About me

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

Numerical methods for 


Mail: tsiry.randrianasolo[?]unileoben.ac.at

Mobile: +43 677 64657528


20222024: Montanuniversität Leoben| Department Mathematics and Information Technology

2017 – 2021: Bielefeld University | Faculty of Mathematics

2014 – 2017: Montanuniversität Leoben | Department Mathematics and Information Technology

2014: AIMS-Cameroon

2013: ENS Lyon | UMPA (ENS Lyon)


Publications (from the most recent to the oldest)

Selected Talks

Nov 15, 2023: BI.discrete23: Numerical Analysis (Invited speaker): Numerical Approximation of Dynkin Games with Incomplete Information.

Sep 21, 2023: ÖMG Tagung 2023, Graz (Contributed talk): Numerical Approximation of Dynkin Games with Incomplete Information.

Jul 19, 2023: SPDEvent 2023 - Universität Bielefeld (Contributed talk): Wong-Zakai approximation of SPDEs with linear multiplicative noise.

Sep 9, 2021: 9th Austrian Stochastics Days (Invited Speaker): Finite Difference Approximations of Fully Nonlinear Partial Differential Equations.

Jul 24 2019SciCADE (Contributed talk): Time-discretization of stochastic Navier–Stokes equations by penalty-projection method.

Jul 16 2019: Equilibria in Markets, Strategic Interactions, & Complex Systems (Invited Speaker): Numerics of zero-sum games with asymmetric information.

Selected Poster Presentations

Jul 10-14, 2023: SPDEs, optimal control and mean field games - analysis, numerics and applications - Bielefeld: Numerical approximation of Dynkin games with asymmetric information, [PDF].