## The pole Probability and Statistic has have been built over the period 2008-2015.

Its current members are P.-H. Cournède, D. Challet, G. Faÿ (on leave), E. Herbin, S. Lemler, V. Letort, I. Muni Toke.

Its main research themes are stochastic processes, point processes, limit theorems and statistics (non-parametric, of processes, in large dimensions), probabilistic modeling.

Among the pole members, P.-H. Cournède and V. Letort belong to the Digiplante team, D. Challet and I. Muni Toke, to the FiQuant team.

## PDE and HPC

The research pole on the analysis of PDE counts F. Abergel, P. Lafitte, F. Magoulès and A. Rozanova-Pierrat as members. The research projects of the team span a large spectrum : modelling by PDEs, theoretical analysis of PDEs, design and analysis of original numerical schemes, high performance computing.

Below are its main themes :

*Modeling in life sciences*, in particular the treatment of tumor using UHF waves (A. Grisey, P. Lafitte, V.Letort), micro-wave imaging (A. Rozanova-Pierrat), pattern formation in fish schools, extinction probability of competing species (P. Lafitte).

*Quantitative finance*, in particular derivative hedging, model calibration (F. Abergel).*Theoretical analysis of PDE*for viscous fluids (F. Abergel), asymptotics of diffusion equation (A. Rozanova-Pierrat).*Design and analysis of numerical schemes*, in particular asymptotic preserving schemes for kinetic equations, for Sobolev-type equations (P. Lafitte).