February – March 2014 : Professor Jonathan Weare gave a series of four two-hours lectures for PhD students (Ecole Doctorale MSTIC) between February 5th and March 11th 2014. He discussed on various scientific topics, in particular with Mathias Rousset, Eric Cancès and Tony Lelièvre. In particular, J. Weare and T. Lelièvre started to work on the comparison between standard variance reduction techniques in the context of rare event simulations: importance sampling, control variate and splitting methods based on interacting particle systems. The idea is to analyze the robustness of the methods with respect to the choice of the importance function. Tony Lelièvre then went to Chicago for one week (October 27th-31st). A student from the Ecole des Ponts (Teresa Pi) is currently finishing her “mémoire de mastère” under the cosupervision of Tony Lelièvre and Jonathan Weare at Chicago. The visits to Chicago have been funded by a fellowship of the University of Chicago obtained by Tony Lelièvre and Jonathan Weare, following the Labex Bezout chair.
