Education.

Ecole Polytechnique (France). Mathematics and Physics M.S. 1994 Ecole Nationale des Ponts et Chaussées (Corps des Ponts). Civil Engineering M.S. 1997 University of Paris VI (Jussieu). DEA (Probability) 1997 Ecole Polytechnique Fédérale de Lausanne. Mathematics Ph.D. (with G. Ben Arous) 2001 Technion. Post Doc (with D. Ioffe) in Probability Theory 2000/2001

History.

2011 - present: Caltech, Professor of Applied & Computational Mathematics and Control & Dynamical Systems. 2004-2011: Caltech, Assistant Professor of Applied & Computational Mathematics and Control & Dynamical Systems. 2001-2004: CNRS Research Fellow. 1994-2001: High Civil Servant in the Corps des Ponts et Chaussées (French Corps of Engineers).

Research areas.

Digital Twins. Mathematics of Machine Learning. Scientific Machine Learning. Physics Informed Learning. Game theoretic approaches to numerical analysis, algorithm design and learning. Homogenization and multiscale analysis. Uncertainty Quantification. Stochastic modeling and stochastic analysis. Robustness/Brittleness of Bayesian inference and machine learning algorithms.

Selected awards and honors.

Aly Kaufman fellow 2000. Prix EPFL doctorat 2001. IMA Editor’s Choice article 2009. SIAM CSE 2015. Plenary lecture. XVI International Conference on Hyperbolic Problems: Theory, Numerics, Applications, 2016. Plenary lecturer. SIAM UQ 2016. Mini-tutorial. Germund Dahlquist Prize (SIAM). July 2019. SIAM Fellow 2022. SIAM UQ 2024. Plenary lecture. Vannevar Bush Faculty Fellow. Class of 2024.

Research grants and contracts.

The Vannevar Bush Faculty Fellowship (VBFF) . 2024-2029. $3 million. AFOSR, MURI #11 (New Mathematical Paradigm for Integrating Data, Models, Decisions). Mathematics of Digital Twins. 2024-2027. $200k/year DARPA. Mathematics for the DIscovery of ALgorithms and Architectures (DIAL). Algorithm Genesis Inception System (AGIS). 2024-2025. SRI contract. NSF. Collaborations in AI and Geosciences (CAIG) proposal, “Collaborative Research: CAIG: Discovering the Law of Stress Transfer and Earthquake Dynamics in a Fault Network using a Computational Graph Discovery Approach” (RISE- 2425908/2425909). 2024-2027. $100k/year CAST/JPL. Design under uncertainty for system-level autonomy with computational hypergraph discovery. 2024-2025. $90k PDRDF/JPL. Jupiter’s radiation environment: Assimilating Data with Machine- Learning-driven approaches. CoPI. 2024-2025. $178k DOE award number DE-SC0023163 (SEA-CROGS: Scalable, Efficient and Accelerated Causal Reasoning Operators, Graphs and Spikes for Earth and Embedded Systems). 2022-2025. $150,000/year (Caltech subcontract) NASA, AIST. Kernel Flows: Emulating Complex Models for Massive Data Sets. 2022-2024. $650,000/year (CoPI, $1560,000/year) AFOSR, MURI. Machine Learning and Physics-Based Modeling and Simulation. Learning and Meta-Learning of Partial Differential Equations via Physics-Informed Neural Networks: Theory, Algorithms, and Applications (Caltech PI, $380k/year). 2020-2025. Beyond Limits. Learning Optimal Models. 2020-2023, $601,000 (PI). NASA/JPL. Earth 2050. 2020-2022, $156,000/year (CoPI). AFOSR. Grant number FA9550-18-1-0271. Games for Computation and Learning. 2018-2021, $900,000 (PI). ONR. Grant number N00014-18-1-2363. Toward scalable universal solvers for linear systems. 2018-2022. $840,000 (CoPI). AFOSR/ DARPA EQUiPS. Grant number FA9550-16-1-0054. Computational Information Games, 2015-2018, $900,000 (PI). AFOSR. Grant number FA9550-12-1-0389. Scientific Computation of Optimal Statistical Estimators, 2012-2015, $900,000 (PI). DOE/LANL (Exascale Co-Design Center for Materials in Extreme Environments), 2012-2016, $150,000/year (UQ task). NSF. OCI-1216643, Scientific Software Innovation Institute for Advanced Analysis of X-Ray and Neutron Scattering Data (SIXNS), 2012-2014, $477,685 (CoPI, UQ task) NSF. CMMI-092600, Dynamics and Control of Bio-Molecular Systems using Geometric Model Reduction and Stochastic Variational Integrators, 2009-2012, $450000 (PI). DOE/NNSA. PSAAP, Uncertainty Quantification, ASC Predictive Science Academic Alliance Program ($17 million grant), 2008-2013 (Director of the UQ group). UTRC, Post Doctoral Grant Fellowship. 2009. DARPA. DynaRum, Dynamic Network Analysis for Robust Uncertainty Management, 2007-2008. UTRC. Stochastic Variational Integrators, 2007 (PI)

