Section: Overall Objectives

Overall Objectives

Tosca aims to significantly contribute to discern and explore new horizons for stochastic modeling. To this end we need to better understand the issues of stochastic modeling and the objectives pursued by practitioners who need them: we thus need to deeply understand other scientific fields than ours (e.g., Fluid Mechanics, Ecology, Biophysics) and to take scientific risks. Indeed, these risks are typified by the facts that often new and complex models do not behave as expected, mathematical and numerical difficulties are harder to overcome than forecast, and the increase of our knowledge in target fields is slower than wished.

In spite of these risks we think that our scientific approach is relevant for the following reasons:

• On the one hand, physicists, economists, biologists and engineers use a stochastic model because they cannot describe the physical, economical, biological, etc., experiment under consideration with deterministic systems, either because the experiment has a huge complexity, or because accurate calibrations of the parameters of the models would be impossible. However it is far from being enough to add noise to a dynamical system or to substitute random variables as parameters: the probability distribution of the random noises and parameters themselves is a modeling issue and, in addition, the qualitative behavior of the model may dramatically change as a function of this choice; in other terms, adding randomness to capture uncertainties may increase uncertainty instead of aiding. This issue is not so well understood in the literature, where most often probabilistic structures are given a priori rather than studied as questionable choices. Therefore our works, which concern application fields where stochastic modeling is still in its very beginning, include analysis of the limitations of the models we are elaborating. This analysis is based, either on theoretical estimates, or on our unique experience in stochastic simulations.

• On the other hand, stochastic computational models are being developed here and there, including by our team, with a fully different point of view from classical modeling approaches: these models are aimed to approximate complex physical laws (e.g. Fluid Mechanics laws for turbulent flows or folding processes for proteins) by statistical properties of artificial objects (e.g. particles interacting with turbulent flows or low dimensional stochastic systems having suitable correlation structures). The design of the stochastic dynamics of these objects is part of the problem to deal with, and the complexity of the underlying physical phenomena leads to huge simulation difficulties. Therefore we are exploring new frontiers for stochastic numerical methods and developing advanced techniques far beyond our previous works and most of the literature.

To bring relevant analytical and numerical answers to the preceding problems, we feel necessary to attack in parallel several problems arising from different fields. Each one of these problems contributes to our better understanding of the advantages and limitations of stochastic models and algorithms.

Of course, this strategy allows each researcher in the team to have her/his own main topic. However we organize the team in order to maximize internal collaborations. We consider this point, which justifies the existence of Inria project-teams, as essential to the success of our programme of research. It relies on the fact that, to develop our mathematical and numerical studies, we share a common interest for collaborations with engineers, practitioners, physicists, biologists and numerical analysts, and we also share the following common toolbox:

• Stochastic differential calculus;

• Mathematical combinations of both partial differential equations (PDEs) analysis and stochastic analysis for deterministic non-linear PDEs, notably stochastic control equations and McKean-Vlasov-Fokker-Planck equations;

• Original stochastic numerical analysis techniques to get theoretical estimates on stochastic numerical methods, and numerical experiments to calibrate these methods.

We finally emphasize that the unifying theme of our research is to develop analytical tools that can be effectively applied to various problems that come from extremely diverse subjects. For example, as described in more detail below, we study: branching processes and their simulation with the view of advancing our understanding of population dynamics, molecular dynamics, and cancer models; the theory and numerical analysis of McKean-Vlasov interacting particle systems in order to develop our models in biology, computational fluid dynamics, coagulation and fragmentation; hitting times of domains by stochastic processes so that we can improve on the current methods and theory used in finance and neuroscience.