Research Output 1994 2019

2019
Open Access
File
Tensors
Maximum entropy methods
Probability density function
Mathematical operators
Decomposition

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.

Research output: Contribution to journalArticle

Open Access
File

Conditioned real self-similar Markov processes

Kyprianou, A., Rivero Mercado, V. & Satitkanitkul, W., 31 Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 954-977 24 p.

Research output: Contribution to journalArticle

Open Access
File
Self-similar Processes
Stable Process
Markov Process
Markov processes
Conditioning

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

Betken, C., Döring, H. & Ortgiese, M., 24 Jan 2019, (Accepted/In press) In : Random Structures and Algorithms.

Research output: Contribution to journalArticle

Stein's Method
Preferential Attachment
Fluctuations
Vertex of a graph
Limiting Distribution

Harnessing fluctuations to discover dissipative evolution equations

Li, X., Dirr, N., Embacher, P., Zimmer, J. & Reina, C., 30 Jun 2019, (Accepted/In press) In : Journal of the Mechanics and Physics of Solids.

Research output: Contribution to journalArticle

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

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

Research output: Contribution to journalArticle

Lipschitz
Random walk
Siméon Denis Poisson
Regular hexahedron
Poisson Point Process

Polynomial mixing time of edge flips on quadrangulations

Caraceni, A. & Stauffer, A., 22 Apr 2019, In : Probability Theory and Related Fields.

Research output: Contribution to journalArticle

Open Access

Rescaled Objective Solutions of Fokker-Planck and Boltzmann equations

Matthies, K. & Theil, F., 18 Apr 2019, In : SIAM Journal on Mathematical Analysis (SIMA). 51, 2, p. 1321–1348 28 p.

Research output: Contribution to journalArticle

Open Access
File
Fokker-Planck equation
shear flow
energy
symmetry

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
norms
traveling waves
differential equations
solitary waves
potential energy

Spectral Theory of Sparse Non-Hermitian Random Matrices

Metz, F. L., Neri, I. & Rogers, T., 26 Apr 2019, In : Journal of Physics A: Mathematical and Theoretical.

Research output: Contribution to journalArticle

Open Access
Open Access
File
Solitary Waves
Solitons
High Energy
Unstable
Eigenvalues and eigenfunctions

Stable processes conditioned to avoid an interval

Döring, L., Kyprianou, A. E. & Weissmann, P., 19 Feb 2019, In : Stochastic Processes and their Applications.

Research output: Contribution to journalArticle

The Nested Kingman Coalescent: Speed of Coming Down from Infinity

Benítez, A. B., Rogers, T., Schweinsberg, J. & Siri-Jégousse, A., 19 Feb 2019, In : Annals of Applied Probability. 29, 3, p. 1808–1836 29 p.

Research output: Contribution to journalArticle

Open Access
File

Toppling and height probabilities in sandpiles

Jarai, A. & Sun, M., 24 May 2019, (Accepted/In press) In : Journal of Statistical Mechanics-Theory and Experiment. 26 p.

Research output: Contribution to journalArticle

2018

A new look at duality for the symbiotic branching model

Hammer, M., Ortgiese, M. & Vollering, F., 24 Aug 2018, In : Annals of Probability. 46, 5, p. 2800-2862 63 p.

Research output: Contribution to journalArticle

Open Access
File
Branching
Duality
Brownian motion
Stochastic Partial Differential Equations
Spatial Model

ARCHi: Automatic Recognition and Classification of Hip Fractures

Murphy, E., Gregson, C., Von Arx, O., Whitehouse, M., Budd, C. & Gill, H., 2018.

Research output: Contribution to conferenceAbstract

X rays
Learning systems
Neural networks
Graphics processing unit

A Re-entrant Phase Transition in the Survival of Secondary Infections on Networks

Moore, S., Morters, P. & Rogers, T., 26 Apr 2018, In : Journal of Statistical Physics. p. 1 - 14 14 p.

Research output: Contribution to journalArticle

Open Access

A Stein variational Newton method

Detommaso, G., Cui, T., Marzouk, Y., Spantini, A. & Scheichl, R., 8 Jun 2018, (Accepted/In press) Advances in Neural Information Processing Systems (NIPS) 2018.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Asymptotic properties of high-speed waves in atomic chains

Herrmann, M. & Matthies, K., 17 Dec 2018, In : PAMM - Proceedings in Applied Mathematics and Mechanics. 18, 1, 2 p., e201800305.

