Webpage of R.L.

image > I am a postdoctoral fellow at École des Ponts (CERMICS), affiliated with the MATHERIALS team at INRIA, under the supervision of Virginie Ehrlacher, Tony Lelièvre, and Julien Reygner. My research is supported by the HighLEAP ERC grant, led by Virginie Ehrlacher.

I completed my PhD at Université Paris-Dauphine under the supervision of Mathieu Lewin, where I was a member of the MDFT ERC grant team. Prior to that, I studied at École Polytechnique and École Normale Supérieure de Paris-Saclay.

You can contact me at firstname.name@enpc.fr.

Research interests

  1. Theory and numerics of optimal transport especially its multimarginal extension as it appears in density functional theory in quantum chemistry. Here is a partial overview of some contributions of mine on this subject:
  2. Study of classical (and continuous) statistical physics systems such as Coulomb and Riesz gases, with a particular focus on the existence of the thermodynamic limit and phase transitions. Here is a contribution of mine on this subject:
  3. Model order reduction techniques for high-dimensional stochastic differential equations.

 

Publications

[1]
R. Lelotte, An external dual charge approach to the multimarginal optimal transport with coulomb cost, ESAIM: COCV. (2024). https://doi.org/10.1051/cocv/2024017.
[2]
R. Lelotte, Asymptotic of the Kantorovich potential for the optimal transport with Coulomb cost, (2022). https://doi.org/10.48550/arXiv.2210.07830.
[3]
R. Lelotte, Phase transitions in one-dimensional Riesz gases with long-range interaction, (2023). https://doi.org/10.48550/arXiv.2309.08951.
[4]
T. Lelievre, R. Lelotte, V. Ehrlacher, J. Reygner, Projection of stochastic differential equations onto submanifolds, (In preparation).
[5]
S. Di Marino, R. Lelotte, Absence of non-compactly supported minimiser for the Lieb-Oxford bound, (In preparation).
[6]
R. Lelotte, Quantitave error estimates for the moment constrained optimal transport, (In preparation).

 

Teaching

I was a teaching assistant at Université Paris-Dauphine. Some personal material for the fourth-year course Analyse numérique: évolution of Gabriel Turinici are available, namely a practical work (.pdf, .ipynb) on the numerical integration of (stiff) ordinary differential equations. Although the material is fairly standard, I did manage to find an example of a differential equation y′ = f(t, y) for a non-Lipschitz dynamics f which nevertheless admits an unique solution, and for which standard numerical schemes fail to converge. Another practical work (.pdf, .ipynb) that deals with numerical integration of stochastic differential equations — with a somewhat long additional exercise that includes a remarkable result from random matrix theory and statistical physics.