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Dr. MERTZ Laurent

PhD - Université Paris VI, France

Assistant Professor

Contact Information

Office: P6715 YEUNG
Phone: 34429708
Fax: 34420250
Email: lmertz@cityu.edu.hk

Research Interests

  • Applied Mathematics
  • Probability Theory
  • Modelling and Simulation
Laurent Mertz is an Assistant Professor at City University of Hong Kong. Prior to joining City University of Hong Kong, he was a Courant Instructor with the Courant Institute at New York University (2014-2015) and a faculty member at NYU Shanghai (2015-2022). He holds a PhD in Mathematics from Université Paris VI.

His research interest covers a broad range of areas of applied mathematics: modelling and simulation with stochastic processes, (parabolic) partial differential equations, optimal control, and numerical analysis. It addresses problems which stem from the modelling of physical systems in material science, fluid mechanics and soft matter physics.

Awards and Achievements

  • 2012 “Prix de thèse en mathématiques et leurs interactions” Fondation d’entreprise EADS (Airbus).

Research Grants

  • Modelling, diffusion approximation and stochastic control of nonsmooth systems, General Program, NSFC, Jan 2023 - Dec 2026, Laurent Mertz (PI).
  • Computational methods for nonsmooth dynamical systems excited by random forces, Research Fund for International Young Scientist, NSFC, Jan 2017 - Dec 2018, Laurent Mertz (PI).
  • Stochastic control method for random mechanics, Young Scientist Program, NSFC, Jan 2017 - Dec 2019, Laurent Mertz (PI).

Publications Show All Publications Show Prominent Publications


  • Garnier, J. & Mertz, L. (2022). A control variate method driven by diffusion approximation. Communications on Pure and Applied Mathematics.
  • Bensoussan, A. , Brouste, A. , Cartiaux, F.B. , Mathey, C. & Mertz, L. (2021). Mathematical formulation of a dynamical system with dry friction subjected to external forces. Physica D.
  • Rosales-Cabara, Y. , Manfredi, G. , Schnoering, G. , Hervieux, P.A. , Mertz, L. & Genet, C. (2020). Optimal protocol and universal bound in Brownian thermodynamics. Physical Review Research.
  • Lauriere, M. & Mertz, L. (2019). Penalization of non-smooth dynamical systems with noise: ergodicity and asymptotic formulae for threshold crossings probabilities. SIAM J. Appl. Dyn. Syst. .
  • Huang, M. , Zhong, J.Q. , Zhang, J. & Mertz, L. (2018). Stochastic dynamics of fluid-structure interaction in turbulent thermal convection. Journal of Fluid Mechanics.
  • Bensoussan, A. , Mertz, L. & Yam, S.C.P. (2016). Nonlocal problems related to an elasto-plastic oscillator excited by a filtered noise. SIAM J. Math. Anal. .

Last update date : 29 Dec 2022