Research Interests

Broadly speaking, my field of research is Applied Mathematics. More precisely, at the interface between Probability Theory and Numerical Analysis.

My main research themes are the following:

Numerical analysis for Stochastic Partial Differential Equations:

  • Approximation of invariant distributions
  • Analysis of weak convergence rates
  • etc…

Monte Carlo methods for rare event simulation:

  • Adaptive Multilevel Splitting algorithms
  • Adaptive Biasing Potential methods

I am both interested in theoretical analysis of the schemes, and in numerical investigation.

I am open to new problems and/or applications of these methods.