Djalil CHAFAÏ (شافعي جليل)

Ordinary mathematician - University professor

Research topics up to now

Mathematical taste

Algebraic/geometric rigidity in analysis and probability.

Pictures

Some pictures illustrating my research, created mostly with Octave, Python, or Julia. Enjoy visual mathematics!

Doctoral and postdoctoral advisory

Animation

Quelques activités d'animation dans le cadre du milieu professionnel mais en dehors de l'enseignement et de la recherche canoniques :

Agenda

Scientific life in École normale supérieure and Institut Henri Poincaré

Conferences, schools, days, ...

Underlined item if participation to the organization or scientific committee. Standard seminars/colloquiums are not listed.

Projects

Only running collaborative projects :

Papers

You may read Publications: science, money, and human comedy on my blog.

Digital footprint in professional data bases :

Partial list of publications automatically provided by arXiv :

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Books

Authored books

Edited books

Authored pedagogical books

Documents

Talk slides and videos

Classes préparatoires aux grandes écoles

Unpublished reports and expository notes

These documents are (un)published in the prestigious Journal of Unpublished Results. I have not tried viXra for the moment.

Selected texts and tribunes

Teaching

 During a Master course on times series in Dauphine


Ce que l'on conçoit bien s'énonce clairement et les mots pour le dire arrivent aisément.
Nicolas Boileau, L'art poétique (1674) Chant I.
J'ajouterais quant à moi que la réciproque n'est pas forcément juste. Méfiez vous des beaux parleurs !

ÉNS (Master 1 S1) : Processus stochastiques

ÉNS (Licence 3 S1) : Topologie et calcul différentiel

ÉNS (Licence 3 S2) : Phénomènes de grande dimension

PSL - Master 2 : A review of probability theory foundations (pre-school)

A pre-school week for second year of Master Mathématiques de l'Assurance de l'Économie et de la Finance (MASEF) and Master Mathématiques Appliquées et THéoriques (MATH). The objective of this pre-school is to recall fundamental aspects of probability theory at the level of a first year of master. This helps to prepare the students for the courses proposed in the master in particular to the course on stochastic calculus. Before the year 2021–2022, this pre-school was essentially the first part of the stochastic calculus course. What was removed (actually postponed to the stochastic calculus course) is the Lebesgue – Stieltjes integral associated to paths of finite variation, the Wiener integral, the Cameron-Martin formula, and its application to exit times, and the Kunita-Watanabe inequality.

PSL - Master 2 : Introduction to Stochastic Calculus

This course belongs to the Master Mathématiques de l'Assurance de l'Économie et de la Finance (MASEF) and Master Mathématiques Appliquées et THéoriques (MATH). It provides an introduction to stochastic calculus: Brownian motion, quadratic variation, Doob stopping and maximal inequalities for martingales, local martingales, stochastic integral, semi-martingales, Itô formula, Lévy characterization of Brownian motion, Girsanov formula, Dubins-Schwarz theorem, stochastic differential equations with Lipschitz coefficients, notion of explosion for locally Lipschitz coefficients, Bessel, Ornstein-Uhlenbeck, and Langevin processes, Markov semigroup and infinitesimal generator, Duhamel formula, strong Markov property, link with Fokker-Planck and heat partial differential evolution equations, Feynman-Kac formula and real Schrödinger operators, probabilistic representation of the Dirichlet problem.

Dauphine-PSL - Master 2 : Logarithmic Sobolev Inequalities Essentials

This course, in collaboration with Joseph Lehec, belonged to the Master Mathématiques Appliquées et THéoriques (MATH). This course provides a modern overview on logarithmic Sobolev inequalities. These inequalities have been the subject of intense activity in the recent decades in relation with the analysis and geometry of Markov processes and diffusion evolution equations. This course is designed to be accessible to a wide audience. It is divided into seven lectures. The examination will consist in reading a research paper in the field and giving a short talk on it.

This course was also given in Universidad de Chile, Santiago de Chile, in fall 2017, as part of the Programme Régional France - Amérique latine Caraïbe (PREFALC) organized by Stéphane Mischler.