Professional Affiliations.

SIAM AMS

Editorial Activities.

Current o Mathematics of Computation (MCOM) o SIAM Journal on Numerical Analysis. o International Journal of Uncertainty Quantification. o Journal of Computational Dynamics. o De Gruyter book series on Computational Science and Engineering. o SIAM/ASA journal on Uncertainty Quantification o Foundations of Data Science o The Journal of Machine Learning for Modeling and Computing (JMLMC). Past o Springer Handbook of Uncertainty Quantification o M2AN Special issue on multiscale problems and techniques

University administration (selected).

Caltech Predictive Science Academic Alliance Program (2008-2013). Director of the Uncertainty Quantification group. Caltech Computing and Mathematical Sciences (CMS) Department Academic Officer (2010-2013). Applied and Computational Mathematics Option Representative (2010-2013).

Selected Interviews.

HPC Wire: The Masters of Uncertainty (09/2013) Scientific American. Do we live in a simulation?

Students and Alumni.

Current Graduate Students o Pau Battle Franch o Matthieu Darcy o Yasamin Jalalian o Théo Bourdais o Jonghyeon Lee Current Postdocs o Hamed Hamze Bajgiran o Xianjin Yang o Ricardo Miguel Baptista Alumni o Graduate students Lei Zhang. (W.P. Carey Ph.D. Prize in Applied Mathematics 2007). Professor at Shanghai Jiaotong University. Roger Donaldson (co-advised with M. Desbrun, Motorola Solutions). Leonard Lucas (co-advised with M. Ortiz, US Navy, Pittsburgh). Molei Tao (co-advised with J. Marsden, W.P. Carey Ph.D. Prize in Applied Mathematics 2011). Associate professor at Georgia Tech. Gene Ryan Yoo (2020). Quantitative Researcher at Susquehanna International Group. Florian T. Schäfer (W.P. Carey Ph.D. Prize in Applied Mathematics 2021). Assistant professor at Georgia Tech. Yifan Chen (W.P. Carey Ph.D. Prize in Applied Mathematics 2023). Counrant Instructor at NYU. o Post Docs Nawaf Bou Rabee. Associate professor of mathematics at Rutgers. Ali Lashgari. Truvian Sciences, Inc . Ufuk Topcu (co-advised). Associate Professor at UT Austin. Tim Sullivan. Assistant professor at the University of Warwick. Bamdad Hosseini. Assistant Professor at University of Washington.

Senior research scientists.

Current JPL researchers on Campus (JROC). o Jouni Susiluoto o Otto M Lamminpaa o Nicolas F Rouquette Former JPL researchers on Campus (JROC). o Amy Braverman o Peyman Tavallali Senior Caltech Research Scientists (current and former). o Clint Scovel (retired) o Boumediene Hamzi (former) o Peyman Tavallali (former)

Selected lectures and organized events.

