===== FITOUSSI Mathis ==== {{:members:mfitoussi:img_1469.jpg?150|}} PhD Student under the supervision of [[http://www.math-evry.cnrs.fr/members/smenozzi/welcome|S. Menozzi]] since 2022\\ Topics : singular drift SDEs, Euler schemes for SDEs, McKean Vlasov SDEs, kinetic models\\ Université d'Évry - Paris-Saclay \\ Laboratoire de Mathématiques et Modélisation d'Évry (UMR 8071) \\ I.B.G.B.I., 23 Bd. de France, 91037 Évry Cedex \\ Desk: 414 \\ E-mail : first name dot last name at univ-evry dot fr\\ [[https://orcid.org/0009-0004-3312-2191|ORCID]]\\ =====Pre-publications===== * M. Fitoussi, [[http://www.math-evry.cnrs.fr/members/smenozzi/welcome|S. Menozzi]], Weak error on the densities for the Euler scheme of stable additive SDEs with Hölder drift [[https://arxiv.org/abs/2410.10250|arXiv]],[[https://hal.science/hal-04733240|HAL]] (2024). * M. Fitoussi, [[http://cermics.enpc.fr/~jourdain/|B. Jourdain]], [[http://www.math-evry.cnrs.fr/members/smenozzi/welcome|S. Menozzi]], Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift [[https://arxiv.org/abs/2405.08378|arXiv]],[[https://hal.science/hal-04571879|HAL]] (2024). =====Publications===== * M. Fitoussi, Heat kernel estimates for stable-driven SDEs with distributional drift [[https://arxiv.org/abs/2303.08451|arXiv]],[[https://hal.science/hal-04026796v2|HAL]],[[https://link.springer.com/article/10.1007/s11118-023-10115-3|Journal]] (2023). =====Past slides, posters, ...===== * Bologna Stochastic Analysis seminar - Università di Bologna, {{:members:mfitoussi:slides-unibo.pdf|Weak discretization error techniques for singular drift SDEs}} * Trajectoires Rugueuses 2024 - Université Côte d'Azur, {{:members:mfitoussi:slides.pdf|Weak discretization error techniques for singular drift SDEs}} * Mean field interactions with singular kernels and their approximations, 2023 - Institut Henri Poincaré {{:members:mfitoussi:poster.pdf|Poster: Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift}} * Master 2 Seminar, 2023 - Université d'Evry Paris-Saclay, {{:members:mfitoussi:slides_meef_2023_fitoussi.pdf|Construction du mouvement Brownien et cas d’application : la régularisation par le bruit}} * Workshop on singular SDEs, 2023 - Torino, {{:members:mfitoussi:slides_fit_torino.pdf|Heat kernel estimates for stable-driven SDEs with distributional drift}} * Working Group Stochastic Analysis, 2023 - Bielefeld, {{:members:mfitoussi:slides_ar1_bielefeld.pdf|Heat kernel estimates for stable-driven SDEs with distributional drift}} =====Ongoing research projects===== * Since 2024 - EDARI project number AD011015151 Analyse de vitesse de convergence pour des schémas de discrétisation d’EDS à coefficients irréguliers (computational resources associated with the analysis of discretization schemes for singular drift SDEs). =====Teaching===== * Since 2021 : Colles CPGE MPSI, Lycée Chaptal (Paris), 1st year * 2021 - 2022 : Colles CPGE ECG2, Lycée Chaptal (Paris), 2nd year =====Life before PhD===== * Master 2 internship - Extension d’une méthode Monte-Carlo dans un cadre instationnaire, CEA. {{:members:mfitoussi:rapport_stage.pdf|Project report (French)}}, {{:members:mfitoussi:slides_master.pdf|Defense slides (French)}} * Master 2 project - ECG registration using Kalman Filtering {{:members:mfitoussi:ecg_registration_final_pres.pdf|Defense slides (French)}}. * Master 2 project - Ajout d’une structure de graphe à un modèle SIR pour le calcul de la taille et de la sévérité de l’épidémie {{:members:mfitoussi:beamer_epidemio.pdf|Defense slides (French)}}, {{:members:mfitoussi:epidemio.pdf|Project report (French)}}. * Master 1 project with [[https://perso.telecom-paristech.fr/beguinot|Julien Béguinot]] - Extension of some of the results presented in [[https://proceedings.neurips.cc/paper/2018/file/1bc0249a6412ef49b07fe6f62e6dc8de-Paper.pdf|this paper]] on optimal weights for adaptative importance sampling. {{:members:mfitoussi:projet_ais-1.pdf|Project report (French)}} * {{:members:mfitoussi:exercices.pdf|Problem sheets (French)}} for CPGE students. For solutions, please send me an e-mail. * {{:members:mfitoussi:archive.zip|Lecture notes (French)}} in mathematics from my second year of CPGE (MPX Lycée Chaptal). =====Miscellaneous===== * {{:members:mfitoussi:embeddings.pdf|The Holy Embeddings}}