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2020

Characterising random partitions by random colouring

Björnberg, J., Mailler, C., Mörters, P. & Ueltschi, D., 2020, In : Electronic Communications in Probability. 25, 4.

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2 Citations (Scopus)
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Double hypergeometric Lévy processes and self-similarity

Kyprianou, A. & Pardo, J. C., 29 Jul 2020, (Acceptance date) In : Journal of Applied Probability.

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Effective Hamiltonian Dynamics via the Maupertuis Principle

Schwetlick, H., Sutton, D. & Zimmer, J., 1 Apr 2020, In : Discrete and Continuous Dynamical Systems Series S. 13, 4, p. 1395-1410

Research output: Contribution to journalArticle

Open Access

Entrance and exit at infinity for stable jump diffusions

Doering, L. & Kyprianou, A., 30 Jun 2020, In : Annals of Probability. 48, 3, p. 1220-1265 55 p.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)

Entrance laws at the origin of self-similar Markov processes in high dimensions

Kyprianou, A., Rivero Mercado, V., Sengul, B. & Yang, T., 3 Jul 2020, In : Transactions of the American Mathematical Society. 57 p.

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Fitness differences suppress the number of mating types in evolving isogamous species

Krumbeck, Y., Constable, G. & Rogers, T., 26 Feb 2020, In : Royal Society Open Science.

Research output: Contribution to journalArticle

Open Access

From weakly interacting particles to a regularised Dean–Kawasaki model

Cornalba, F., Shardlow, T. & Zimmer, J., 10 Jan 2020, In : Nonlinearity. 33, 2, p. 864-891 28 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Leaves on the line and in the plane

Penrose, M., 5 May 2020, In : Electronic Journal of Probability. 25, p. 1-40 40 p., 53.

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Model-independent pricing with insider information: A Skorokhod embedding approach

Cox, A. M. G., Acciaio, B. & Huesmann, M., 26 Jun 2020, (Acceptance date) In : Advances in Applied Probability. 53, 1

Research output: Contribution to journalArticle

Noise-induced schooling of fish

Jhawar, J., Morris, R. G., Amith-kumar, U. R., Danny Raj, M., Rogers, T., Rajendran, H. & Guttal, V., 1 Apr 2020, In : Nature Physics. 16, 4, p. 488-493 6 p.

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Nonlinear and Nonlocal Eigenvalue Problems: variational existence, decay properties, approximation, and universal scaling limits

Herrmann, M. & Matthies, K., 2 Jul 2020, In : Nonlinearity. 33, 8, p. 4046–4074 29 p.

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Polynomial mixing time of edge flips on quadrangulations

Caraceni, A. & Stauffer, A., 28 Feb 2020, In : Probability Theory and Related Fields. 176, 1-2, p. 35-76 42 p.

Research output: Contribution to journalArticle

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Predicting the speed of epidemics spreading on networks

Moore, S. & Rogers, T., 14 Feb 2020, In : Physical Review Letters. 124, 6, p. 068301 068301.

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1 Citation (Scopus)
36 Downloads (Pure)

Skeletal stochastic differential equations for superprocesses

Kyprianou, A., Fekete, D. & Fontbona, J., 10 Apr 2020, (Acceptance date) In : Journal of Applied Probability.

Research output: Contribution to journalArticle

Open Access

Stable extension of the unified model into the mesosphere and lower thermosphere

Griffith, M. J., Jackson, D. R., Griffin, D. J. & Budd, C. J., 29 May 2020, In : Journal of Space Weather and Space Climate. 10, 19, 20 p., 19.

Research output: Contribution to journalArticle

Open Access

Stochastic approximation on non-compact measure spaces and application to measure-valued Pólya processes

Mailler, C. & Villemonais, D., 8 Jan 2020, (Acceptance date) In : Annals of Applied Probability.

Research output: Contribution to journalArticle

Stochastic Methods for the Neutron Transport Equation I: Linear Semigroup asymptotics.