April 2000: Aussois Congress of Young Probabilists and Statisticians). November 2000: Technion's Seminar in Probability and Stochastic Processes. January 2001: "Pole Air" Seminar at ENPC. February 2001: Orsay Seminar on Probability and Statistics. April 2001: Israel Mathematics Union Annual Meeting. April -May 2001: Mini-Course at Technion on Anomalous Diffusion from Perpetual Homogenization. July 2001: Lyon, First Joint Congress AMS, SMF. October 2002: Oberwolfach. Stochastic Analysis. November 2002: Meeting on Particle Methods and Probabilistic Models Applied to the Simulation of the Nuclear Waste Transport Problems. December 2002: University of Lyon Applied Mathematics Colloquium. January 2003: ENS Géologie, Nancy: “Modélisation Micro-Macro des Phénomènes Couplés de Transport-Chimie-Déformation en milieux argileux “ February 2003: Caltech, ACM Colloquium. March 2003: Congress CIRM. Statistical Mechanics and Probability Theory. March 2003. University of Neuchâtel Mathematics Seminar. April 2003: Courant Institute, Probability Seminar. July 2003: Lisbonne: XIV International Congress on Mathematical Physics. January 2004: Santiago de Chile, Workshop on Percolation, Particle Systems and Random Media. April 11, 2004 : USC Applied Math Seminar. April 24, 2005: Southern California SIAM Symposium. May 2005: Oberwolfach, Stochastic Analysis and Non-Classical Random Processes. May 2005: Max Planck Institute: Workshop on Metastability, Aging, and Anomalous Diffusion. Stochastic and Nonlinear Effects in Long Term Dynamics. July 2005: CIRM. Workshop on Random Homogenization. March 1, 2006: Caltech, Center for Advanced Computing Research. March 2006: Banff (Canada), Reaction Diffusion and Free Boundary Problems. March 31, 2006: USC, Probability Seminar. July 2006: Los Angeles , 7th World Congress on Computational Mechanics. January 24, 2007: Chicago University, Mathematics Seminar. March 19-22, 2007: SIAM Geosciences, Santa Fe. June 8, 2007: Stanford, Applied Mathematics Seminar. Oct 2007 : Dynarum Workshop, Caltech. Nov 2007 : UTRC Seminar. Nov 2007 : University of Arizona, Mathematics Seminar. Nov 2007 : Tucson, Dynarum Workshop. Jan 2008 : Joint Mathematics Meetings in San Diego. April 2008: University of Maryland, Mathematics Seminar. April 2008: Structured Integrators Workshop (Stanford). May 2008: 6th International Conference on Differential Equations and Dynamical Systems. June 2008: FOCM Meeting, Honk Kong. July 2008: Stanford UQ Workshop. August 2008: TST PSAAP, Caltech. September 15, 2008: University of Chicago, Applied Mathematics Seminar. October 10-11, 2008: 2nd Workshop on Multiscale and Stochastic Modeling, Analysis, and Computation. The Michigan Center for Industrial and Applied Mathematics. October 17, 2008: Purdue University, CCAM Seminar. October 31, 2008: University of Minnesota, Probability Seminar. November 6, 2008: Lawrence Livermore National Laboratory, CASC Seminar. March 2-6, 2009: SIAM CSE Conference (UQ Minisymposium). March 26-29, 2009: Workshop on Meshless Methods, Generalized Finite Element Methods, and Related Approaches, at the University of Maryland, College Park. May 4, 2009: Caltech, ACM colloquium. May 7-8, 2009: Structured Integrators Workshop. June 2-6, 2009: EPFL: Advances in the Theory of Control, Signals, and Systems, with Physical Modeling. June 9-12, 2009: Brunel UK, MAFELAP conference. Validation and Robust Prediction in Computational Science. July 6-11, 2009: Taida Institute for Mathematical Sciences. Taida Mathematics Month, International Conference in Mathematics (Computational and Applied Math), Taiwan. July 28-30, 2009: PSAAP UQ Workshop (Caltech). August 10-11 2009: USC Workshop on Stochastic Multiscale Methods. August 30-Sept 2 2009: SAMSI program on Stochastic Dynamics. October 7, 2009. UTRC Seminar. October 9, 2009. Courant Institute of Mathematical Sciences, Applied mathematics seminar. November 4, 2009. Caltech. E2 Frontiers in Engineering and Applied Science. Dec 6-11, 2009. Numerical Analysis of Multiscale Computations (BIRS). March 2, 2010: Caltech CS/IST Lunch Bunch seminar. April 26-27, 2010. 