• École des Ponts ParisTech:
  • 2A IMI/SEGF: Statistiques et analyse de données (page du cours sur Educnet).
  • 3A GMM, M2 DMSE: Ingénierie des incertitudes en mécanique (page du cours sur Educnet).
• Mines ParisTech:
  • 1A: Probabilités.
  • 2A: Processus stochastiques, Processus stochastiques avancés.

Former courses

• 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.

I am a member of the ANR project EFI (2017-2020).

• Since 2017: Adrien Touboul, with Bernard Lapeyre at CERMICS and Pierre Benjamin, Fabien Mangeant and Mouadh Yagoubi at IRT SystemX: Uncertainty propagation in a graph of models.
• Since 2017: Mouad Ramil, with Tony Lelièvre at CERMICS: Metastability, interaction and nonlinearity.
• Since 2016: Sofiane Martel, with Sébastien Boyaval at LHSV: Finite volume approximation of the invariant measure of stochastic scalar conservation laws.

(HAL and arXiv versions may not be up to date)

Probability and analysis

• S. Martel, J. Reygner
  Viscous scalar conservation law with stochastic forcing: strong solution and invariant measure
  Preprint (arXiv:1905.07908)
• T. Lelièvre, L. Pillaud-Vivien, J. Reygner
  Central Limit Theorem for stationary Fleming–Viot particle systems in finite spaces
  ALEA Latin American Journal of Probability and Mathematical Statistics, 15:1163-1182, 2018 (arXiv:1806.04490)
• J. Reygner
  Equilibrium large deviations for mean-field systems with translation invariance
  Annals of Applied Probability, 28(5):2922-2965, 2018 (arXiv:1706.08780, complement)
• 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
  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)

Numerical methods

• 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)
• 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)

Statistical physics

• 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)

Applied maths and applications

• A. Touboul, J. Reygner, F. Mangeant, P. Benjamin
  A formal framework to define margins in industrial processes
  Preprint
• S. Cazeau, M. Toulemont, P. Ritter, J. Reygner
  Statistical ranking of electromechanical dyssynchrony parameters for CRT
  Open Heart, 6:e000933, 2019 (complement)
• 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)
• 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
  ESAIM: Proceedings and Surveys (Journées MAS 2016 de la SMAI - Phénomènes complexes et hétérogènes), 60:132-143, 2017 (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)

I have been a researcher at CERMICS since 2015.

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 (now Sorbonne Université) 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 an alumnus of École Polytechnique.

My ORCID ID is 0000-0002-7005-0957, and my Google Scholar profile is here.

• Meeting Uncertainty quantification in materials science, Institut Henri Poincaré, on 14 May 2018.
• SMAI-BOUM project Fluctuations dans les systèmes de particules, Institut Henri Poincaré, on 21-22 March 2016.
• Workshop Statistical mechanics and computations of large deviation rate functions in Centre Blaise Pascal at ENS de Lyon, on 16-19 June 2015.
• Groupe de travail Transport thermique at CERMICS and Inria Paris-Rocquencourt, from 2012 to 2014.

Talks