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Publications

Preprints

2024
  • [4] Neural network approaches for variance reduction in fluctuation formulas.
  • With G. Pavliotis, R. Spacek and G. Stoltz.
  • Arxiv preprint.
  • PDF arxiv
2024
  • [3] Accuracy of the ensemble Kalman filter in the near-linear setting.
  • With E. Calvello, P. Monmarché and A. Stuart.
  • Arxiv preprint.
  • PDF arxiv
2023
  • [2] Mean-field limits for consensus-based optimization and sampling.
  • With N. J. Gerber and F. Hoffmann.
  • Arxiv preprint.
  • PDF arxiv
2023
  • [1] Optimal importance sampling for overdamped Langevin dynamics.
  • With M. Chak, T. Lelièvre and G. Stoltz.
  • Arxiv preprint.
  • PDF arxiv

Publications in peer-reviewed journals

2024
  • [11] Sharp propagation of chaos for the ensemble Langevin sampler.
  • J. London Math. Soc.
  • PDF url arxiv Bibtex
2024
  • [10] CBX: Python and Julia packages for consensus-based interacting particle methods.
  • With R. Bailo, A. Barbaro, S. N. Gomes, K. Riedl, T. Roith and C. Totzeck.
  • J. Open Source Soft.
  • PDF url arxiv Bibtex
2022
  • [9] The mean field ensemble Kalman filter: near-Gaussian setting.
  • With J. A. Carrillo, F. Hoffmann and A. M. Stuart.
  • SIAM J. Numer. Anal..
  • PDF url arxiv Bibtex
2022
  • [8] Mobility estimation for Langevin dynamics using control variates.
  • With G. A. Pavliotis and G. Stoltz.
  • Multiscale Model. Simul.
  • PDF url arxiv Bibtex
2021
  • [7] Consensus-based sampling.
  • With J. A. Carrillo, F. Hoffmann and A. M. Stuart.
  • Stud. Appl. Math..
  • Supplemental material: available here.
  • PDF url arxiv Bibtex
2021
  • [6] Derivative-free Bayesian inversion using multiscale dynamics.
  • With G. A. Pavliotis and A. M. Stuart.
  • SIAM J. Appl. Dyn. Syst..
  • PDF url arxiv Bibtex
2020
  • [5] Scaling limits for the generalized Langevin equation.
  • With G. A. Pavliotis and G. Stoltz.
  • J. Nonlinear Sci.
  • PDF url arxiv Bibtex
2019
  • [4] Wasserstein stability estimates for covariance-preconditioned Fokker-Planck equations.
  • With J. Carrillo.
  • Nonlinearity.
  • PDF url arxiv Bibtex
2019
  • [3] Mean field limits for interacting diffusions with colored Noise: Phase transitions and spectral numerical methods.
  • With S. N. Gomes and G. A. Pavliotis.
  • Multiscale Model. Simul.
  • PDF url arxiv Bibtex
2019
  • [2] A linear, second-order, energy stable, fully adaptive finite-element method for phase-field modelling of wetting phenomena.
  • With B. Aymard, M. Pradas and S. Kalliadasis.
  • J. Comput. Phys. X.
  • PDF url arxiv Bibtex
2016
  • [1] Spectral methods for multiscale stochastic differential equations.
  • With A. Abdulle and G. A. Pavliotis.
  • SIAM/ASA J. Uncertain. Quantif.
  • PDF url arxiv Bibtex

Other publications

2024
  • [2] Statistical accuracy of approximate filtering methods.
  • With J. A. Carrillo, F. Hoffmann and A. M. Stuart.
  • To appear in ICIAM Proceedings.
  • PDF arxiv
2021
  • [1] Consensus-based optimization and ensemble Kalman inversion for global optimization problems with constraints.
  • With J. A. Carrillo and C. Totzeck.
  • Lecture Notes Series on Modeling and Simulation for Collective Dynamics.
  • PDF arxiv

Unpublished work

2019
  • [2] Topics in multiscale modeling: numerical analysis and applications.
  • PhD thesis supervised by G. Pavliotis and S. Kalliadasis.
  • Unpublished.
  • PDF url
2013
  • [1] Discontinuous Galerkin method for 4th order elliptic PDEs (in French).
  • MSc thesis supervised by J-F Remacle.
  • Unpublished.
  • PDF