6th Annual Structured Integrators Workshop (UCSD). May 24-28, 2010. International Centre for Mathematical Sciences in Edinburgh, Scotland. SPDE-UQ workshop. June 28- July 10, 2010: Indian Institute of Mathematical Sciences (Bangalore-India). International Workshop on Multiscale Analysis and Homogenization. (Course on Homogenization with Non-Separated Scales) July 12 - July 14, 2010: Indian Institute of Mathematical Sciences (Bangalore-India). International Conference on Multiscale Analysis and Homogenization (Plenary) July 22-24, 2010: Dynamical Systems and Control. Corfu, Greece (Plenary). September 13-17, 2010. Conference on Highly Oscillatory Problems. Isaac Newton Institute, Cambridge. September 27-30, 2010. Istitut Henri Poincare (Paris). Hybrid Simulations of Dynamical Systems and Applications to Molecular Dynamics. (3-Hours Course). November 10, 2010. UT Austin. Math/ICES Center of Numerical Analysis Seminar. November 11, 2010. UT Austin. Mathematical Physics Seminar. January 24 - 28, 2011: Random Media: Homogenization and Beyond. (IPAM Workshop). Feb 3, 2011. University of Arizona Mathematics Colloquium. February 28 - March 4, 2011. SIAM CSE11 (Reno, NV). Mini-Symposium on "Numerical Methods for Stochastic Computation and Uncertainty Quantification." March 10-12, 2011. Third "Frontier Probability Days" (FPD11). University of Utah. March 14, 2011. Applied Math and Analysis Seminar, Duke University. March 21-24, 2011. SIAM Geosciences Meeting. Multiscale Aspects of Wave Propagation. Long Beach, CA, USA. March 27-April 1 2011. Stochastic Multiscale Methods (BIRS Workshop in Banff). April 15, 2011. USC probability seminar. April 18, 2011. Penn State University. June 13-15, 2011. Santa Fe, New Mexico. Uncertainty Quantification and Multiscale Materials Modeling. July 18-22, 2011. ICIAM 2011 (Vancouver, BC). Minisymposium on "Mathematical and Numerical Aspects of Uncertainty Quantification." July 18-22, 2011. ICIAM 2011 (Vancouver, BC). Minisymposium on “Numerical Solution of Stochastic PDEs.” July 25-28, 2011. WAVES 2011 (Vancouver, BC). Minisymposium on Multiscale methods for wave propagation. August 1-5, 2011. USA/South America symposium on Uncertainty Quantification. Rio de Janeiro, Brazil. October 19, 2011. USC AME Seminar. October 22-23, 2011. 2011 Fall AMS Western Section Meeting, "Inverse Problems and Homogenization", Salt Lake City, UT November 5, 2011. University of Illinois at Urbana-Champaign. Aerospace Engineering Seminar series. November 10, 2011. SAMSI. High Dimensional Approximation for Uncertainty Quantification. December 9, 2011. LATP, Marseille. Probability and Statistics seminar. December 12-16, 2011. Workshop on Multiscale Systems: theory and applications. Warwick University. March 16, 2012. Center for Control, Dynamical systems and Computation (CCDC) at UCSB. March 19, 2012, ICME Colloquium, Stanford. April 3-5, 2012. SIAM UQ12 conference. Raleigh. July 30-Aug 2, 2012. AFOSR. Arlington. October 9-11, 2012. ICERM, Brown. Workshop on Uncertainty Quantification. October 24, 2012. LLNL. December 3-7, 2012. IPAM. Workshop on Computational Methods for Multiscale Modeling of Materials Defects. March 17-23, 2013. Oberwolfach. Interplay of Theory and Numerics for Deterministic and Stochastic Homogenization, (organizer). April 28-May 1, 2013. UT Austin Institute for Computational Engineering and Sciences. Workshop on Multiscale Modeling. May 15, 2013. Stanford applied math seminar. June 9-12, 2013. SIAM '13 Conference on Math Aspects of Materials Science (Philadelphia). Aspects of Homogenization: Analysis and Applications. September 16-20, 2013. Heraklion, Greece. International Conference on Applied Mathematics (Plenary). March 31-April 3, 2014: SIAM UQ 14, Savannah, Georgia, USA, mini-symposium on "Numerical methods for uncertainty quantification of coupled problems". May 28-31, 2014. Shanghai Jiao Tong University. Workshop on “Multiscale Problems from Physics, Biology and Materials Science” June 22 - June 28, 2014. Oberwolfach. Computational Multiscale Methods. June 30 - July 1, 2014. Computations in infinite dimensions: challenges in a continuous