Research Output 1994 2019

22 Downloads (Pure)

Abelian sandpiles: An overview and results on certain transitive graphs

Jarai, A. A., 2012, In : Markov Processes and Related Fields. 18, 1, p. 111-156 44 p.

Research output: Contribution to journalArticle

Open Access
File
Sandpiles
Sandpile Model
Stationary Distribution
Harmonic functions
Graph in graph theory
5 Citations (Scopus)
74 Downloads (Pure)

Absence of dissipation in trajectory ensembles biased by currents

Jack, R. L. & Evans, M., 28 Sep 2016, In : Journal of Statistical Mechanics-Theory and Experiment. 2016, 9, p. 093305

Research output: Contribution to journalArticle

Open Access
File
59 Citations (Scopus)

Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps

Spillane, N., Dolean, V., Hauret, P., Nataf, F., Pechstein, C. & Scheichl, R., Apr 2014, In : Numerische Mathematik. 126, 4, p. 741-770 30 p.

Research output: Contribution to journalArticle

Generalized Eigenproblem
Systems of Partial Differential Equations
Partial differential equations
Overlap
Partial differential equation
5 Citations (Scopus)
79 Downloads (Pure)

A capped optimal stopping problem for the maximum process

Kyprianou, A. & Ott, C., Feb 2014, In : Acta Applicandae Mathematicae. 129, 1, p. 147-174 28 p.

Research output: Contribution to journalArticle

Open Access
File
Scale Function
Optimal Stopping Problem
Mathematical Finance
Optimal Stopping
Finance
10 Citations (Scopus)
33 Downloads (Pure)

Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance

Zimmer, J., Jack, R. & Kaiser, M., 1 Jul 2017, In : Journal of Statistical Physics. 168, 2

Research output: Contribution to journalArticle

Open Access
File
Acceleration of Convergence
Convergence to Equilibrium
Hydrodynamic Limit
Detailed Balance
Markov chains

Achieving robustness through coarse space enrichment in the two level Schwarz framework

Spillane, N., Dolean, V., Hauret, P., Nataf, F., Pechstein, C. & Scheichl, R., 21 Apr 2014, Domain Decomposition Methods in Science and Engineering XXI : Lecture Notes in Computational Science and Engineering. Erhel, J., Gander, M. J., Halpern, L., Pichot, G., Sassi, T. & Widlund, O. (eds.). Springer, Vol. 98. p. 447-455 10 p. (Lecture Notes in Computational Science and Engineering; vol. 98).

Research output: Chapter in Book/Report/Conference proceedingChapter

4 Citations (Scopus)
69 Downloads (Pure)
File
Self-similar Processes
Markov Process
Lévy Process
Fluctuations (theory)
Laplace
17 Citations (Scopus)

A comparison of models and methods for simulating the microwave heating of moist foodstuffs

Budd, C. J. & Hill, A. D. C., 31 Jan 2011, In : International Journal of Heat and Mass Transfer. 54, 4, p. 807-817 11 p.

Research output: Contribution to journalArticle

Microwave heating
Drying
Microwave ovens
Heating
microwaves
8 Downloads (Pure)

A coupled Cahn–Hilliard particle system

Shardlow, T., 13 Aug 2002, In : Electronic Journal of Differential Equations. 2002, 73, p. 1-21 21 p.

Research output: Contribution to journalArticle

Open Access
File
124 Citations (Scopus)

Adaptivity with moving grids

Budd, C. J., Huang, W. & Russell, R. D., May 2009, In : Acta Numerica. 18, p. 111-241 131 p.

Research output: Contribution to journalArticle

Moving Grid
Adaptivity
Partial differential equations
Moving Mesh
Meteorology
14 Citations (Scopus)

A fast method for binary programming using first-order derivatives, with application to topology optimization with buckling constraints

Browne, P. A., Budd, C., Gould, N. I. M., Kim, H. A. & Scott, J. A., 21 Dec 2012, In : International Journal for Numerical Methods in Engineering. 92, 12, p. 1026-1043 18 p.

Research output: Contribution to journalArticle

Topology Optimization
Shape optimization
Buckling
Programming
Binary
10 Citations (Scopus)
70 Downloads (Pure)

Ageing in the parabolic Anderson model

Morters, P., Ortgiese, M. & Sidorova, N., 2011, In : Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. 47, 4, p. 969-1000 32 p.

