: arxiv:1703.01095  ,  hal-01481966

(12) Strong convergence rates of semi-discrete splitting approximations for stochastic Allen-Cahn equation. IMA Journal of Numerical Analysis. 2018. With J. Cui, J. Hong. doi:10.1093/imanum/dry052. Preprint: arxiv:1802.06372  ,  hal-01714836

(11) Computing return times or return periods with rare event algorithms. Journal of Statistical Mechanics: Theory and Experiment, 2018. With T. Lestang, F. Ragone, C. Herbert, F. Bouchet. doi:10.1088/1742-5468/aab856. Preprint: arxiv:1711.08428

(10) Weak error estimates for trajectories of SPDEs for Spectral Galerkin discretization. Journal of Computational Mathematics, Special Issue on “Numerics for SPDEs”, 2018. With M. Hairer, A. Stuart. pdf . Preprint: arxiv:1602.04057  ,  hal-01273500

(9) Unbiasedness of some Generalized Adaptive Multilevel Splitting algorithms. The Annals of Applied Probability, 2016. With M. Gazeau, L. Goudenège, T. Lelièvre, M. Rousset. doi:10.1214/16-AAP1185 . Preprint: arxiv:1505.02674  ,  hal-01142704

(8) High-order integrator for sampling the invariant distribution of a class of parabolic SPDEs with additive space-time noise. Siam Journal on Scientific Computing, 2016. With G. Vilmart. doi:10.1137/15M1021088 . Preprint: arxiv:1505.05061  ,  hal-01153448

(7) Approximation of the invariant law of SPDEs: error analysis using a Poisson equation for a full-discretization scheme. IMA Journal of Numerical Analysis, 2016. With M. Kopec. doi:10.1093/imanum/drw030 . Preprint:  arxiv:1311.7030  ,  hal-00910323

(6) Large deviations principle for the Adaptive Multilevel Splitting Algorithm in an idealized setting. Alea – Latin American Journal of Probability and Mathematical Statistics, 2015. pdf . Preprint: arxiv:1502.06780  ,  hal-01118745

(5) Analysis of the Monte-Carlo error in a hybrid semi-lagrangian scheme. Applied Mathematics Research Express, 2015. With E. Faou. doi:10.1093/amrx/abv001 . Preprint: arxiv:1303.3717  ,  hal-00800133

(4) Analysis of Adaptive Multilevel Splitting algorithms in an idealized case. ESAIM Probability and Statistics, 2015. With T. Lelièvre, M. Rousset. doi:10.1051/ps/2014029 . Preprint: arxiv:1405.1352  ,  hal-00987297

(3) Approximation of the invariant measure via an Euler scheme for SPDEs driven by space-time white noise. Potential Analysis, 2014. doi:10.1007/s11118-013-9338-9 . Preprint: arxiv:1202.2707  ,  hal-00669462

(2) Analysis of an HMM time-discretization scheme for a system of Stochastic PDEs. Siam Journal on Numerical Analysis, 2013. doi:10.1137/110853078 . Preprint: arxiv:1202.2706  ,  hal-00669470

(1) Strong and Weak orders in Averaging for SPDEs. Stochastic Processes and their Applications, 2012.  doi:10.1016/ . Preprint: arxiv:1202.2708  ,  hal-00669457

Comptes Rendus de l’Académie des Sciences

Convergence of Adaptive Biaising Potential methods for diffusions. 2016. With M. Benaïm. doi:10.1016/j.crma.2016.05.011 . Preprint:  arxiv:1603.08088  ,  hal-01294029


(3) Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. Monte Carlo and Quasi Monte Carlo Methods 2014. With L. Goudenège, L. Tudela. doi:10.1007/978-3-319-33507-0_10 . Preprint: arxiv:1501.01399  ,  hal-01074155

(2) Recent advances in various fields of numerical probability. ESAIM Proceedings (Journées MAS 2014). With P.-E. Chaudru de Raynal, V. Lemaire, F. Panloup, C. Rey. doi:10.1051/proc/201551015 .

(1) Analysis and simulation of rare events for SPDEs. ESAIM Proceedings (CEMRACS 2013). With M. Gazeau, L. Goudenège, M. Rousset. doi:10.1051/proc/201448017 . Preprint: arxiv:1401.1380  ,  hal-00921680