7 Nov 2023
Job InformationOrganisation/Company
Ecole des Ponts
Department
CERMICS
Research Field
Mathematics » Applied mathematics
Researcher Profile
First Stage Researcher (R1)
Country
France
Application Deadline
1 Dec 2023 - 01:00 (Europe/Paris)
Type of Contract
Temporary
Job Status
Full-time
Is the job funded through the EU Research Framework Programme?
H2020 / ERC
Reference Number
101077204
Is the Job related to staff position within a Research Infrastructure?
No
Offer DescriptionThe aim of the present project is to build efficient reduced-order models for parametrized Stochastic Differential Equations, based on dynamical low-rank approximations. Such a task is extremely useful for instance in Molecular Dynamics simulation to assess the influence of parameters defining the interaction potential between the atoms of a given molecular system on the macroscopic behaviour of the total system. Such reduced-order models can then be used as a key ingredient for variance reduction methods in order to accelerate the computation of macroscopic quantities which are defined as averages of observables depending on the trajectories of parameter-dependent stochastic processes. Such dynamical low-rank approximations are classically built using the so-called Dirac-Frenkel variational principle. The latter cannot be used to build accurate approximations of parametrized SDEs on long time scales though. Indeed, the error between the exact trajectories and their approximations grows exponentially with time. The idea of the project is to study theoretically and numerically alternative variational principles for the construction of reduced-order models that lead to new approximations for which the error is much smaller than with the Dirac-Frenkel approach for long time scales.
RequirementsResearch Field
Mathematics » Applied mathematics
Education Level
PhD or equivalent
Additional Information
Work Location(s)
Number of offers available
1
Company/Institute
Ecole des Ponts ParisTech
Country
France
Geofield
Where to applyCity
MARNE LA VALLEE Cedex 2
Website
https:// www. enpc.fr
Street
6 et 8, avenue Blaise PascalCité DescartesChamps sur Marne
STATUS: EXPIRED