About Me
I am a PhD student in computational statistical physics under the direction of Gabriel Stoltz and Tony Lelièvre at CERMICS (École des Ponts) and MATHERIALS (INRIA Paris). Relevant topics include:
- overdamped/underdamped Langevin dynamics
- sampling of probability measures in high dimensions
- Markov Chain Monte Carlo methods (Metropolis-Hastings, Hamiltonian Monte Carlo)
- numerical analysis
- non-equilibrium systems: perturbed dynamics with non gradient flows, linear response, transport coefficients
- numerical integration (Julia)
Other topics I am interested in:
- machine Learning techniques
- solving PDEs/SDEs
- numerical tools for scientific programming
Publications
- T. Lelièvre, R. Santet, G. Stoltz, Unbiasing Hamiltonian Monte Carlo algorithms for a general Hamiltonian function. (2023) Preprint arXiv - Preprint HAL, PDF, Code
Conferences
- May 2023 - GAMM 2023 - Section 26: Modeling, analysis and simulation of molecular systems. Optimizing the diffusion of overdamped Langevin dynamics (Slides)
- May 2023 - Birmingham Workshop: (Non)equilibrium Molecular Dynamics: Algorithms, Analysis, and Applications. Optimizing the diffusion of overdamped Langevin dynamics (Slides)
- April 2023 - Mascot-Num 2023. Optimizing the diffusion of overdamped Langevin dynamics (Poster, Blitz Slide)
- March 2023 - Ma Thèse en 180 secondes. 3 minutes to introduce my subject for the whole world to see. Finale Paris-Est Sup 2023 - Video (in French)
- December 2022 - ANR SINEQ Meeting. Optimizing the diffusion for equilibrium and nonequilibrium dynamics (Slides)
- November 2022 - CERMICS JSJC 2022. Presenting MCMC methods in the molecular dynamics framework (Notebook)
- July 2022 - MCQMC 2022. Ensuring unbiased sampling of HMC schemes for non separable Hamiltonian systems (Slides)
- April 2022 - CECAM - Mixed-gen Season 2 – Session 7: Simulating non-equilibrium phenomena and rare events. Genuinely unbiased Metropolis schemes for Langevin-like dynamics (Slides, Talk)
- April 2022 - CECAM - Numerical Techniques for Nonequilibrium Steady States. Unbiased sampling of HMC schemes for non separable Hamiltonian systems (Poster)
- March 2022 - CERMICS - Young Researchers Seminar. Discretizing Langevin dynamics with multiplicative noise for sampling high-dimensional probability measures (Slides)
Teaching
- Introduction to mathematical epidemiology (SIS/SIS/SIER models, control methods, demographic variations, R0 computation, local and asymptotic stability of endemic equilibrium). Supervising a group project (4 students). École Nationale des Ponts et Chaussées, January-March 2022
- PDE course: Sobolev spaces, elliptic PDEs (Poisson like PDEs with Dirichlet/Neumann/Robin boundary conditions on bounded spaces), Lax-Milgram theorem, Poincare inequalities, calculus of variations (energetic viewpoint). Application to linear elasticity and obstacle problems. 25 students. École Nationale des Ponts et Chaussées, April-May 2022 and March-June 2023
- Analysis course: Measure theory and integration, Hilbert spaces, Lebesgue spaces, Fourier series, Distribution theory, Partial differential equations, Finite difference methods, Fourier transform. Flipped classroom, 25 student. École Nationale des Ponts et Chaussées, September-December 2022
- Project about the use of a nonconstant diffusion coefficient to produce a proposal move for a Metropolis-like algorithm based on the integration of the overdamped Langevin dynamics. Introduction to Markov chains, Markov chain Monte Carlo algorithms, Finite Elements method, optimization tools. Supervising a group project (4 students). École Nationale des Ponts et Chaussées, February-June 2023
Distinction
- Pasquet’s Prize - Valedictorian of École Nationale des Ponts et Chaussées (2022)
- Bourse d’Excellence via the Chaire Saint-Gobain - École des Ponts ParisTech
Experience
Mathematical epidemiology applied to the spread of beetroots diseases.
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Topics: mathematical epidemiology, scientific computing, simulation
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Languages: Python
Machine Learning challenges and IT support to customers (both front-end and back-end).
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Topics: machine learning, IT systems, front-end and back-end development
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Languages: Python, Bash, JavaScript, Erlang
CEA DAM/DIF
Research Intern
June 2019 - November 2019
Applying mathematics to molecular dynamics.
