RESIM 2021 will be the 13th workshop in a series of successful events held on the topic of rare-event simulation since 1997. The topics of the workshop cover all aspects of rare-event simulation, from purely theoretical developments to practical applications. The objective is to bring together researchers, not only from the mathematical sciences, and practitioners to discuss recent results and how methods and open problems from different areas can lead to new directions that drive the field forward.

The highlighted topics of this conference are (non exhaustive): risk management and stress-test in finance/insurance, statistical physics, climate and environment, reliability and uncertainty quantification, large deviation, Sequential Monte Carlo and particle methods, extreme value theory…

A round table about Climate Risks will be organized.

November 2020: We are looking forward to seeing everyone at RESIM 2021 in Paris. Nevertheless, the safety and well-being of our participants is of paramount importance: if travelling to Paris were not possible in light of the global health emergency and travel restrictions, we will convert RESIM 2021 to a fully virtual conference or to an hybrid one.

Check regularly the updates news in this Covid-19 Notices section.

March, 29  2021: RESIM will be hosted online.  The links to access the page for the sessions will be sent to the attendees by emails; the zoom software will be used. Informal discussions will be held in GatherTown during the breaks.

The program is in construction. All times are listed in Central European Summer Time

The workshop will take place  in Paris, France,  at  Centre de Recherche des Cordeliers  - 15 rue de l'Ecole de Médecine, Paris 75006.

Due to the Covid-19 pandemic, the RESIM conference will be hosted online.

- Registration: until April 30th, 2021 (the registration form will be opened from October, 5th 2020)

- Contributed talk: until February 28th, 2021 (the application can be submitted when registering - see the registration form). Extended deadline : march 21st, 2021. The submissions are closed 

- Poster: until April 2nd, 2021 (the application can be submitted when registering - see the registration form). The submissions are closed.

• Hansjoerg Albrecher, HEC Lausanne, Switzerland, webpage
• David Aristoff, Colorado State University, USA, webpage
• Freddy Bouchet, ENS Lyon, France, webpage
• Maria K. Cameron, Univ. of Maryland, USA, webpage
• Valérie Chavez, HEC Lausanne, Switzerland, webpage
• Jeffrey Collamore, University of Copenhagen, Danemark, webpage
• Elena Di Bernardino, CNAM, France, webpage
• Eric Dumonteil, CEA Saclay, France, webpage
• Josselin Garnier, Ecole Polytechnique, France, webpage
• Stephane Girard,INRIA Grenoble, France, webpage
• Stefan Grosskinsky, TU Delft, Nederland, webpage
• Rosemary Harris, Queen Mary University of London, UK, webpage
• Henry Lam, Columbia University, USA, webpage
• David Moncoulon, CCR Paris, France, webpage
• Miguel Munoz Zuniga, IFP Energies Nouvelles, webpage
• Phillipe Naveau, Laboratoire des Sciences du Climat et l'Environnement, France, webpage
• Pierre Nyquist, KTH Royal Institute of Technology, Sweden, webpage
• Iason Papaionnou, Technische Universität München, Germany, webpage
• Sylvie Parey, EDF, France, webpage
• Clémentine Prieur, University Joseph Fourier, France, webpage
• Clément Rey, Ecole Polytechnique, France, webpage
• Mathias Rousset, INRIA Rennes, France, webpage
• Bruno Sudret, ETH Zurich, Switzerland, webpage
• Rodrigo Targino, Getulio Vargas Foundation, Brazil, webpage
• Hugo Touchette, Stellenbosch University, South Africa, webpage
• Bruno Tuffin, INRIA Rennes, France, webpage
• Stefan Weber, Hannover University, Germany, webpage
• Nick Whiteley, University of Bristol, UK, webpage

The debate will be held in French, with no translation in English. The organizing committee apologies for this inconvenience.

Modéliser les événements climatiques rares voire très rares et calculer leur probabilité d'occurrence est déterminant pour mesurer leurs impacts sur la société et l'économie. Quelles sont les difficultés rencontrées, notamment dans un monde où le climat continue à changer ? Quelles informations délivrées aux décideurs ? La première démarche n'est-elle pas de mesurer la vulnérabilité des organisations ?

Moderator: Juliette Nouel (journalist)

Panelists:

• Valérie Chavez (HEC Lausanne)
• Ivar Ekeland (Univ. Dauphine)
• Violaine Lepousez (Carbone 4)
• David Moncoulon (CCR)
• Philippe Naveau (Laboratoire des Sciences du Climat et de l’Environnement)
• Sylvie Parey (EDF)

• Gersende Fort (Institut de Mathématiques de Toulouse), webpage
• Emmanuel Gobet (Ecole Polytechnique), webpage
• Arnaud Guyader (Sorbonne Université), webpage
• Tony Lelièvre (CERMICS, Ecole des Ponts ParisTech), webpage