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Section: Partnerships and Cooperations

International Initiatives

INRIA Associate Teams

ANESTOC

  • Title: Stochastic modelling of renewable energies

  • INRIA principal investigator: Denis Talay

  • International Partner:

    • Institution: Pontificia Universidad Catolica de Chile (Chile)

    • Laboratory: ANESTOC

  • Duration: 2011 - 2013

  • See also: http://www.anestoc.cl/es/?page_id=1112

  • This associate team complements a CIRIC research program in Chile. We refer to the TOSCA-ANESTOC project on stochastic modelling of renewable energies, especially wind farms, and oceanic resources. Our associate team (”Équipe associée Inria”) will conduct its joint research at two different levels. Firstly, the mathematical work on its own which we have called the ”Mathematical Kernel” (MK) , motivated by a number of fundamental problems raised by the specific applications in which we are interested. The second level of research concerns two main axes of Applications: (A1) Applications to Engineering (Renewable energies) and (A2) Applications to Neuroscience. The Mathematical Kernel includes a number of fields in the domains of Stochastic Analysis, Statistics and Numerical Analysis. In particular, it is worth mentioning the following: 1. Probabilistic resolution of Boussinesq non-linear partial differential equations; 2. Stochastic approach to Pope's equations on wind dynamics; 3. Open system dynamics as a bridge between Molecular Dynamics and Stochastic Differential Equations; 4. Inference on Stochastic Processes; 5. Algorithms and simulation. The Applications include the stochastic modelling of renewable energy through ocean resources and wind farms (CIRIC-subproject). This subject will be developed with engineers of the Catholic University of Chile. In addition, applications to ion-channel dynamics through cell membranes will be considered jointly with biophysicists of the CINV (Neuroscience Centre of Valparaiso).

INRIA International Partners

  • Tosca participates to the NCCR FINRISK (Financial Risk) forum launched by the Swiss National Science Foundation and managed by the University of Zürich.

Visits of International Scientists

Visits of Professors and Researchers

  • P. Carmona (Princeton University) has been visiting the team for three days in March.

  • M. Cissé (ENSAE, St. Louis, Sénégal) has been visiting the team six weeks in September and October.

  • J. Fontbona (Univ. de Chile) has been visiting the team twice three days in May and June.

  • J.-F. Jabir (Univ. Toulouse) has been visiting the team three months between April and July, and one week in October.

  • L. Lindholm (KTH Royal Institute of Technology, Sweden) has been visiting the team three weeks in August and September.

  • A. Rousseau (Mere team, INRIA Sophia – Antipolis, Montpellier) has been visiting the team for two days in January.

  • The Tosca seminar organized by N. Champagnat and J. Charrier in Sophia Antipolis has received the following speakers: Viet Chi Tran (Université des Sciences et Technologies Lille 1), Martin Riedler (Heriot-Watt University Edimbourg, UK), Arturo Kohatsu-Higa (Osaka University, Japan), Dan Crisan (Imperial College, UK), Laurent Miclo (Université Paul Sabatier Toulouse), Sylvain Maire (Université du Sud Toulon – Var), Thomas Önskog (Umea University, Sweden), Denis Villemonais (Ecole Polytechnique, Palaiseau), Gérard Ben Arous (Courant Institute, New York University), Joaquin Fontbona (Universidad de Chile), Jun Yu (Ecole Polytechnique, Palaiseau), Julia Charrier (INRIA Sophia Antipolis – Méditerranée).

Internships

  • Omar Abbes

    • Subject: Stochastic approaches for wave modelling

    • Institution: Ecole Polytechnique de Tunisie (Tunisia)

  • Amine Chourou

    • Subject: Stochastic volatility models - new numerical methods

    • Institution: Ecole Polytechnique de Tunisie (Tunisia)

  • Jun Xu

    • Subject: Bank networks systemic risk propagation models

    • Institution: Ecole Polytechnique

  • Mauricio Tejo

    • Subject: Mean Field behaviour of ionnic channel in neuroscience

    • Institution: Pontifical Universitad Catolica (Chile)

Participation In International Programs

  • P.-E. Jabin is member of the KiNet network, NSF Focus Research Group grant on kinetic description of multi-scale phenomena (as co P.I., main P.I.: E. Tadmor)

  • D. Talay is the international coordinator of the MathAmsud program 08MATH05 - Stochastic Analysis and Mathematical Physics Research Network which started in 2009, and also involves M. Bossy, A. Lejay and E. Tanré.