Research Output 1994 2020

2020
1 Downloads (Pure)

Predicting the speed of epidemics spreading on networks

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

Research output: Contribution to journalArticle

Open Access
File

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

Mailler, C. & Villemonais, D., 8 Jan 2020, (Accepted/In press) In : Annals of Applied Probability.

Research output: Contribution to journalArticle

2019
2 Citations (Scopus)
18 Downloads (Pure)
Open Access
File
Tensors
Maximum entropy methods
Probability density function
Mathematical operators
Decomposition

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
Tensor Decomposition
Multivariate Distribution
Rejection
Probability Distribution
Tensor
2 Citations (Scopus)
29 Downloads (Pure)

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

Asymptotic height distribution in high-dimensional sandpiles

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

Research output: Contribution to journalArticle

8 Downloads (Pure)

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.

Research output: Contribution to journalArticle

Open Access
File

Characterising random partitions by random colouring

Björnberg, J., Mailler, C., Mörters, P. & Ueltschi, D., 21 Dec 2019, (Accepted/In press) In : Electronic Communications in Probability.

Research output: Contribution to journalArticle

2 Citations (Scopus)
12 Downloads (Pure)

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.

Research output: Contribution to journalArticle

Open Access
File
Self-similar Processes
Stable Process
Markov Process
Markov processes
Conditioning
1 Citation (Scopus)
3 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.

Research output: Contribution to journalArticle

Open Access
File

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

Entrance and exit at infinity for stable jump diffusions

Kyprianou, A. & Doering, L., 7 Jul 2019, (Accepted/In press) In : Annals of Probability. 55 p.

Research output: Contribution to journalArticle

Open Access
3 Downloads (Pure)

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

Kyprianou, A., Rivero Mercado, V., Sengul, B. & Yang, T., 2019, In : Transactions of the American Mathematical Society. 57 p.

Research output: Contribution to journalArticle

Open Access
File

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.

Research output: Contribution to journalArticle

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

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

From weakly interacting particles to a regularised Dean–Kawasaki model

Cornalba, F., Shardlow, T. & Zimmer, J., 22 Oct 2019, (Accepted/In press) In : Nonlinearity.

Research output: Contribution to journalArticle

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
1 Citation (Scopus)
6 Downloads (Pure)

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

Open Access
File

Modelling axisymmetric centrifugal compressor characteristics from first principles

Powers, K. H., Brace, C. J., Budd, C. J., Copeland, C. D. & Milewski, P. A., 1 Jan 2019, Turbomachinery. American Society of Mechanical Engineers (ASME), 14 p. GT-2019-90091. (Proceedings of the ASME Turbo Expo; vol. 2A-2019).

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

Modelling Axisymmetric Centrifugal Compressor Characteristics from First Principles

Powers, K., Brace, C., Budd, C., Copeland, C. & Milewski, P., 12 Feb 2019, (Accepted/In press) Proceedings of ASME Turbo Expo 2019: Turbomachinery Technical Conference and Exposition. GT2019-90091

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

1 Citation (Scopus)

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
1 Citation (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
Diffusion-limited Aggregation
First-passage Percolation
Vertex of a graph
Phase Coexistence
Continuous Time Random Walk
9 Downloads (Pure)

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

Open Access
File
Lipschitz
Random walk
Siméon Denis Poisson
Regular hexahedron
Poisson Point Process

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

Open Access
5 Downloads (Pure)

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

Open Access
File

Orthogonality of fluxes in general nonlinear reaction networks

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

Research output: Contribution to journalArticle

29 Downloads (Pure)

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.

Research output: Contribution to journalArticle

Open Access
File
Flip
Tiling
Markov processes
Markov chain
Polynomials

Polynomial mixing time of edge flips on quadrangulations

Caraceni, A. & Stauffer, A., 22 Apr 2019, In : Probability Theory and Related Fields. 176, 1-2, p. 35-76 42 p.

Research output: Contribution to journalArticle

Open Access
7 Downloads (Pure)

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.

Research output: Contribution to journalArticle

Open Access
File
Conductance
Decoupling
Infection
Random walk
Recovery
6 Downloads (Pure)

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.

Research output: Contribution to journalArticle

Open Access
File
58 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

Open Access
File
Fokker-Planck equation
shear flow
energy
symmetry
9 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.

Research output: Contribution to journalArticle

Open Access
File
Hedging
Skorokhod Problem
Embedding Problem
Financial Derivatives
Dual Solutions

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
3 Citations (Scopus)

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
30 Downloads (Pure)

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.

Research output: Contribution to journalArticle

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

10 Downloads (Pure)

The coalescent structure of continuous-time Galton-Watson trees

Harris, S., Johnston, S. & Roberts, M., 4 Sep 2019, (Accepted/In press) In : Annals of Applied Probability. 44 p.

Research output: Contribution to journalArticle

Galton-Watson Tree
Continuous Time
Explicit Formula
Birth-death Process
Time Change

The dispersion time of random walks on finite graphs

Rivera, N., Stauffer, A., Sauerwald, T. & Sylvester, J., 17 Jun 2019, SPAA 2019 - Proceedings of the 31st ACM Symposium on Parallelism in Algorithms and Architectures. New York, U. S. A.: Association for Computing Machinery, p. 103-113 11 p.

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

1 Citation (Scopus)
22 Downloads (Pure)

The geometry of multi-marginal Skorokhod Embedding

Beiglboeck, M., Cox, A. & Huesmann, M., 1 Aug 2019, In : Probability Theory and Related Fields. p. 1-52 52 p.

Research output: Contribution to journalArticle

Open Access
File
Geometry
Skorokhod Problem
Random processes
Optimal Transport
Embedding Problem
1 Citation (Scopus)

The moving mesh semi-Lagrangian MMSISL method

Budd, C., 15 Sep 2019, In : Journal of Computational Physics. 393, p. 484-502 19 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
25 Downloads (Pure)

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
4 Citations (Scopus)
25 Downloads (Pure)

The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach

Cox, A. M. G., Obłój, J. & Touzi, N., 28 Feb 2019, In : Probability Theory and Related Fields. 173, 1-2, p. 211-259 49 p.

Research output: Contribution to journalArticle

Open Access
File
Skorohod Problem
Optimal Stopping
Embedding Problem
Time Reversal
Roots

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

1 Downloads (Pure)
Open Access
File

Unbiased on lattice domain growth

Smith, C., Mailler, C. & Yates, K., 19 Dec 2019, In : Physical Review E. 100, 6, 063307.

Research output: Contribution to journalArticle

Open Access
File
2018
28 Downloads (Pure)

A new look at duality for the symbiotic branching model

Hammer, M., Ortgiese, M. & Vollering, F., 30 Sep 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
9 Downloads (Pure)

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

File
X rays
Learning systems
Neural networks
Graphics processing unit