Laurent Mertz

Visiting Assistant Professor of Mathematics
Laurent Mertz
Visiting Assistant Professor of Mathematics
Email
lm167@nyu.edu
Room
1141

Laurent Mertz is Visiting Professor of Applied Mathematics at NYU Shanghai. Prior to joining NYU Shanghai, he was Courant instructor / visiting assistant professor at Courant Institute at New York University. He is also assistant professor at University of Nice Sophia Antipolis. He holds a PhD from University of Paris VI, a M.Eng. / Diplôme d'Ingénieur from Ecole des Ponts, Paristech and a B.Sc. from University of Strasbourg.

In 2012, Professor Mertz was awarded the EADS foundation’s best thesis prize in mathematics and interactions.

Select Publications

  • Bensoussan, A; Mertz, L; Yam, S.C.P. Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. SIAM J. Math. Anal. 48 (2016), no. 4, 2783–2805.
  • Feau, C; Lauriere, M; Mertz, L. Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise, to appear in Asymptotic Analysis (2017).
  • Mertz, L; Stadler, G; Wylie, J. A backward Kolmogorov equation approach to compute means, moments and correlations of path-dependent stochastic dynamical systems, arxiv.org/abs/1704.02170. submitted.

 

Education

  • PhD
    University of Paris VI