Young Researchers Seminar

Forthcoming Presentations (Schedule)

Numerical approximations of McKean anticipative backward stochastic differential equations arising in variation margin requirements
By Alexandre Zhou, CERMICS, ENPC – Tuesday February the 27th, 3 p.m.

On risk averse competitive equilibrium
By Henri Gerard, CERMICS, ENPC – Tuesday February the 27th, 3:30 p.m.

Local time and finance applications
By Mohammed Anass Ben Taleb, CERMICS, ENPC – Tuesday March the 14th, 3 p.m.

TBA
By Sofiane Martel, CERMICS / laboratoire d’hydraulique Saint Venant, ENPC – Tuesday March the 20th, 3 p.m.

TBA
By William Borrelli, CEREMADE, Université Paris-Dauphine – Wednesday April the 11th, 3 p.m.

Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean
By Oumaima Bencheikh, CERMICS, ENPC – Wednesday April the 18th, 3 p.m.

Numerical methods for the valuation and partial hedging problem
By Cyril Benezet, LPSM, Université Paris Diderot – Tuesday May the 2nd, 3 p.m.

TBA
By Ronan Herry, Université du Luxembourg, LAMA – Tuesday May the 15th, 3 p.m.

TBA
By Kaitong Hu, CMAP, Ecole polytechnique – Tuesday May the 29th, 3 p.m.

Previous Presentations

2018

Cluster dynamics in materials: a hybrid deterministic/stochastic coupling algorithm
By Pierre Terrier, CEA Saclay / CERMICS, ENPC

Dynamic visco-plasticity computed with discrete element methods
By Frédéric Marazzato, CERMICS, ENPC

Course: Markov chain and stochastic stability, the analyst’s point of view
By Grégoire Ferré, CERMICS, ENPC

2017

Algorithms for Train Scheduling on a Single Line (slides)
By Laurent Daudet, CERMICS, ENPC

Mathematics for Photovoltaic: From Cross-Diffusion to Schrödinger operator (slides)
By Athmane Bakhta, CERMICS, ENPC

Considérations sur une équation intégrodifférentielle avec retard
By Marc Josien, CERMICS, ENPC

Spectral Methods and Semi-Classical Analysis in Molecular Dynamic (slides)
By Boris Nectoux, CERMICS, ENPC

Some topics on quantum transport (slides)
By Lingling Cao, CERMICS, ENPC

Solving the Firefighter problem on trees (slides)
By Adèle Pass-Lanneau, CERMICS, ENPC

An energy-conserving explicit time-integration scheme for nonlinear Hamiltonian dynamics (slides)
By Frédéric Marazzato, CERMICS, ENPC

Duality structure for multi-marginal martingale optimal transport
By Hadrien De March, CMAP, Ecole Polytechnique

On the discretization of Feynman-Kac semi-groups (slides)
By Grégoire Ferré, CERMICS, ENPC

Adaptive Multilevel Splitting: sampling rare events in molecular dynamic
By Laura Silva-Lopes, CERMICS, ENPC

Stochastic homogenization: estimation of fluctuations in multiscale materials (slides)
By Pierre-Loïk Rothé, CERMICS / NAVIER, ENPC

Using stochastic optimization for the management of energy systems (slides)
By François Pacaud, CERMICS, ENPC / Efficacity

Resource constrained shortest path algorithm for EDF short-term thermal production planning problem (slides)
By Markus Kruber, RWTH Aachen University / CERMICS, ENPC

Discontinuous Skeletal Methods for yield stress fluids (slides)
By Karol Cascavita, CERMICS, ENPC

A continuous ancestral recombination graph
By Gustave Emprin, CERMICS, ENPC

Sur les électrons dans un cristal (opérateurs de Schrödinger périodiques)
By Athmane Bakhta, CERMICS, ENPC

A stochastic multi-item lot-sizing problem with bounded number of setups (slides)
By Etienne de Saint Germain, Argon Consulting / CERMICS, ENPC

Simulations de dislocations par l’équation de Weertman (slides)
By Marc Josien, CERMICS, ENPC

2016

Méthodes d’EDP pour la physique statistique (slides)
By Julien Roussel, CERMICS, ENPC

Etude de fonctionnelles de coût sur les arbres aléatoires (slides)
By Marion Sciauveau, CERMICS, ENPC

Fake Brownian motion and calibration of regime switching local volatility models (slides)
By Alexandre Zhou, CERMICS, ENPC

Computing kernels of graphs (slides)
By Adèle Pass-Lanneau, CERMICS, ENPC