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Julien Reygner
CERMICS - ENPC
6 et 8 avenue Blaise Pascal
Cité Descartes - Champs sur Marne
77455 MARNE LA VALLÉE
E-mail : julien.reygner@enpc.fr
My office: bâtiment Coriolis, B215
My phone: +33 1 64 15 35 72
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Welcome!
I am a researcher at CERMICS, École des Ponts ParisTech, within the Applied Probability team.
Teaching
- École des Ponts ParisTech:
- Mines ParisTech:
Research interests
- Long time behaviour of stochastic processes: convergence to equilibrium, metastability.
- Interacting particle systems and particle methods for nonlinear PDEs.
- Equilibrium and nonequilibrium statistical mechanics, large deviations, rare events.
- Applications of probability theory and analysis to physics, economics and operations research.
- Uncertainty quantification and industrial applications.
I am involved in the organisation of CERMICS' colloquium and applied mathematics seminar, and I regularly take part in the activities of the MSMath ERC project.
I am a member of the ANR project EFI (2017-2020).
Articles and preprints (HAL and arXiv versions may not be up to date)
- J. Reygner, Equilibrium large deviations for mean-field systems with translation invariance (arXiv:1706.08780).
- F. Bouchet, J. Reygner, Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes, Annales Henri Poincaré, 17(12):3499-3532, 2016 (arXiv:1507.02104).
- B. Jourdain, J. Reygner, Optimal convergence rate of the multitype sticky particle approximation of one-dimensional diagonal hyperbolic systems with monotonic initial data, Discrete and Continuous Dynamical Systems - Series A, 36(9):4963-4996, 2016 (arXiv:1507.01085).
- B. Jourdain, J. Reygner, A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data, Journal of Hyperbolic Differential Equations, 13(3):441-602, 2016 (arXiv:1501.01498).
- J. Reygner, Chaoticity of the stationary distribution of rank-based interacting diffusions, Electronic Communications in Probability 20(60):1-20, 2015 (arXiv:1408.4103).
- B. Jourdain, J. Reygner, Capital distribution and portfolio performance in the mean-field Atlas model, Annals of Finance 11(2):151-198, 2015 (arXiv:1312.5660).
- B. Jourdain, J. Reygner, The small noise limit of order-based diffusion processes, Electronic Journal of Probability 19(29):1-36, 2014 (arXiv:1307.0490).
- B. Jourdain, J. Reygner, Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation, Stochastic Partial Differential Equations: Analysis and Computations 1(3):455-506, 2013 (arXiv:1211.4818).
- A. Gaudillière, J. Reygner, Sampling the Fermi statistics and other conditional product measures, Annales de l'Institut Henri Poincaré : Probabilités et Statistiques 47(3):790-812, 2011 (arXiv:0911.4565).
- O. Durand de Gevigney, F. Meunier, C. Popa, J. Reygner, A. Romero, Solving coloring, minimum clique cover and kernel problems on arc intersection graphs of directed paths on a tree, 4OR - A Quarterly Journal of Operations Research 9(2):175-188, 2011 (arXiv:0902.1182).
Proceedings and survey articles
- J. Reygner, Long time behaviour and mean-field limit of Atlas models (arXiv:1705.08140).
- J. Reygner, Merveilles du monde unidimensionnel : lois de conservation et transport optimal, MATAPLI 108:103-122, 2015.
- F. Bouguet, F. Malrieu, F. Panloup, C. Poquet, J. Reygner, Long time behavior of Markov processes and beyond, ESAIM: Proceedings and Surveys (Modélisation Aléatoire et Statistique - Journées MAS 2014), 51:193-211, 2015 (arXiv:1507.05801).
Vitae
During the academic year 2014-2015, I was a CNRS postdoctoral fellow at Laboratoire de Physique in ENS de Lyon, within the Climate and Statistical Mechanics group coordinated by Freddy Bouchet.
I defended my Ph.D. thesis at Université Pierre et Marie Curie in 2014 (see a short summary here). My advisors were Benjamin Jourdain and Lorenzo Zambotti.
This work was awarded the Prix de thèse Jacques Neveu 2014 by the group MAS of SMAI.
I am an Ingénieur des Ponts, des Eaux et des Forêts and a former undergraduate student of École Polytechnique.
Souvenirs