Description
Numerical experiment on the Pontryagin principle for the stochastic control of non-smooth dynamical systems
My research concerns the stochastic variational inequalities (SVI) modeling non-smooth dynamical systems with random forcing and their applications in engineering mechanics. It focuses on elasto-plasticity, friction and impacts problems, in presence of white or colored noise. The mathematical theory that I have developed, in joint works with collaborators (mathematicians and engineers), is useful to the study of the risk analysis of failure for mechanical structures subject to random vibrations. It includes techniques from applied stochastic analysis, reflected diffusions and nonlocal elliptic operators, partial differential equations, numerical analysis, risk analysis in engineering mechanics. Connecting SVIs to applications in engineering is the contribution of my research activities.
Prerequisite
brownian motion, (SDEs), heat equation, (parabolic PDEs), matlab
Preferred Time of Research
all year research
Weekly Commitment
10 hours
Location
NYUSH
Paid?
Yes, to be discussed
Contact
laurent.mertz@nyu.edu