Research output: Contribution to journalConference article

Asymptotic Properties
High Speed
2 Citations (Scopus)
Open Access
Fluctuations (theory)
Rate Function
Markov chains
orthogonality
Orthogonality

Computing diffusivities from particle models out of equilibrium

Embacher, P., Dirr, N., Zimmer, J. & Reina, C., 11 Apr 2018, In : Proceedings of the Royal Society of Edinburgh Section A - Mathematics. 474, 2212, p. 20170694 20170694.

Research output: Contribution to journalArticle

Open Access
Particle System
Diffusivity
Zero-range Process
Fluctuations
Exclusion Process

Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

Detommaso, G., Dodwell, T. & Scheichl, R., 21 Feb 2018, (Accepted/In press) In : SIAM/ASA Journal on Uncertainty Quantification.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Critical density of activated random walks on transitive graphs

Stauffer, A. & Taggi, L., 1 Jul 2018, In : Annals of Probability. 46, 4, p. 2190-2220 31 p.

Research output: Contribution to journalArticle

Vertex-transitive
Vertex-transitive Graph
Random walk
Simple Random Walk
Graph in graph theory
2 Citations (Scopus)

Deep factorisation of the stable process II: potentials and applications

Kyprianou, A., Rivero Mercado, V. & Sengul, B., 1 Feb 2018, In : Annales de l'Institut Henri Poincaré: Probabilités et Statistiques. 54, 1, p. 343-362

Research output: Contribution to journalArticle

Derivation of a Nonautonomous Linear Boltzmann Equation from a Heterogeneous Rayleigh Gas

Matthies, K. & Stone, G., 1 Jul 2018, In : Discrete and Continuous Dynamical Systems - Series A. 38, 7, p. 3299-3355 57 p.

Research output: Contribution to journalArticle

Linear Boltzmann Equation
Boltzmann equation
Rayleigh
Tagged Particle
Collision
1 Citation (Scopus)
Skorokhod Problem
Embedding Problem
Duality
Discretization
Caves
1 Citation (Scopus)

Dune-composites – A new framework for high-performance finite element modelling of laminates

Reinarz, A., Dodwell, T., Fletcher, T., Seelinger, L., Butler, R. & Scheichl, R., 15 Jan 2018, In : Composite Structures. 184, p. 269-278

Research output: Contribution to journalArticle

Open Access
Laminates
Composite materials
Aircraft models
Innovation
Finite element method

Effective Hamiltonian Dynamics via the Maupertuis Principle

Schwetlick, H., Sutton, D. & Zimmer, J., 31 Jul 2018, (Accepted/In press) In : Discrete and Continuous Dynamical Systems Series S.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Extinction properties of multi-type continuous-state branching processes

Kyprianou, A. & Palau Calderon, S., 1 Oct 2018, In : Stochastic Processes and their Applications. 128, 10, p. 1-24 24 p.

Research output: Contribution to journalArticle

Open Access
File
Continuous-state Branching Process
Multitype Branching Process
Finance
Extinction
Markov processes

Geometry of uniform spanning forest components in high dimensions

Barlow, M. T. & Jarai, A., 10 Aug 2018, In : Canadian Journal of Mathematics. 29 p.

Research output: Contribution to journalArticle

Open Access
File
Spanning Forest
Higher Dimensions
Ball
Metric

Local neighbourhoods for first-passage percolation on the configuration model

Dereich, S. & Ortgiese, M., 19 Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 485–501 17 p.

Research output: Contribution to journalArticle

Open Access
File
First-passage Percolation
apexes
Configuration
configurations
Passage Time

Martingale optimal transport with stopping

Bayraktar, E., Cox, A. M. G. & Stoev, Y., 2018, In : SIAM Journal on Control and Optimization. 56, 1, p. 417-433 17 p.

Research output: Contribution to journalArticle

Open Access
File
Optimal Transport
Martingale
Cost functions
Cost Function
HJB Equation

Mixing time bounds via bottleneck sequences

Addario-Berry, L. & Roberts, M., 1 Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 1-27 27 p.