École Polytechnique - Probabilités (2011-2017)

 During a MAP311 lunch around Sylvie Méléard

Dauphine-PSL - Master 1 : Introduction aux séries temporelles

Ce cours faisait partie du Master 1 Mathématiques Appliquées de Dauphine-PSL.

Marne-la-Vallée & Dauphine-PSL - Master 2 : Stochastic Models

Ce cours faisait partie du Master Mathématiques appliquées - Parcours Analyse et Probabilité. Il a été dispensé (en anglais) pour la dernière fois en 2014-2015. Les notes de cours ci-dessous sont en français.

This course is divided into 7 lectures of 3 hours. Each lecture is devoted to the study of a particular stochastic model. The selected models may vary from one year to another, and the selection for 2013 included Fisher-Wright models, Random walks models, Galton-Watson branching models, Random matrix models, and Growth-fragmentation models. The examination consists in giving a mini-lecture on an article in the spirit of the course. The course is in English, and some lecture notes in French are available below.

Toulouse & Rennes & Marne-la-Vallée - Cours Master 2 : Modèles markoviens en biologie

Biskra & Oran - Master 1 : Chaînes de Markov

Le cours de Biskra (2006) a été donné en marge d'un colloque sur l'analyse stochastique et ses applications, organisé principalement par Brahim Mezerdi (Université de Biskra) et Boualem Djehiche (KTH Stockholm). Biskra est une ville des Aurès, aux portes du Sahara, dans l'est algérien. Le cours d'Oran (2011) a été donné conjointement avec Amine Asselah, à l'invitation de Setti Ayad (Université d'Oran), pour des étudiants de master d'Oran et de Tlemcen.

Marne-la-Vallée - Préparation à l'agrégation interne : probabilités et statistique

Des notes de cours rédigées en collaboration avec Pierre-André Zitt, sous forme de livre, sont disponibles ci-dessus.

Toulouse - Préparation à l'agrégation externe : oral de modélisation option probabilités et statistique (option A)

Ce matériel date de la période 1999-2002, 2003-2005.

Quelques liens

Software (C++, LaTeX, Python, C#, Julia, ...)

Miscellany

You said Miscellany?

beautiful, but when I had to choose one or the other, I usually chose the beautiful. » * Edward Brian Davies (1944 - 2025) * « Studying non-self-adjoint operators is like being a vet rather than a doctor: one has to acquire a much wider range of knowledge, and to accept that one cannot expect to have as high a rate of success when confronted with particular cases. It comprises a collection of methods, each of which is useful for some class of such operators. » * Daniel W. Stroock (1940 - 2025) * « Mathematics is one, and possibly the only, human endeavor for which there is a widely, if not universally, recognized criterion with which to determine truth. For this reason, mathematicians can avoid some of the interminable disputes which plague other fields. On the other hand, I sometimes wonder whether the most interesting questions are not those for which such disputes are inevitable. » * Terence Chi-Shen Tao (陶哲軒) (1975 - ) * Soft analysis, hard analysis, and the finite convergence principle * Research blog · Advice on writing papers · Career advice · On time management * Sir William Timothy Gowers (1963 - ) * The polymath project on his blog * The tricki project * The two cultures of mathematics * William P. Thurston (1946 - 2012) * On proof and progress in mathematics * Others * Napoléon Bonaparte (1769 - 1821) * « Géomètre de première catégorie, Laplace n'a pas tardé à se montrer un administrateur plus que médiocre ; de son premier travail nous avons immédiatement compris que nous nous étions trompés. Laplace ne traitait aucune question d'un bon point de vue : il cherchait des subtilités de partout, il avait seulement des idées problématiques et enfin il portait l'esprit de l'infiniment petit jusque dans l'administration. » Bulletin de Napoléon à la démission de Pierre-Simon de Laplace (1749 - 1827) du poste de Ministre de l'intérieur, après six semaines. * Georges Brassens (1921 - 1981) * « Mais sans technique, un don n'est rien ♫ Qu'une sale manie… » in //Le mauvais sujet repenti

 Former German banknote Former Suiss banknote