Mathias Rousset
Position:
Junior Scientist -- SIMPAF Project -- INRIA Lille Nord-Europe.
Parc Scientifique de la Haute Borne 40, avenue Halley bat. A, Park Plaza 59650 Villeneuve d'Ascq, France.
Phone: 03 59 57 79 71
Background:
Post-Doc: CERMICS, ENPC (Marne-la-Vallée, France), with the MICMAC Project, CERMICS/INRIA.
PhD: Université Paul Sabatier, 2006.
M.S.: Ecole Polytechnique (X99) and DEA Université Paul Sabatier, 2003.
E-mail: mathias.rousset_at_inria.fr
PhD:
Title of dissertation: "Continuous time "Population Monte Carlo" and Computational Physics".
PhD advisors: Professor Pierre Del Moral and Professor Laurent Miclo.
Research topics
Mathematical and Computational Statistical Mechanics. Stochastic Particle Methods and PDEs. Multi-Scale Dynamical Systems and Stochastic Processes. Monte-Carlo Numerical Methods.
* Particle methods for Schrödinger Groundstates. Quantum Monte-Carlo.
* Free energy computations. Non-equilibrium/adaptive methods.
* Multi-scale dynamical systems. Diffusif transport phenomenon.
My PhD dissertation.
Publications
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Published articles
-P. Plechac and M. Rousset (2009): Implicit Mass-Matrix Penalization of Hamiltonian dynamics with application to exact sampling of stiff systems. SIAM MMS to appear arXiv:0805.1092.
-T. Goudon and M. Rousset (2009): Stochastic Acceleration in an Inhomogeneous Time Random Force Field. Appl Math Res Express. 2009: 1-46 (Preprint version: pdf )
-T. Lelièvre, M. Rousset and G. Stoltz (2008): Long time convergence of the Adaptive Biaising Force method. Nonlinearity, 21, 1155-1181 (Preprint version: pdf)
-T.Lelièvre, M.Rousset and G.Stoltz (2007): Computation of free energy differences with parallel adaptive dynamics . J. Chem. Phys, Vol.126, No.13. (Preprint version: pdf)
-T.Lelièvre, M.Rousset and G.Stoltz (2007): Computation of free energy differences through nonequilibrium stochastic dynamics: the reaction coordinate case. J. Comp. Phys. 222(2), 624-643. (Preprint version: pdf)
-M.Rousset and G.Stoltz (2006): Equilibrium sampling from nonequilibrium dynamics. J. Stat. Phys., 123 (6), 1251-1272. (Preprint version: pdf)
-A.Doucet and M.Rousset (2006): Discussion of "Exact and computationnally efficient likelihood estimation of discretely observed diffusions" (by Beskos and co.). J. Roy. Stat. Soc. B. 68, 333. (Preprint version: pdf)
-M.Rousset (2006): On the control of an interacting particle approximation of Schrödinger ground states. SIAM J. Math. Anal., 38 (3), 824-844.(Preprint version: pdf)
-M.Rousset (2004): Sur la rigidité de polyèdres hyperboliques en dimension 3: cas de volume fini, cas hyperidéal, cas fuchsien. Bull. SMF 132, 233-261. (Preprint version: pdf)
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Pre-print
-M.Rousset and G.Samaey (2010): Individual-based models for bacterial chemotaxis and variance reduced simulation. Pre-print pdf
-M.Rousset (2010): On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes. Pre-print pdf
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Monographs
-T.Lelièvre, M.Rousset and G.Stoltz (2010): Free energy computation: a mathematical perspective. Imperial College Press
Forthcoming events