Research output: Contribution to journalArticle

Open Access
File
Mixing Time
Markov chains
Total Variation
Isometric
Isometry
1 Citation (Scopus)

Modern Monte Carlo variants for uncertainty quantification in neutron transport

Graham, I. G., Parkinson, M. J. & Scheichl, R., 23 May 2018, Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan. Springer International Publishing, p. 455-481 27 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Citations (Scopus)

Multilevel Monte Carlo and Improved Timestepping Methods in Atmospheric Dispersion Modelling

Katsiolides, G., Müller, E. H., Scheichl, R., Shardlow, T., Giles, M. B. & Thomson, D. J., 1 Feb 2018, In : Journal of Computational Physics. 354, p. 320-343 24 p.

Research output: Contribution to journalArticle

Open Access
File
Numerical methods
Ashes
Monte Carlo method
Differential equations
Monte Carlo methods
1 Citation (Scopus)

Multiple drawing multi-colour urns by stochastic approximation

Lasmar, N., Mailler, C. & Selmi, O., 1 Mar 2018, In : Journal of Applied Probability. 55, 1, p. 254-281

Research output: Contribution to journalArticle

Open Access
File
Stochastic Approximation
Replacement
Ball
Affine transformation
Second-order Asymptotics

Near critical preferential attachment networks have small giant components

Eckhoff, M., Morters, P. & Ortgiese, M., 1 Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 663-703 41 p.

Research output: Contribution to journalArticle

Open Access
File
Giant Component
Preferential Attachment
attachment
Decay
proportion

Noise-driven bias in the non-local voter model

Minors, K., Rogers, T. & Yates, C., 30 May 2018, In : EPL (Europhysics Letters). 122, 1, 10004.

Research output: Contribution to journalArticle

Open Access
File
predictions

Non-triviality of the vacancy phase transition for the Boolean model

Penrose, M., 31 Jul 2018, In : Electronic Communications in Probability. 23, 49, p. 1-8 8 p., 49.

Research output: Contribution to journalArticle

Open Access
Boolean Model
D-space
Vacancy
Poisson Model
Strictly positive

On the critical threshold for continuum AB percolation

Dereudre, D. & Penrose, M., 1 Dec 2018, In : Journal of Applied Probability. p. 1228-1237

Research output: Contribution to journalArticle

Open Access
File

Optimal Cheeger cuts and bisections of random geometric graphs

Penrose, M. & Müller, T., 22 May 2018, arXiv, 33 p.

Research output: Working paper

1 Citation (Scopus)

Optimal-transport-based mesh adaptivity on the plane and sphere using finite elements

McRae, A. T. T., Cotter, C. J. & Budd, C. J., 24 Apr 2018, In : SIAM Journal on Scientific Computing. 40, 2, p. A1121-A1148

Research output: Contribution to journalArticle

Open Access
File
Mesh Adaptivity
Optimal Transport
Mesh
Finite Element
Mesh generation

Percolation of lipschitz surface and tight bounds on the spread of information among mobile agents

Gracar, P. & Stauffer, A., 1 Aug 2018, Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques - 21st International Workshop, APPROX 2018, and 22nd International Workshop, RANDOM 2018. Leibniz, Germany: Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing, 39. (Leibniz International Proceedings in Informatics; vol. 116).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Open Access
Mobile agents

Phase transition in a sequential assignment problem on graphs

Jarai, A. A., 3 Sep 2018, In : Annals of Applied Probability. 27, 4, p. 2098-2129 28 p.

Research output: Contribution to journalArticle

Open Access
File
Critical region
Finite Graph
Assignment Problem
Convex Sets
Error Bounds

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

Cannon, S., Levin, D. A. & Stauffer, A., 1 Aug 2018, (Accepted/In press) In : Combinatorics, Probability and Computing.

Research output: Contribution to journalArticle

Open Access
File
Flip
Tiling
Markov processes
Markov chain
Polynomials
Conductance
Decoupling
Infection
Random walk
Recovery

Sandpile models

Jarai, A. A., 24 Sep 2018, In : Probability Surveys. 15, 0, p. 243-306 64 p.

Research output: Contribution to journalArticle

Open Access
File
Sandpile Model
Sandpiles
A.s. Convergence
Infinite Graphs
Stabilizability
1 Citation (Scopus)
Open Access
File
Branching Random Walk
Scaling Limit
Pareto
Poisson Point Process
Random Potential