Timothée Pouchon

I am a researcher in applied mathematics in the field of numerical analysis. I design and analyze computational methods for the approximations of partial differential equations (PDEs) and stochastic differential equations (SDEs). These methods are used in applications originating from various branches of science such as geoscience, medical imaging, material science, data science, physics, chemistry and biology.

I am currently a Postdoc Research Fellow at the University of Edinburgh in the group of Ben Leimkuhler under a fellowship granted by the Swiss National Science Fundation (SNSF). Previous to this, I have been a Postdoc at École Polytechnique Fédérale de Lausanne (EPFL) working with Assyr Abdulle who was also my PhD advisor.

My research interests in brief

  • Design and analysis of numerical methods for PDEs:
    • multiscale methods for the wave equation;
    • long time homogenization of the wave equation;
  • Design and analysis of numerical integrators for SDEs:
    • numerical methods for ergodic SDEs;
    • Bayesian learning methods for machine learning training;

More details (and some pictures!) here.