CURRICULUM VITAE, May 2012

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1 CURRICULUM VITAE, May 2012 Joaquin Fontbona Birth date and place: 4 October 1974 at Santiago de Chile. Nationality: Chilean. Professional Situation: Since 2011: Associated Professor, Department of Mathematical Engineering, University of Chile : Asistant Professor, Department of Mathematical Engineering, University of Chile. Since 2006: Associated Researcher to Center for Mathematical Modeling CMM, UMI UChile-CNRS. University of Chile : Allocataire de Recherche, Université Pierre et Marie Curie Paris VI (French Government 3 year appointment for Ph.D. thesis preparation). I. EDUCATION: Graduate Studies: Ph.D. in Mathematics, Université de Paris 6, Thesis: Approches probabilistes d un modèle d interaction singulière et de l équation de Navier- Stokes en dimension trois. Advisor: Sylvie Méléard. Undergraduate studies: Mathematical Engineering. Universidad de Chile, Thesis: Diffusions on graphs. Advisor: Servet Martínez. II. RESEARCH: Research interests: Probability theory, Markov processes, stochastic differential equations, nonlinear evolution equations, mathematical modeling in physics, finance and biology. Publications: 1. Quantitative estimates for the long time behavior of an ergodic variant of the telegraph process, with Hélène Guérin and Florent Malrieu. Accepted in Advances in Applied Probability (2012). 2. Stochastic vortex method for forced three dimensional Navier-Stokes equations and pathwise convergence rate, Annals of Applied Probability, Vol. 20, (2010), No. 5, Energy efficiency of consecutive fragmentation processes, with N. Krell, and S. Martnez. Journal of Applied Probability, 47 (2010), No. 2, The limiting move-to-front search-cost in law of large numbers asymptotic regimes, with J.Barrera. Annals of Applied Probability 20, (2010), No. 2, Measurability of optimal transportation and strong coupling of martingale measures, with Hélène Guérin and Sylvie Méléard. Electronic Communications in Probability. No. 15, (2010)

2 6. Measurability of optimal transportation and convergence rate for Landau type interacting particle systems, with Hélène Guérin and Sylvie Méléard. Probability Theory and Related Fields 143, No. 3-4, (2009), On prolific individuals in a supercritical continuous state branching process, with Jean Bertoin and Servet Martínez. Journal of Appied Probabability 45 (2008), No. 3, A random space-time birth particle method for 2d vortex equation with external field, with Sylvie Méléard. Mathematics of Computation 77 (2008), No. 263, Paths clustering and an existence result for stochastic vortex systems, with Miguel Martínez, Journal of Statistical Physics 128 (2007), No. 3, ,. 10. Probabilistic interpretation and stochastic particle approximations of three dimensional Navier-Stokes equations, Probability Theory and Related Fields 136 (2006), No.1, Uniqueness for a weak non linear evolution equation and large deviations for diffusing particles with electrostatic repulsion, Stochastic Processes and their Applications, 112 (2004), No.1, The homotopical reduction of a nearest neighbor random walk, with Servet Martínez, Bulletin of the Brazilian Mathematical Society, New Series 34, (2003), No.3, Nonlinear martingale problems involving singular integrals, Journal of Functional Analysis 200, (2003) No.1, Submitted works and works in progress: 1. A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations, with Benjamin Jourdain (CERMICS, École Nationale de Ponts et Chausses), submitted. 2. Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain, with Mireille Bossy (INRIA Sophia-Antipolis), Pierre-Emmanuel (University of Maryland) Jabin and Jean-Franois Jabir(Univertié de Toulouse), submitted. 3. On SDE associated with continuous-state branching processes conditioned to never be extinct with M.C.Fittipaldi (Ph.D. student DIM), submitted. 4. Robust portfolio optimization in incomplete continuous-time financial markets under non-compact model uncertainty, with Julio Backhoff (former Mathematical Engineering student, current Ph.D. student, Berlin Mathematical School (TU and Humboldt Universities). In progress. 5. Non asymptotic confidence intervals for financial risk measures estimation: a concentration of measure approach, with Héctor Olivero (former Mathematical Engineering student, current Ph.D. student at DIM). In progress. 2