world. Kavli Royal Society International Centre at Chicheley Hall. September 1-4, 2014. Burg Schnellenberg, Germany. IUTAM symposium on “Innovative numerical approaches for materials and structures in multi-field and multi-scale problems.” September 10, 2014. Berkeley Applied Math Seminar. March 14-18, 2015. SIAM Conference on Computational Science and Engineering (CSE15). Plenary. July 1, 2015. SIAM Conference on Mathematical and Computational Issues in the Geosciences. July 22-24, 2015. Cambridge, UK. IEEE International Conference on Computer Science and Education 2015 (IEEE ICCSE). Keynote. August 19-21, 2015. USC. Fourth QUEST UQ Summer School (tutorial). November 6-8, 2015. University of Texas at Dallas. Texas Analysis and Mathematical Physics Symposium 2015. January 19 - 22, 2016. IPAM. Uncertainty Quantification for Multiscale Stochastic Systems and Applications. April 5-8, 2016. EPFL. SIAM UQ 2016. Mini-tutorial. May 30 – June 2, 2016. City University of Hong Kong. International Conference on Applied Mathematics. June 18-20, 2016. 4th CAM-ICCM Workshop, Multiscale and Large-scale Scientific Computing, Chinese University of Hong Kong (CUHK). August 1-5, 2016. RWTH Aachen University (Germany). XVI International Conference on Hyperbolic Problems: Theory, Numerics, Applications. Plenary. January 4, 2017. AIAA SciTech. DARPA Efficient Quantification of Uncertainty in Physical Systems. February 27-March 3, 2017. SIAM CSE 2017, EQUiPS minisymposia. April 3-7, 2017, IPAM workshop "Multiphysics, Multiscale, and Coupled Problems in Subsurface Physics". April 10-14, 2017, “Multiscale Problems: Algorithms, Numerical Analysis and Computation” Hausdorff Trimester Program. June 5-10, 2017. ICERM. Probabilistic Scientific Computing: Statistical inference approaches to numerical analysis and algorithm design (co-organizer). June 19-23, 2017. Dynamics, aging and universality in complex systems (in honor of Gérard Ben Arous). September 12-15, 2017. Complex High-Dimensional Energy Landscapes Tutorials. October 30, 2017. Computing@PNNL seminar series. Januray 24, 2018. Stanford applied math seminar. March 26, 2018: University of Notre Dame. Center for Informatics and Computational Science Colloquium. April 5, 2018: John Hopkins University, seminar. April 6, 2018: Applied Math Colloquium, UMBC. April 10, 2018: Jussieu (Paris VI). Seminaire du Laboratoire de Probabilités, Statistique et Modélisation. April 11-13, 2018. The Alan Turing Institute, London. SAMSI Workshop on Probabilistic Numerics. April 20, 2018: Institut de Mathematiques de Marseille. Séminaire Probabilités et Statistique. April 23-27, 2018: BIRS, Numerical Analysis and Approximation Theory meets Data Science. June 4-7, 2018. The Fields Institute. Conference on Multiscale Problems in Materials and Biology (co-organizer). July 10, 2018. SIAM AN 2018, MS100 Machine Learning for Scientific Computing. July 24, 2018. WCCM 2018, MS104. November 5-7, 2018, RICAM (Linz), Multivariate Algorithms and Information-Based Complexity. March 11-15, 2019. Oberwolfach, Uncertainty Quantification. March 12, 2019. Max-Planck, Leipzig. March 27-29, 2019. Center of Mathematical Sciences and Application at Harvard University. Workshop on machine learning for Multiscale Model reduction. June 9-15, 2019. Oberwolfach, beyond numerical homogenization (one week course). June 24-26, 2019. Crete, Greece. UNCECOMP 2019: Machine learning approaches to UQ. July 22, 2019 SciCADE 2019, Innsbruck Austria. plenary Lecturer. July 29-Aug 2, 2019. Oberwolfach, Computational Multiscale Methods. May 18-22, 2020. IPAM. Stochastic Analysis Related to Hamilton-Jacobi PDEs. 27-31 July 2020. Institut Mittag-Leffler. New trends in numerical multiscale methods and beyond. September 1st, 2020. JPL Colloquium. September 21 - October 2, 2020. The Fields Institute. Second Symposium on Machine Learning and Dynamical Systems (pre-recorded + plenary live). September 30 - October 2, 2020. CECAM workshop on Multiscale simulations of soft matter: New method developments and mathematical foundations. November 2, 2020. One World Seminar in Numerical Analysis. November 