Post-doctoral position (M/W) in stochastic numerical analysis

Updated: 2 months ago
Job Type: FullTime
Deadline: 09 Dec 2022

- Proof of the convergence of stochastic algorithms for multi-scale stochastic differential equations
- Implementation of stochastic algorithms for multi-scale stochastic differential equations
- Estimation of uniform strong errors in the small scale parameter
- Weak error estimation
- Generalization to multi-scale stochastic partial differential equations

Design and convergence proof of numerical schemes for multi-scale stochastic differential equations and stochastic partial differential equations.

- Reception in the Federation of Mathematics of CentraleSupélec (27 permanent members)
- MICS Laboratory of CentraleSupélec (Mathematics and Computer Science for Complexity and Systems)
- Location: 9 rue Joliot Curie, Bouygues Building, 91190 Gif-sur-Yvette
- Host team: "Analysis of PDEs" axis


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