• 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
•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).
(c) Research areas.
•Game theoretic approaches to numerical analysis, algorithm design and learning. •Homogenization and multiscale analysis.•Uncertainty Quantification. •Stochastic modeling and stochastic analysis.
(d) Research grants and contracts.
•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 StochasticVariational 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)
(e) Students and Alumni.
•Current Graduate StudentoFlorian T. SchäferoGene Ryan Yoo•AlumnioGraduate students▪Lei Zhang. (W.P. Carey Ph.D. Prize in Applied Mathematics 2007). Post Doc at Max Planck Leipzig, University of Bonn and Oxford. Now associate professor at the Shanghai Jiaotong University.▪Roger Donaldson (co-advised with M. Desbrun, created his own Startup company).▪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). Courant Instructor at NYU. Now tenure track assistant professor at Georgia Tech. oPost Docs▪ Nawaf Bou Rabee (NSF post doctoral fellow 2008, Courant Institute Instructor 2009-2011, Tenure track assistant professor of mathematics at Rutgers 2011-present).▪ Ali Lashgari (PSAAP 2009-2010).▪Ufuk Topcu (co-advised with R. Murray). Now Assistant Professor at UT Austin.Tim Sullivan (co-advised with M. Ortiz, Warwick Zeeman Lecturer 2012-2015, Junior professor at the Free University of Berlin, 2015-present)
(f) Selected Invited/Plenary Lectures and organized workshops.
•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 approachesfor 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.•April 6, 2018: Applied Math Colloquium, UMBC.•April 11-13, 2018. The Alan Turing Institute, London. SAMSI Workshop on Probabilistic Numerics.•April 23-27, 2018: BIRS, Numerical Analysis and Approximation Theory meets Data Science.
•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).
(h) Professional Affiliations.
(i) Editorial Activities.
•CurrentoSIAM Journal on Numerical Analysis.oInternational Journal of Uncertainty Quantification.oJournal of Computational Dynamics. oDe Gruyter book series on Computational Science and Engineering.•PastoSpringer Handbook of Uncertainty Quantification oM2AN Special issue on multiscale problems and techniques
(j) 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).