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

  • Fully nonlinear Partial Differential Equations (PDEs)

  • Probabilistic methods

  • Parallel & Distributed computational methods

Contact

Mail: ta.rand[?]outlook.com

Mobile: +49 176 466-04517

Social Network

Employment

2017 – 2021: Bielefeld University | Faculty of Mathematics

  • PostDoctoral researcher (full-time)

2014 – 2017: University of Leoben | Chair of Applied Mathematics

  • Doctoral researcher (part-time)

2014: AIMS-Cameroon

  • Teaching assistant (full-time)

2013: ENS Lyon | UMPA (ENS Lyon)

  • Research Intern (full-time)


Education

Selected Talks

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.

Publications (from the most recent to the oldest) see also my google.scholar profile

  1. Probabilistic numerical scheme for Dynkin games with asymmetric information, in preparation, preprint available on demand.

  2. 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.

  3. Numerical approximation of the value of a stochastic differential games with asymmetric information, SIAM J. Control Optim., 2021. With L. Banas, G. Ferrari. DOI | arXiv.

  4. Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray--Scott equations, J. Comput. Appl. Math., 2020. With E. Hausenblas, M. Thalhammer. DOI | PDF.

  5. Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method, Numer. Math., 2019. With E. Hausenblas. DOI | arXiv | SharedIt | PDF.

  6. Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces, J. Comput. Appl. Math, 2018. With H. Bessaih, E. Hausenblas, P.A. Razafimandimby. DOI | arXiv | PDF.

  7. Méthodes de dualité pour la simulation d’écoulements viscoplastiques, 2013, submitted as part of the fullfilment of a Master degree at ENS Lyon.