16, 2020, UC Irvine, applied math seminar. January 27-30: IEEE CCWC 2021, keynote. February 22, 2021. Keller colloquium, Caltech. March 2, 2021. Sayas Numerics Seminar, UMD. March 3, 2021: Freie Universität Berlin. Minisymposium on Kernel Methods for Multiscale Problems. March 18, 2021: Fisk Distinguished Speaker Series, university of Wyoming. March 25, 2021: Applied Mathematics & Statistics seminar at Johns Hopkins University. July 12-16, 2021. Institut Mittag-Leffler.New trends in numerical multiscale methods and beyond. September 21, 2021. University of Naples Federico II October 8, 2021. FAU Erlangen-Nürnberg October 24-29, 2021. Probabilistic Numerical Methods - From Theory to Implementation. Schloss Dagstuhl - Leibniz-Zentrum für Informatik, Germany. March 3, 2022. e-seminar for Scientific Machine Learning. March 14-18, 2022. SIAM conference on Analysis of Partial Differential Equations (PD22), Berlin, Germany. Minisymposium on Disordered media and Homogenization. March 18, 2022. University of Pittsburgh. e-seminar for Scientific Machine Learning. March 18, 2022. University of Wyoming. Fisk Distinguished Speaker series. April 4-8, 2022. Adaptivity, High Dimensionality and Randomness. The Erwin Schrödinger Institute (ESI) in Vienna. April 11, 2022. PhILMs Webinar Series. April 12-15, 2022. SIAM Conference on Uncertainty Quantification. Minisymposium on PDE-constrained optimization under uncertainty. Atlanta, USA. April 20, 2022. One world seminar on the mathematics of machine learning. April 26, 2022. Applied Math seminar at UMass Amherst. April 27, 2022. Applied math seminar at UC Berkeley. April 29, 2022. Applied Math Seminar, Florida International University (FIU). May 6, 2022. UCSD MAE seminar. May 16-20, 2022. PDE-constrained Bayesian inverse problems: Interplay of spatial statistical models with Machine Learning in PDE discretizations. The Erwin Schrödinger Institute (ESI). July 11-15, 2022. SIAM Annual Meeting22. Pittsburgh, Pennsylvania. Aug 29-Sep 2, 2022. IMSI (Chicago). Expressing and Exploiting Structure in Modeling, Theory, and Computation with Gaussian Processes Sep 26-30, 2022. SIAM MDS22 (San Diego). Data-Driven Methods in Scientific Computing. Dec 19-21, 2022. Caltech. International Conference on New Trends of Computational and Data Sciences. Feb 9, 2023. AI for science workshop at Caltech. Feb 20-20, 2023. Differential Equations for Data Science 2023 (DEDS2023). Apr 6-7, 2023. data-driven middling of physical systems at USC. May 19-20, 2023. MaSAG conference, Rome, Italy. May 22-25, 2023. Inaugural CAMDA conference to be held in College Station, TX. May 30 - Jun 1, 2023. ECCOMAS-IACM thematic conference “Math 2 Product (M2P): Emerging Technologies in Computational Science for Industry, Sustainability" and Innovation, Sicily. June 5-9, 2023. ICERM's workshop “Mathematical and Scientific Machine Learning" June 12-17. Data Science and Machine Learning Summer School (Emilia Romagna, Italy) June 3-18, 2023. Isaac Newton Institute for Mathematical Sciences in Cambridge. Mathematical and Statistical Foundation of Future Data-Driven Engineering. July 23-27, 2023. Albuquerque, New Mexico. 17th US National Congress on Computational Mechanics (USNCCM). Aug 20-25, 2023. Tokyo. ICIAM 2023. Machine learning in infinite dimensions. Nov 2nd, 2023, University of Washington. Boeing Applied Mathematics Colloquium series. Dec 4-6, 2024. Chinese University of Hong Kong (CUHK). International Workshop on Multiscale Model Reduction and Scientific Machine Learning.” Feb 13, 2024. University of Waterloo. Numerical Analysis and Scientific Computing seminar. Feb 27 – Mar 1st, 2024. SIAM UQ24. Plenary. April 22-26, 2024. LANL. Workshop on scale bridging in numerical simulation. July 22-26, 2024. CIRM (France). Digital twins for inverse problems in Earth science (organizer). September 16-18: Cambridge workshop on statistical aspects of non-linear inverse problems. October 7, 2024. Colloquium at CMOR department at Rice. October 17, 2024. UC Riverside department of mechanical engineering seminar. October 30, 2024. Yale Foundations of Data Science (FDS) Colloquium.