Research output: Contribution to journalArticle

File
Anderson Model
Random Potential
Scaling Limit
Time Windows
Time Constant
31 Citations (Scopus)
83 Downloads (Pure)

A hierarchical multilevel Markov chain Monte Carlo algorithm with applications to uncertainty quantification in subsurface flow

Dodwell, T., Ketelsen, C., Scheichl, R. & Teckentrup, A. L., 2015, In : SIAM/ASA Journal on Uncertainty Quantification. 3, 1, p. 1075-1108 34 p.

Research output: Contribution to journalArticle

Open Access
File
Markov processes
Costs
Porous materials
Monte Carlo methods
Uncertainty
1 Citation (Scopus)
11 Downloads (Pure)
Open Access
File
Tensors
Maximum entropy methods
Probability density function
Mathematical operators
Decomposition
31 Citations (Scopus)

Algebraic multigrid for discontinuous Galerkin discretizations of heterogeneous elliptic problems

Bastian, P., Blatt, M. & Scheichl, R., Mar 2012, In : Numerical Linear Algebra with Applications. 19, 2, p. 367-388 22 p.

Research output: Contribution to journalArticle

Algebraic multigrid
Discontinuous Galerkin
Elliptic Problems
Linear systems
Discretization

Almost sure asymptotics for the random binary search tree

Roberts, M. I., 2010, 21st International Meeting on Probabilistic, Combinatorial, and Asymptotic Methods in the Analysis of Algorithms (AofA'10). DMTCS, p. 565-576 12 p. (DMTCS Proceedings).

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

Binary Search Tree
Random Permutation
Saturation
Vertex of a graph
Model
2 Citations (Scopus)

A Lyapunov function for Glauber dynamics on lattice triangulations

Stauffer, A., 1 Oct 2017, In : Probability Theory and Related Fields. 169, 1-2, p. 469–521

Research output: Contribution to journalArticle

Open Access
Glauber Dynamics
Lyapunov Function
Triangulation
Rectangle
Supermartingale
9 Citations (Scopus)

A model of shape memory alloys taking into account plasticity

Kruizik, M. & Zimmer, J., Feb 2011, In : IMA Journal of Applied Mathematics. 76, 1, p. 193-216 24 p.

Research output: Contribution to journalArticle

Shape Memory
Shape memory effect
Plasticity
Dissipation
Plastics
37 Citations (Scopus)

Analysis of a two-level Schwarz method with coarse spaces based on local Dirichlet-to-Neumann maps

Dolean, V., Nataf, F., Spillane, N. & Scheichl, R., Oct 2012, In : Computational Methods in Applied Mathematics. 12, 4, p. 391-414 24 p.

Research output: Contribution to journalArticle

Two-level Method
Schwarz Methods
Dirichlet-to-Neumann Map
Domain decomposition methods
Coefficient
36 Citations (Scopus)
72 Downloads (Pure)

Analysis of FETI methods for multiscale PDEs. Part II: interface variation

Pechstein, C. & Scheichl, R., 1 Jul 2011, In : Numerische Mathematik. 118, 3, p. 485-529 45 p.

Research output: Contribution to journalArticle

Open Access
File
Contrast media
Finite Element
Coefficient
Condition number
Jump

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

25 Citations (Scopus)
70 Downloads (Pure)

Analyzing mechanisms and microscopic reversibility of self-assembly

Grant, J., Jack, R. L. & Whitelam, S., 7 Dec 2011, In : Journal of Chemical Physics. 135, 21, 214505.

Research output: Contribution to journalArticle

File
Self assembly
self assembly
assembly
trapping
Chaperonins
1 Citation (Scopus)

An application of the backbone decomposition to supercritical super-Brownian motion with a barrier

Kyprianou, A. E., Murillo-Salas, A. & Pérez, J. L., Sep 2012, In : Journal of Applied Probability. 49, 3, p. 671-684 14 p.

Research output: Contribution to journalArticle

Super-Brownian Motion
Backbone
Branching Brownian Motion
Decompose
Wave equation
2 Citations (Scopus)
76 Downloads (Pure)

Anchored burning bijections on finite and infinite graphs

Gamlin, S. L. & Járai, A. A., 16 Dec 2014, In : Electronic Journal of Probability. 19, p. 1-23 117.