Horton, E., Kyprianou, A. & Villemonais, D., 8 Feb 2020, (Acceptance date) In : Annals of Applied Probability.

Research output: Contribution to journalArticle

Stochastic Methods for the Neutron Transport Equation II: Almost sure growth.

Horton, E., Kyprianou, A. & Harris, S., 4 Mar 2020, (Acceptance date) In : Annals of Applied Probability.

Research output: Contribution to journalArticle

Open Access

The coalescent structure of continuous-time Galton-Watson trees

Harris, S., Johnston, S. & Roberts, M., 2020, In : Annals of Applied Probability. 30, 3, p. 1368-1414 47 p.

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The geometry of multi-marginal Skorokhod Embedding

Beiglboeck, M., Cox, A. & Huesmann, M., 30 Apr 2020, In : Probability Theory and Related Fields. 176, 2, p. 1045-1096 52 p.

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1 Citation (Scopus)
32 Downloads (Pure)
2019
Open Access
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2 Citations (Scopus)
28 Downloads (Pure)

Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients

Gilbert, A. D., Graham, I. G., Kuo, F. Y., Scheichl, R. & Sloan, I. H., 1 Aug 2019, In : Numerische Mathematik. 142, 4, p. 863-915 53 p.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)
Open Access
1 Citation (Scopus)

A regularised Dean-Kawasaki model: derivation and analysis

Cornalba, F., Shardlow, T. & Zimmer, J., 9 Apr 2019, In : Siam Journal on Mathematical Analysis. 51, 2, p. 1137-1187 51 p.

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4 Citations (Scopus)
37 Downloads (Pure)

Asymptotic height distribution in high-dimensional sandpiles

Jarai, A. & Sun, M., 6 Nov 2019, (Acceptance date) In : Journal of Theoretical Probability. 12 p.

Research output: Contribution to journalArticle

A walk outside spheres for the fractional Laplacian: fields and first eigenvalue

Shardlow, T., 14 Mar 2019, In : Mathematics of Computation (MCOM). 88, 320, p. 2767-2792 26 p.

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Conditioned real self-similar Markov processes

Kyprianou, A., Rivero Mercado, V. & Satitkanitkul, W., 1 Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 954-977 24 p.

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5 Citations (Scopus)
20 Downloads (Pure)

Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

Detommaso, G., Dodwell, T. & Scheichl, R., 31 Dec 2019, In : SIAM/ASA Journal on Uncertainty Quantification. 7, 1, p. 93-116 24 p.

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2 Citations (Scopus)
11 Downloads (Pure)

Correction of coarse-graining errors by a two-level method: Application to the Asakura-Oosawa model

Kobayashi, H., Rohrbach, P. B., Scheichl, R., Wilding, N. B. & Jack, R. L., 14 Oct 2019, In : Journal of Chemical Physics. 151, 14, p. 144108 144108.

Research output: Contribution to journalArticle

Open Access

Error estimates for semi-Lagrangian finite difference methods applied to Burgers' equation in one dimension

Cook, S., Budd, C., Hill, A. & Melvin, T., 1 Nov 2019, In : Applied Numerical Mathematics. 145, p. 261-282 22 p.

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Fluctuations in a general preferential attachment model via Stein's method

Betken, C., Döring, H. & Ortgiese, M., 1 Dec 2019, In : Random Structures and Algorithms. 55, 4, p. 808-830 23 p.

Research output: Contribution to journalArticle

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1 Citation (Scopus)
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High-performance dune modules for solving large-scale, strongly anisotropic elliptic problems with applications to aerospace composites

Butler, R., Dodwell, T., Reinarz, A., Sandhu, A., Scheichl, R. & Seelinger, L., 25 Oct 2019, In : Computer Physics Communications. 106997.

Research output: Contribution to journalArticle

Open Access

Minimizing movements for oscillating energies: The critical regime

Ansini, N., Braides, A. & Zimmer, J., 1 Jun 2019, In : Proceedings of the Royal Society of Edinburgh Section A: Mathematics. 149, 3, p. 719-737 19 p.