3 6. Constrained steepest descent solutions of a stochastic incompressible Langrangian model of turbulent flow with Mireille Bossy and Jean Francois Jabir. In progress. 7. Long time behavior of stochastic vortex systems, with Benjamin Jourdain (CER- MICS, École Nationale de Ponts et Chausses). In progress. 8. Non-local Lotka-Volterra systems with cross diffusion, with Sylvie Méléard (CMAP, École Polytéchnique). In progress. 9. Law of large numbers asymptotics and transient behavior of Persistent-Access-Caching strategy, with Javiera Barrera (Universidad Adolfo Ibanez). In progress. Scientific Projects and Grants Responsible Researcher of Fondecyt Project Variational properties and long time behavior of some Markov processes, and applications. Funded by Conicyt-Chile Chilean Responsible Researcher of STIC-Amsud (Information Technologies) project Mathematical modeling for natural resources. Funded by French- Chilean Cooperation, Conicyt and State institutions in Argentina and Peru Researcher Associated to ECOS Project C09E05, Discrete and continuous stochastic reaction-diffusion models. Responsible Chilean researcher: Alejandro Ramírez (Pontifical Catholic University of Chile). Funded by French-Chilean Cooperation and Conicyt Responsible Researcher of Fondecyt Project Stochastic mean field models: singular interactions, long time behavior and application to some non linear PDEs. Funded by Conicyt-Chile Researcher Associated to Center for Mathematical Modeling BASAL- CONICYT. University of Chile. Directors: Jaime San Martn ( ) and Alejandro Jofré (2012) Researcher Associated to ECOS Proyect C05E02 Mean field and spatially interacting particle systems: regeneration times and singular interactions. Responsible Chilean researcher: Alejandro Ramírez (Pontifical Catholic University of Chile). Funded by French-Chilean Cooperation and Conicyt Young Researcher Associated to FONDAP-CONICYT Applied Mathematics. University of Chile. Director: Rafael Correa : Young ResearcherAssociated to Millennium Nucleus Information and Randomness ICM P F. Director: Servet Martínez. Funded by MIDEPLAN, Chile Responsible Researcher of Fondecyt Project Probabilistic study of some nonlinear partial differential equation from fluid mechanics and kinetic theory and stochastic particle algorithms for their simulation. Funded by Conicyt-Chile. 3

4 III. TEACHING April-July 2012 Probability, teaching assistance, Undergraduate course at École Polytechnique, France Mathematical Engineering, University of Chile. Lectures on Measure Theory and Integration, Markov Processes, Stochastic Calculus, Mathematical Finance, Probability Theory School of Engineering, University of Chile. Lectures in Calculus, Probability Theory and Ph.D. Program in Mathematical Modeling, University of Chile. Lectures on Measure Theory and Integration, Stochastic processes Teaching Assistant. Courses in Analysis for undergraduate program in Economics. University Nanterre (Paris 10) Teaching Assistant. Courses in Analysis for undergraduate program in Mathematics, Physics and Chemistry. University of Crétéil Val de Marne (Paris 12). IV. RESEARCH DIRECTION Postdoctoral: Jean Francois Jabir. Fondecyt Postodoctoral Project Probabilistic approach for some nonlinear kinetic equations. Funded by Conicyt. 1 joint work submitted, 2 joint works in progress Javiera Barrera. Postdoc at CMM. Funded by Millenium Nucleus Information and Randomness. One joint work published. Ph.D. Thesis advised: Alejandra Christen, Renewal theory and long-time behavior of piecewise deterministic Markov processes. Ph. D. in Mathematical Modeling, Department of Mathematical Engineering, University of Chile. In progress. End scheduled : august Clara Fittipaldi, Stochastic population models conditioned to non extinction and immigration processes. Ph. D. in Mathematical Modeling, Department of Mathematical Engineering, University of Chile. In progress. End scheduled Master Level Engineering Thesis advised: 1. Victor Riquelme, Stochastic models of bioreactors and some associated stochastic control problems. Co-adviced with Héctor Ramírez (University of Chile). Finished April Ernesto Araya, Mathematical models and numerical implementation of pricing methods for callable bonds. Co-adviced with Rodrigo Gonzalez (LVA-Indices). Finished December Héctor Olivero, Estimation of financial risk measures: an approach based on the concentration phenomenon for empirical functionals. Mathematical Engineering thesis, University of Chile, finished January (Currently Ph.D. student at University of Chile) 4