Research output: Contribution to journalArticle

Open Access
File
Spanning Forest
Sandpiles
Infinite Graphs
Finite Graph
Bijection
1 Citation (Scopus)
21 Downloads (Pure)

An euler-poisson scheme for Lévy driven SDEs

Ferreiro-Castilla, A., Kyprianou, A. & Scheichl, R., Mar 2016, In : Journal of Applied Probability. 53, 1, p. 262-278

Research output: Contribution to journalArticle

Open Access
File
20 Downloads (Pure)

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
1 Citation (Scopus)
78 Downloads (Pure)

Anomalous approach to thermodynamic equilibrium: structure formation of molecules after vapor deposition

Jana, P. K., Wang, C., Jack, R. L., Chi, L. & Heuer, A., 16 Nov 2015, In : Physical Review E. 92, 5, 052402.

Research output: Contribution to journalArticle

Open Access
File
Thermodynamic Equilibrium
thermodynamic equilibrium
Anomalous
Molecules
vapor deposition

An optimal stopping problem for fragmentation processes

Kyprianou, A. E. & Pardo, J. C., Apr 2012, In : Stochastic Processes and their Applications. 122, 4, p. 1210-1225 16 p.

Research output: Contribution to journalArticle

Optimal Stopping Problem
Fragmentation
Generalized Ornstein-Uhlenbeck Process
Lévy Process
Fragment
41 Citations (Scopus)

A note on scale functions and the time value of ruin for Levy insurance risk processes

Biffis, E. & Kyprianou, A. E., Feb 2010, In : Insurance, Mathematics and Economics. 46, 1, p. 85-91 7 p.

Research output: Contribution to journalArticle

Gerber-Shiu Function
Scale Function
Risk Process
Dividend
Lévy Process
29 Citations (Scopus)
7 Downloads (Pure)

A perturbation theory for ergodic properties of Markov chains

Shardlow, T. & Stuart, A., 1 Jan 2000, In : SIAM Journal on Numerical Analysis (SINUM). 37, 4, p. 1120-1137 18 p.

Research output: Contribution to journalArticle

Open Access
File
2 Citations (Scopus)

A phase transition in excursions from infinity of the "fast" fragmentation-coalescence process

Kyprianou, A., Rogers, T., Pagett, S. & Schweinsberg, J., 27 Nov 2017, In : Annals of Probablitiy. 45, 6A, p. 3829-3849

Research output: Contribution to journalArticle

Open Access
Excursion
Coalescence
Fragmentation
Phase Transition
Infinity
5 Citations (Scopus)
67 Downloads (Pure)

Approaching criticality via the zero dissipation limit in the abelian avalanche model

Jarai, A. A., Redig, F. & Saada, E., Jun 2015, In : Journal of Statistical Physics. 159, 6, p. 1369-1407

Research output: Contribution to journalArticle

Open Access
File
Avalanche
Criticality
avalanches
Dissipation
dissipation
Tensor Decomposition
Multivariate Distribution
Rejection
Probability Distribution
Tensor

Arbitrage bounds

Cox, A., 15 May 2010, Encyclopedia of Quantitative Finance. Cont, R. (ed.). Chichester, UK: John Wiley & Sons

Research output: Chapter in Book/Report/Conference proceedingChapter

Arbitrage
Exotic options
Market price
Barrier options
Pricing

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., 1 Jun 2018, In : Journal of Statistical Physics. 171, 6, p. 1122-1135 14 p.

Research output: Contribution to journalArticle

Open Access
21 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
13 Citations (Scopus)
76 Downloads (Pure)

Are there species smaller than 1 mm?

G. Rossberg, A., Rogers, T. & McKane, A. J., 22 Sep 2013, In : Proceedings of the Royal Society B: Biological Sciences. 280, 1767, 20131248.

Research output: Contribution to journalArticle

Open Access
File
Biodiversity
Mutation Rate
Population Density
meiofauna
Genome
27 Downloads (Pure)

A revisited Johnson-Mehl-Avrami-Kolmogorov model and the evolution of grain-size distributions in steel

Zimmer, J., Patacchini, F., Hömberg, D. & Sakamoto, K., 1 Aug 2017, In : IMA Journal of Applied Mathematics. 82, 4, p. 763-780

Research output: Contribution to journalArticle

Open Access
File
Grain Size
Ferrite
Steel
Crystal microstructure
Identification (control systems)
2 Citations (Scopus)

A robust numerical method for the potential vorticity based control variable transform in variational data assimilation

Buckeridge, S., Cullen, M. J. P., Scheichl, R. & Wlasak, M., Apr 2011, In : Quarterly Journal of the Royal Meteorological Society. 137, 657, p. 1083-1094 12 p.

