Si vous souhaitez faire un projet de semestre ou de master chez la chaire CSQI, n’hésitez pas à nous contacter.
Voici une liste (incomplète) des sujets disponibles pour le semestre d’automne 2024 :
- Dynamical low rank methods for data assimilation in hemodynamic applications
- Variational inference and low rank dynamics to sample from target distributions
- Dynamical Low Rank Approximations for Black-Scholes equations with uncertain volatility
- Numerical methods for integro-differential equations with application to option pricing
- Smooth bounded invertible neural networks for approximation of Fokker-Planck equations
- PINNs with approximate derivative computations for approximation of nonlinear PDEs
- SDE model for electricity consumption in domestic buildings; calibration from discretely observed data
- Discontinuous Galerkin methods for Hamilton-Jacobi-Bellman equations