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Publications

Preprints

2023
  • Mean-field limits for Consensus-Based Optimization and Sampling.
  • With N. J. Gerber and F. Hoffmann.
  • Arxiv preprint.
2023
  • Optimal importance sampling for overdamped Langevin dynamics.
  • With M. Chak, T. Lelièvre and G. Stoltz.
  • Arxiv preprint.
2022
  • The ensemble Kalman filter in the near-Gaussian setting.
  • With J. A. Carrillo, F. Hoffmann and A. M. Stuart.
  • Arxiv preprint.

Publications in peer-reviewed journals

2022
  • Mobility estimation for Langevin dynamics using control variates.
  • With G. A. Pavliotis and G. Stoltz.
  • Multiscale Model. Simul.
2021
  • Consensus-based sampling.
  • With J. A. Carrillo, F. Hoffmann and A. M. Stuart.
  • Stud. Appl. Math..
  • Supplemental material: available here.
2021
  • Derivative-free Bayesian inversion using multiscale dynamics.
  • With G. A. Pavliotis and A. M. Stuart.
  • SIAM J. Appl. Dyn. Syst..
2020
  • Scaling limits for the generalized Langevin equation.
  • With G. A. Pavliotis and G. Stoltz.
  • J. Nonlinear Sci.
2020
  • Wasserstein stability estimates for covariance-preconditioned Fokker-Planck equations.
  • With J. Carrillo.
  • Nonlinearity.
2020
  • 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.
2019
  • 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.
2017
  • Spectral methods for multiscale stochastic differential equations.
  • With A. Abdulle and G. A. Pavliotis.
  • SIAM/ASA J. Uncertain. Quantif.

Other publications

2024
  • Statistical Accuracy of Approximate Filtering Methods.
  • With J. A. Carrillo, F. Hoffmann and A. M. Stuart.
  • To appear in SIAM News.
2021
  • 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.

Unpublished work

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  • Unpublished.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  • Unpublished.