Teaching.

April -May 2001: Mini-Course at Technion on Anomalous Diffusion from Perpetual Homogenization. February-April 2002: CMI, Université de Provence: Homogénéisation Perpétuelle et Diffusions Anormales. August 2004: Mahdia (Tunisia), Course on Homogenization (summer school). 2004-2005: Caltech, Partial Differential Equations (ACM 201 a and b). 2005-2006: Caltech, Markov Chains (ACM 216). 2005-2006: Caltech, Stochastic Differential Equations. (ACM 217) 2006-2007: Caltech, Introduction to Probability Theory and Applications (ACM 116). 2006-2007: Caltech, Large Deviations and Concentration of Measure (ACM 256). 2007-2008: Caltech, Introduction to probability theory and applications (ACM 116). 2007-2008: Caltech, Markov Chains (ACM 216). 2008-2009: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116). 2008-2009: Caltech, Markov Chains (ACM 216). 2009-2010: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116). 2009-2010: Caltech, Introduction to Optimization (ACM 113). June 28- July 10, 2010, Indian Institute of Mathematical Sciences (Bangalore, India): Course on Homogenization with Non-Separated Scales at the International Workshop on Multiscale Analysis and Homogenization. September 27-30, 2010: Institut Henri Poincaré (Paris): Simulation of Hybrid Dynamical Systems and Applications to Molecular Dynamics (3-hour lecture). 2010-2011: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116, 100 enrolled students) 2010-2011: Caltech, Advanced Topics in Optimization (ACM 213). 2011-2012: Caltech, Introductory Methods of Applied Mathematics (ACM 95/100b: Ordinary Differential Equations). 2012-2013: Caltech, Markov Chains (ACM 216). 2012-2013: Caltech, Stochastic Differential Equations and martingales (ACM 217). 2013-2014: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116). 2013-2014: Caltech, Markov Chains (ACM 216). 2014-2015: Caltech, Introduction to Probability Theory and Applications (ACM/EE 116). 2014-2015: Caltech, Markov Chains (ACM 216). 2015-2016: Caltech, Introduction to Probability Theory and Applications (CMS/ACM 116). 2015-2016: Caltech, Markov Chains (ACM 216). 2016-2017: Caltech, Introduction to Probability and Random Processes (CMS/ACM/EE 117). 2016-2017: Caltech, Markov Chains (ACM 216). 2017-2018: Caltech, Introduction to Probability and Random Processes (CMS/ACM/EE 117). 2017-2018: Caltech, Markov Chains (ACM 216). 2018-2019: Caltech, Introduction to Probability and Random Processes (CMS/ACM/EE 117). 2018-2019: Caltech, Markov Chains (ACM 216). June 2019. Oberwolfach seminar (Beyond numerical homogenization). 2019-2020. Caltech, Stochastic processes and regression (ACM 118). 2019-2020: Caltech, Markov Chains (ACM 216). 2020-2021: Caltech, Stochastic processes and regression (ACM 118). 2020-2021: Caltech, Markov Chains (ACM 216). 2021-2022: Caltech, Stochastic processes and regression (ACM 118). 2021-2022: Caltech, Markov Chains (ACM 216). 2022-2023: Caltech, Stochastic processes and regression (ACM 118). 2022-2023: Caltech, Markov Chains (ACM 216). 2023-2024: Caltech, Stochastic processes and regression (ACM 118). 2023-2024: Caltech, Markov Chains (ACM 216). 2024-2025: Caltech, Stochastic processes and regression (ACM 118). 2024-2025: Caltech, Markov Chains (ACM 216)