معرفی
Samuel Herrmann is a Professor of Applied Mathematics at the University of Burgundy, France. He is a member of the Statistics, Probability, Optimization and Control team and an external member of the TOSCA project team at INRIA. His research focuses on stochastic processes, particularly asymptotic analysis of non-linear stochastic processes, large deviations, and stochastic resonance phenomena, with applications in climatology, biology, and financial modeling.
Education:
- PhD in Mathematics (2001) - University of Burgundy
- Habilitation (2009) - Asymptotic analysis related to stochastic processes
Research Interests:
- Stochastic differential equations and their numerical simulation
- Large deviation phenomena in stochastic processes
- Self-stabilizing diffusions and stochastic resonance
- First-passage and exit time problems for diffusions
- Applications in climatology, biology, and finance
Scientific Contributions:
Professor Herrmann has published extensively on stochastic processes, with over 50 peer-reviewed articles and a monograph on stochastic resonance. His work includes exact simulation methods for diffusion processes, studies on self-stabilizing systems, and theoretical contributions to large deviations theory. He has collaborated with leading researchers such as Peter Imkeller and David Peithmann.
Awards and Recognition:
- Contributed to the encyclopedia of mathematical physics
- Co-authored the book "Stochastic Resonance: A Mathematical Approach in the Small Noise Limit" (2014)
Teaching and Supervision:
He teaches courses on stochastic processes and their simulation at both undergraduate and master's levels, including the Master in Turin program. He has supervised numerous PhD and master's students in stochastic processes and related fields.
