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
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.