5 4. Julio Backhoff, Robust portfolio optimization in continuous-time financial markets under model uncertainty of non-compact or linear type. Mathematical Engineering thesis, University of Chile, finished January (Currently Ph.D. student at Berlin Mathematical School). 5. Mauricio Duarte, Large deviations for stochastic interacting particle systems. Mathematical engineering thesis, University of Chile, finished September (Currently Ph.D.student at University of Washington, Seattle) 6. Francisco Silva, Uniform fragmentation processes. Mathematical Engineering thesis, University of Chile, finished September ( Ph.D. in 2010 at Ecole Polytechnique, currently Post-doctoral position at University Paris 7 ) 7. Felipe Celery, Study of Markov jump processes in cellular biology. Mathematical Engineering thesis, University of Chile, finished November Undergraduate Thesis advised: 1. Clara Fittipaldi, Poisson point processes and applications, University of Salta, Argentina, finished September (Currently Ph.D. student in Mathematical Modeling, Department of Mathematical Engineering, University of Chile) IV. CONFERENCES AND COMMUNICATIONS A trajectorial interpretation of entropy dissipation and a non intrinsic Barky Emery criterion at CIRM Meeting on Probabilistic Models for kinetic equations, Luminy (Marseille), July 2011, at 10-th international conference of operations research, la Habana, March 2012, at Probability Seminar, Instut de Recherche Mathématique de Rennes, April 2012, Institut de Mathématique, Toulouse, April 2012 and at Seminar on Stochastic processes, University of Zurich, May Energy efficiency of consecutive fragmentation processes, at Encuentro Matemático de la Zona Sur, April Measurability of optimal transportation and convergence rate for Landau type interacting particle systems, at Stochastic processes and their applications SPA2007, Urbana- Champaign, USA, August 2007, and at Random walks, particle systems and random media, Santiago, Chile, January A probabilistic interpretation and stochastic particle approximations of the 3d Navier- Stokes equations, at Stochastic processes and their applications SPA2007, Urbana-Champaign, USA, August 2007 Mean field limit for random partitions of the interval and applications, at Encuentro Sociedad Matemática Chilena Olmué, Chile, October A mean field model with random space-time birth and application to the 2d Navier- Stokes equations with external force field, at International Congress on the applications of mathematics ICAM2006 Santiago, Chile, March Stochastic vortex dynamics and Navier-Stokes equations, at Encuentro Regional de Probabilidades y Estadística Matemática, Buenos Aires, Argentina, and at Universidad de la República, Montevideo, Uruguay, November Recent developments on the probabilistic interpretation and stochastic particle approximations of the Navier-Stokes equations at Journées de Probabilités Provence-Alpes-Côtes d Azur, Marseille, France, July

6 A probabilistic interpretation and stochastic particle approximation of the three dimensional Navier-Stokes equation, at Ecole d été de Saint Flour, July 2003; at Percolation, particle systems and random media, Santiago, Chile, January 2004; at Monte Carlo and Probabilistic Methods for PDE s, MC2QMC, Juan-le-Pins, France, June 2004; and at Séminaire du Laboratoire de Probabilités et Modèles aléatoires de l Université Paris 6, February Nonlinear martingale problems involving singular integrals at Seminaire ModalX, Université de Paris 10 October 2002; Seminaire MAPMO, Université d Orleans November 2002; at Universidad de Chile and at Universidad Católica de Chile, December A Markov chain on the boundary of a tree, at III Escola Brazileira de Probabilidades, Angra dos Reis, Brasil, August 1999 and at Workshop on Dynamics and Randomness, Santiago, Chili, January V. RESEARCH VISITS 3 months visit to Center for Applied Mathematics, Ecole Polytechnique, April-July Three short visits to Centre d Enseignement et de Recherche en Mathmatiques et Calcul Scientifique (CERMICS) École de Pont Paris Tech, June 2010, January 2011, June Two 1 month visits at Institut de Recherche en Mathematique (IRMAR) Université de Rennes 1, France, July 2008, and July One month visit at Center for Applied Mathematics, Ecole Polytechnique, June Five short visits at Omega TOSCA Group (Ex OMEGA Probabilistic numerical methods), INRIA Sophia-Antipolis June 2005, July 2006, July 2007, June-July 2010, June Three 1- month visits at Equipe ModalX, Université de Paris 10, July 2004, June 2005, June month visit at Laboratoire de Probabilités et Modèles Aléatoires, Universités Paris 6, feburary VI. APPLIED RESEARCH CONTRACTS Leading researcher of Mathematical methods for the advanced analysis of microseismic data in underground mining. Joint R&D project between Center for Mathematical Modeling and Corporación del Cobre CODELCO-Chile) Leading researcher of Geomechanical monitoring of underground blockcaving mining through BOTDR (Brioullin Optical Time Domain Reflectometry) data modelling and analysis. Joint R&D project between Center for Mathematical Modeling and MICOMO S.A. (spinoff of CODELCO-Chile and Nippon Telegraph and Telephone Co. NTT-Japan). VII. PATENTS Procedure for determining distributed strain of a fiber optic based on spectral BOTDR information with A.Alvarez, G.Arevalo (MICOMO S.A.), R.Cortez and G.Soto (Center for Mathematical Modeling, University of Chile). National Patent claim procedure No in the name of MICOMO S.A., in progress. VIII. SCIENTIFIC RESPONSABILITIES Fondecyt Studies Group member, CONICYT Chile (evaluation committee of applicants curricula for Fondecyt research grants, evaluations of proposals and proposal referees designation). IX. LANGUAGES: French (bi-lingual), English, Portuguese, German. X. INFORMATIC SKILLS: Matlab, R, C, Linux, Latex. 6