Ludovic Goudenege

Ludovic Goudenege is a CNRS Research Fellow assigned to the CentraleSupélec Mathematics Federation. His research focuses on stochastic partial differential equations (SPDEs), numerical analysis, and financial mathematics. He is affiliated with the Molecular and Macroscopic Energetics and Combustion Laboratory, contributing to interdisciplinary studies at the intersection of mathematics and applied sciences.

His work spans theoretical and computational aspects of SPDEs, including stochastic processes, rare event simulation, and numerical methods for high-dimensional problems. Key applications include financial derivatives pricing (e.g., American options, variable annuities), risk management, and material science (e.g., phase field models for polymers). Collaborations with institutions like CNRS and CentraleSupélec underpin his interdisciplinary approach.

Publications emphasize machine learning applications in finance, variance reduction techniques, and convergence analysis of numerical schemes for stochastic equations. Recent work explores non-Markovian systems, fractional noise models, and stochastic fluid dynamics. His research bridges fundamental mathematical theory with practical challenges in finance, engineering, and computational science.