Tsiry is a Computational Scientist. His work are focused on the interaction of numerical analysis and stochastic modeling. In particular, he is working on the analysis and construction of algorithms and numerical methods for stochastic models including Stochastic Partial Differential Equations and Stochastic Differential Games.
Current research interest
Fully nonlinear Partial Differential Equations (PDEs)
Parallel & Distributed computational methods
Sep 9, 2021: 9th Austrian Stochastics Days (Invited Speaker): Finite Difference Approximations of Fully Nonlinear Partial Differential Equations.
Jul 24 2019: SciCADE (Contributed talk): Time-discretization of stochastic Navier–Stokes equations by penalty-projection method.
Jul 16 2019: Equilibria in Markets, Strategic Interactions, and Complex Systems (Invited Speaker): Numerics of zero-sum games with asymmetric information.
Probabilistic numerical scheme for Dynkin games with asymmetric information, in preparation, preprint available on demand.
On numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics, submitted, 2021. With L. Banas, H. Dawid, J. Storn, X. Wen.
Méthodes de dualité pour la simulation d’écoulements viscoplastiques, 2013, submitted as part of the fullfilment of a Master degree at ENS Lyon.