Author Archives: gabriel.stoltz

Arrival of Pierre Lissy at CERMICS

Pierre Lissy joined the Modeling, Analysis and Simulation team at CERMICS on September 1st, 2023. His research focus is on control and stabilization of linear or nonlinear Partial Differential Equations, with a special emphasis on coupled systems. He obtained his PhD in 2013 at Sorbonne Université under the supervision of Jean-Michel Coron. From 2014 to 2023, He was associate professor… Read more »

Research school “Sampling high dimensional probability measures”

Sampling high dimensional probability measures is a key issue in various scientific fields, including molecular dynamics and computational statistical physics (with applications in physics, chemistry, materials science and computational biology), as well as statistics (in particular Bayesian statistics) and more recently machine learning. In order to train a new generation of scientists to these questions, a summer school is organized… Read more »

Guillaume Dalle was awarded the 2023 AMIES PhD prize

Sponsored by the scientific societies SFdS, SMAI and SMF, the prix de thèse maths-entreprises (maths-industry PhD prize) rewards each year researches in mathematics with a strong industrial impact. In 2023, it was awarded to Guillaume Dalle, a former CERMICS PhD student. His PhD thesis, supervised by Yohann De Castro and Axel Parmentier, was carried out in partnership with the French… Read more »

Urbain Vaes was awarded an ANR JCJC project

The ANR project IPSO (Interacting Particle systems for Sampling and Optimization) was awarded  to Urbain Vaes. The project will last two years starting 1st October 2023. Many scientific applications require the calculation of expectations with respect to high-dimensional probability distributions. A widely-used approach to this end, known as the Markov chain Monte Carlo (MCMC) method, is to simulate a long… Read more »

Hervé Andrès wins the Best Risk Management Paper Award at the International Congress of Actuaries

Hervé Andrès, a PhD student at CERMICS, was awarded the Best Risk Management Paper prize at the International Congress of Actuaries, held in Sydney from May 28th to June 1st. His article “Signature-based validation of real-world economic scenarios” presents a novel approach for validating economic scenarios using advanced tools of non-parametric statistics and stochastic analysis. A graduate of École des… Read more »

Claude Le Bris is appointed as a senior Zuse Fellow

Claude Le Bris has been appointed as a senior Zuse Fellow at the Zuse Institute Berlin (ZIB). The ZIB is an interdisciplinary research institute for applied mathematics and data-intensive high-performance computing. Its research focuses on modeling, simulation and optimization with scientific cooperation partners from academia and industry. Claude Le Bris would like to take the opportunity of this fellowship to also… Read more »

Julien Guyon starts a new chair “Futures of Quantitative Finance” with BNP Paribas and Université Paris Cité

Julien Guyon set up a new chair named “Futures of Quantitative Finance” together with BNP Paribas and Université Paris Cité, for an initial period of three years (2023-2025). The successful kickoff event, which was very well attended, took place on March 8 at the BNP Paribas offices in Paris in the presence of Anthony Briant, director of École des Ponts… Read more »

Bernard Lapeyre distinguished as he retires

Bernard Lapeyre was distinguished as “chevalier dans l’ordre des Palmes Académiques”. He retired in December 2022. Bernard Lapeyre has devoted most of his career to the development of applied mathematics at the Ecole des Ponts. Since his arrival at the School in 1985 at CERMA (the very young laboratory of applied mathematics created 3 years earlier by Nicolas Bouleau), Bernard… Read more »