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Topics: statistical physics, machine learning, scientific computing
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Languages: C++, Python
Education
Sorbonne Université
Master Degree
2020-2021
Master de la Modélisation (Master of Modelisation), specializing in the Analyse Numérique et Équations aux Dérivées Partielles (Numerical Analysis and Partial Differential Equations) branch.
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Topics: functional analysis, stochastic processes, numerical analysis, hyperbolic equations, multiscale systems, elliptic equations, Lorentzian differential geometry.
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Languages: Python, Julia
École Nationale des Ponts et Chaussées
Engineering Degree
2017 - 2021
Specialization in the Modélisation, Analyse, Simulation (Modelisation, Analysis, Simulation) Master.
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Topics: functional analysis, stochastic processes, Fourier analysis, numerical analysis, scientific computing, probabilities, statistics, optimal control, operational research, artificial intelligence, quantum mechanics, economics
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Languages: C++, Python, Julia, Git, LaTeX
Past Projects [in French]
Réduction de données dans le contexte de cartes géographiques
Projet ENPC avec Be-Bound
Février - Mai 2019
État de l’Art sur la compression de données de cartes géographiques pour la distribution d’une application mobile par Be-Bound.
- Langages: JavaScript, Python, Bash, Git
Dynamique stochastique d'une population à l'aide du modèle de Wright-Fisher
Projet ENPC
Octobre - Décembre 2018
Recherche sur les marches aléatoires, mouvements browniens et martingales continues. Application à l’évolution d’une population d’allèles avec des phénomènes de mutations et sélections.
- Langages: Julia, Git
Implémentation du jeu d'arcade "Paratroopers"
Projet ENPC
Octobre - Décembre 2018
Implémentation du jeu vidéo dans le cadre d’un cours sur les bonnes méthodes de programmation.
- Langages: C++, Git
Estimation de probabilité dans le contexte d'évènements rares
Projet ENPC
Septembre 2018
Implémentation de l’algorithme Adaptative Multilevel Splitting (AMS) pour estimer des probabilités rares. Application à la dynamique moléculaire.
- Langages: Python, Git.
Réduction de modèles appliquée au transport d'un polluant
Projet ENPC
Mars - Juin 2018
Application d’un algorithme de réduction (SVD) pour modéliser l’évolution d’un polluant grâce à l’équation d’advection.
- Langages: Python, Git
Modélisation de défauts dans un cristal quantique
Projet ENPC
Janvier - Mars 2018
Recherche sur la théorie d’Hartree-Fock et sur l’effet d’une perturbation dans l’équation de Schrödinger.
- Langage: Python
Codage entropique
Projet CPGE
Janvier - Juin 2017
Recherche sur la théorie de l’information de Shannon et implémentation de deux algorithmes de compressions sans perte.
- Langage: Python
Utilisation des quaternions dans les jeux-vidéos
Projet CPGE
Janvier - Juin 2016
Recherche sur les angles d’Euler, les quaternions et les courbes de Bézier pour les rotations 3D dans les jeux-vidéos.
- Langage: Python
Fractales et Pavages
Projet CPGE
Mars - Mai 2015
Recherche sur les pavages et les formes partitionnant le plan.
- Langage: Python
Community Involvement
ED MSTIC
PhD representative
2023 - Present
PhD representative of the MSTIC doctoral school
CERMICS
PhD representative
2021 - Present
PhD representative of the CERMICS laboratory (seminar organization, administrative meetings)
Running Vincennes Association
Member
2021 - Present
Active runner of the running club of Vincennes.
Dévelop'Ponts
Member of a sustainable development association
2018 - 2019
Sustainable development projects, distribution of veggie baskets to students and administratives, website update (that is now being remodelled).
- Langages: PHP, HTML, Git
KIClubInfo
Treasurer of the IT club at ENPC.
2018 - 2019
In charge of the club’s finances. Organization of LaTeX formations for ENPC students.
- Langages: LaTeX, Git
Pions & Chaussées
Co-founder of the ENPC chess club
2018 - 2019
Organization of chess tournaments, and introduction to the game to ENPC students. Co-founder of the ENPC Lichess team.
A Little More About Me
Alongside my interests in mathematics, physics and computers, some of my other interests and hobbies are:
- Sports (Running, Badminton, Tennis, Table Tennis)
- Gaming (Metroidvanias, active member of the GH community)
- Chess