Research output: Contribution to journalArticle

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1 Citation (Scopus)
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Multilevel Markov chain Monte Carlo

Dodwell, T. J., Ketelsen, C., Scheichl, R. & Teckentrup, A. L., 2019, In : Siam Review. 61, 3, p. 509-545 37 p.

Research output: Contribution to journalArticle

Open Access
2 Citations (Scopus)

Multi-particle diffusion limited aggregation

Sidoravicius, V. & Stauffer, A., 1 Nov 2019, In : Inventiones Mathematicae. 218, 2, p. 491-571 81 p.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)

Multi-scale Lipschitz percolation of increasing events for Poisson random walks

Gracar, P. & Stauffer, A., 28 Feb 2019, In : Annals of Applied Probability. 29, 1, p. 376-433 58 p.

Research output: Contribution to journalArticle

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Multi-species neutron transport equation

Cox, A. M. G., Harris, S. C., Horton, E. & Kyprianou, A., 1 Jul 2019, In : Journal of Statistical Physics. 176, 2, p. 425-455 31 p.

Research output: Contribution to journalArticle

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Optimal Cheeger cuts and bisections of random geometric graphs

Penrose, M. & Müller, T., 14 Sep 2019, In : Annals of Applied Probability. 33 p.

Research output: Contribution to journalArticle

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Orthogonality of fluxes in general nonlinear reaction networks

Renger, M. & Zimmer, J., 7 Dec 2019, (Acceptance date) In : Discrete and Continuous Dynamical Systems Series S.

Research output: Contribution to journalArticle

Polynomial mixing of the edge-flip markov chain for unbiased dyadic tilings

Cannon, S., Levin, D. A. & Stauffer, A., 1 May 2019, In : Combinatorics, Probability and Computing. 28, 3, p. 365-387 23 p.

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Random walks in random conductances: decoupling and spread of infection

Gracar, P. & Stauffer, A., 1 Sep 2019, In : Stochastic Processes and their Applications. 129, 9, p. 3547-3569 23 p.

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Random walks with preferential relocations and fading memory: a study through random recursive trees.

Mailler, C. & Uribe Bravo, G., 18 Sep 2019, In : Journal of Statistical Mechanics-Theory and Experiment. 2019, 9, p. 1-50 50 p., 093206.

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2 Citations (Scopus)
16 Downloads (Pure)

Rescaled Objective Solutions of Fokker-Planck and Boltzmann equations

Matthies, K. & Theil, F., 31 Dec 2019, In : SIAM Journal on Mathematical Analysis (SIMA). 51, 2, p. 1321–1348 28 p.

Research output: Contribution to journalArticle

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1 Citation (Scopus)
85 Downloads (Pure)

Robust Hedging of Options on a Leveraged Exchange Traded Fund

Cox, A. M. G. & Kinsley, S. M., 1 Feb 2019, In : Annals of Applied Probability. 29, 1, p. 531-576 46 p.

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Skeletal stochastic differential equations for continuous-state branching process

Fekete, D., Fontbona, J. & Kyprianou, A., 31 Dec 2019, In : Journal of Applied Probability. 56, 4, p. 1122-1150 29 p.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)

Solitary waves in atomic chains and peridynamical media

Herrmann, M. & Matthies, K., 7 Mar 2019, In : Mathematics in Engineering. 1, 2, p. 281-308 28 p.

Research output: Contribution to journalArticle

Open Access

Spectral Theory of Sparse Non-Hermitian Random Matrices

Metz, F. L., Neri, I. & Rogers, T., 1 Oct 2019, In : Journal of Physics A: Mathematical and Theoretical. 52, 43, 434003.

Research output: Contribution to journalArticle

Open Access
3 Citations (Scopus)

Stability of high-energy solitary waves in Fermi-Pasta-Ulam-Tsingou chains

Herrmann, M. & Matthies, K., 1 Sep 2019, In : Transactions of the American Mathematical Society. 372, 5, p. 3425–3486 62 p.

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3 Citations (Scopus)
39 Downloads (Pure)