Research output: Contribution to journalArticle

potential vorticity
data assimilation
numerical method
transform
tolerance
23 Citations (Scopus)

A robust two-level domain decomposition preconditioner for systems of PDEs

Spillane, N., Dolean, V., Hauret, P., Nataf, F., Pechstein, C. & Scheichl, R., Dec 2011, In : Comptes Rendus Mathematique. 349, 23-24, p. 1255-1259 5 p.

Research output: Contribution to journalArticle

Domain Decomposition
Preconditioner
Generalized Eigenvalue Problem
Elasticity Problem
Domain Decomposition Method
4 Citations (Scopus)
66 Downloads (Pure)

A scaling limit theorem for the parabolic Anderson model with exponential potential

Lacoin, H. & Morters, P., 2012, Probability in complex physical systems: In honour of Jürgen Gärtner and Erwin Bolthausen. Deuschel, J. D., Gentz, B., Konig, W., Von Reesse, M., Scheutzow, M. & Schmock, U. (eds.). Berlin: Springer, Vol. 11. p. 247-272 (Springer Proceedings in Mathematics; vol. 11).

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
Anderson Model
Scaling Limit
Limit Theorems
Almost Sure Limit Theorem
Random Potential
3 Citations (Scopus)
76 Downloads (Pure)

A semigroup approach to the justification of kinetic theory

Matthies, K. & Theil, F., 2012, In : SIAM Journal on Mathematical Analysis (SIMA). 44, 6, p. 4345–4379 35 p.

Research output: Contribution to journalArticle

Open Access
File
Kinetic theory
Kinetic Theory
Justification
Semigroup
Collision
18 Citations (Scopus)
92 Downloads (Pure)

A simple path to asymptotics for the frontier of a branching Brownian motion

Roberts, M. I., Sep 2013, In : Annals of Probability. 41, 5, p. 3518-3541 24 p.

Research output: Contribution to journalArticle

Open Access
File
Branching Brownian Motion
Path
Brownian motion
Median
9 Citations (Scopus)
81 Downloads (Pure)

A spatial preferential attachment model with local clustering

Morters, P. & Jacob, E., 2013, Algorithms and Models for the Web Graph.: Proceedings of the 10th International Workshop, WAW 2013, Cambridge, MA, USA.. Springer, Vol. 8305. p. 14-25 (Lecture Notes in Computer Science).

Research output: Chapter in Book/Report/Conference proceedingChapter

File
30 Citations (Scopus)
75 Downloads (Pure)

A spine approach to branching diffusions with applications to L-p-convergence of martingales

Hardy, R. & Harris, S. C., Jun 2009, In : Séminaire de Probabilités XLII. 1979, p. 281-330 50 p.

Research output: Contribution to journalArticle

Open Access
File
Spine
Martingale
Branching
Branching Brownian Motion
Many to one
3 Citations (Scopus)
75 Downloads (Pure)

A sprouting tree model for random boolean functions

Chauvin, B., Gardy, D. & Mailler, C., 1 Dec 2015, In : Random Structures and Algorithms. 47, 4, p. 635-662 28 p.

Research output: Contribution to journalArticle

File
Boolean functions
Random Function
Boolean Functions
Galton-Watson Tree
Binary Search Tree
12 Citations (Scopus)
92 Downloads (Pure)

Assessing node risk and vulnerability in epidemics on networks

Rogers, T., Jan 2015, In : EPL (Europhysics Letters). 109, 2, p. 28005

Research output: Contribution to journalArticle

Open Access
File
vulnerability
infectious diseases
life (durability)
cavities
approximation

Assessment of DG security contribution on transmission levels

Zhang, Z., Li, J., Li, F., Budd, C. & Hamidi, V., 29 Oct 2014, PES General Meeting/ Conference & Exposition, 2014 IEEE . IEEE, 6939851

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

Distributed power generation
Electric power distribution