Raphaël Roux
Version française
I am currently a maître de conférences
(≈ assistant professor) at
the Probability, statistics and modeling
laboratory (LPSM, formerly LPMA)
of Sorbonne
Université (formerly UPMC).
I deffended my Ph.D on December 6, 2010 at
Université Paris Est.
Supervisors: Benjamin Jourdain
and Tony Lelièvre.
Subject: Probabilistic study of interacting particle
systems. Applications to molecular simulation.
The PhD manuscript.
My research interests are:
- probabilistic interpretations of linear and nonlinear partial differential equations,
- interacting particle systems,
- stochastic differential equations driven by Lévy processes,
- Euler schemes,
- long time behaviour of Markov processes.
Publications
-
(With C. Mouhot and N. Meunier) Long time behavior in locally
activated random walks . Available on
HAL and
ArXiv.
-
(With B. Jourdain, T. Lelièvre and
R. Assaraf) Computation of sensitivities for the invariant
measure of a parameter dependent diffusion. Available on
HAL and
ArXiv.
-
(With B. Jourdain) Convergence of a stochastic particle
approximation for fractional scalar conservation
laws. Stochastic Processes and their Applications 121 (2011)
957-988. Available online on
HAL
and ArXiv.
-
(With B. Jourdain et T. Lelièvre) Existence, uniqueness and convergence of a particle
approximation for the Adaptive Biasing Force process,
Mathematical Modelling and Numerical Analysis, 44, 831-865,
(2010). Available online on
HAL
and ArXiv.
CV
-
2011 - present: Assistant professor at Sorbonne Université (formerly UPMC).
-
2010: Postdoctoral researcher at Université Paris Dauphine.
-
2007 - 2010: PhD sudent at École des Ponts ParisTech, my supervisors being Tony
Lelièvre and Benjamin Jourdain.
You can find here a more
detailled CV.
Last update on .