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Unpublished work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- Unpublished.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- Unpublished.