I am an Assistant Professor in the Department of Mathematics at City University of Hong Kong, which I joined in 2022. Previously, I was a faculty member at NYU Shanghai, a Courant Instructor at New York University, and a maître de conférences at Université Côte d’Azur. I received my PhD from Université Paris VI.

My research focuses on stochastic modeling and simulation. I work on Monte Carlo methods and variance reduction for stochastic differential equations driven by white or colored noise, on constrained stochastic dynamics (e.g. elasto-plastic and dry-friction models driven by noise), and on stochastic control and estimation. I am also interested in the ergodic properties of stochastic dynamical systems, particularly exponential mixing under controllability conditions. A recurring theme in my research is diffusion approximation: using the white-noise limit of a colored-noise system as a computational tool rather than merely as an asymptotic result. My applications arise in materials science, and soft and active matter physics.

E-mail: lmertz@cityu.edu.hk

• Researchgate

• Linkedin

• Orcid

• Mathscinet

• CityUHK Scholars