Research Output 1994 2019

2016
4 Citations (Scopus)
71 Downloads (Pure)

On the pathwise approximation of stochastic differential equations

Shardlow, T. & Taylor, P., Sep 2016, In : BIT Numerical Mathematics. 56, 3, p. 1101-1129

Research output: Contribution to journalArticle

Open Access
File
Euler-Maruyama Method
Stochastic Equations
Differential equations
Truncation Error
Time Stepping

Optimal prediction for positive self-similar Markov processes

Baurdoux, E. J., Kyprianou, A. E. & Ott, C., 28 Jul 2016, In : Electronic Journal of Probability. 21, 24 p., 48.

Research output: Contribution to journalArticle

Open Access
Optimal Prediction
Self-similar Processes
Markov Process
Lévy Process
Bessel Process
4 Citations (Scopus)
91 Downloads (Pure)

Optimising self-assembly through time-dependent interactions

Fullerton, C. J. & Jack, R. L., 28 Dec 2016, In : Journal of Chemical Physics. 145, 24, 244505.

Research output: Contribution to journalArticle

Open Access
File
Self assembly
self assembly
Nucleation
interactions
nucleation
2 Citations (Scopus)

Perpetual integrals for Lévy processes

Doering, L. & Kyprianou, A. E., Sep 2016, In : Journal of Theoretical Probability. 29, 3, p. 1192-1198 7 p.

Research output: Contribution to journalArticle

Local Time
Lévy Process
Stationary Process
Finiteness
Lemma
36 Citations (Scopus)
55 Downloads (Pure)

Population-dynamics method with a multicanonical feedback control

Nemoto, T., Bouchet, F., Jack, R. L. & Lecomte, V., 15 Jun 2016, In : Physical Review E. 93, 6, 062123.

Research output: Contribution to journalArticle

Open Access
File
11 Citations (Scopus)
113 Downloads (Pure)

Resin treatment of free edges to aid certification of through thickness laminate strength

Fletcher, T. A., Kim, T., Dodwell, T. J., Butler, R., Scheichl, R. & Newley, R., 20 Jun 2016, In : Composite Structures. 146, p. 26-33 8 p.

Research output: Contribution to journalArticle

Open Access
File
9 Citations (Scopus)
80 Downloads (Pure)

Robust numerical upscaling of elliptic multiscale problems at high contrast

Peterseim, D. & Scheichl, R., 1 Oct 2016, In : Computational Methods in Applied Mathematics. 16, 4, p. 579-603 25 p.

Research output: Contribution to journalArticle

Open Access
File
Multiscale Problems
Upscaling
Quasi-interpolation
Elliptic Problems
Mathematical operators
8 Citations (Scopus)
74 Downloads (Pure)

Robust pricing and hedging under trading restrictions and the emergence of local martingale models

Cox, A. M. G., Hou, Z. & Obloj, J., Jul 2016, In : Finance and Stochastics. 20, 3, p. 669-704

Research output: Contribution to journalArticle

Open Access
File
Local Martingale
Hedging
Pricing
Duality Gap
Restriction
5 Citations (Scopus)

Scale-invariant geometric random graphs

Xie, Z. & Rogers, T., 9 Mar 2016, In : Physical Review E. 93, 3, 032310.

Research output: Contribution to journalArticle

Random Geometric Graph
Scale Invariant
random numbers
dichotomies
hubs
1 Citation (Scopus)
68 Downloads (Pure)

Skorokhod embeddings for two-sided Markov chains

Morters, P. & Redl, I., Jun 2016, In : Probability Theory and Related Fields. 165, 1

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
84 Downloads (Pure)

Structure of inactive states of a binary Lennard-Jones mixture

Coslovich, D. & Jack, R. L., 14 Jul 2016, In : Journal of Statistical Mechanics-Theory and Experiment. 2016, 7, p. 074012

Research output: Contribution to journalArticle

Open Access
File
5 Citations (Scopus)
64 Downloads (Pure)

The melting of stable glasses is governed by nucleation-and-growth dynamics

Jack, R. L. & Berthier, L., 30 Jun 2016, In : Journal of Chemical Physics. 144, 24, p. 244506

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)

The strong giant in a random digraph

Penrose, M. D., Mar 2016, In : Journal of Applied Probability. 53, 1, p. 57-70

Research output: Contribution to journalArticle

Digraph
Likely
Survival Probability
Poisson distribution
Branching process
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)
79 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
5 Citations (Scopus)
68 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
3 Citations (Scopus)
76 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)
94 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
2 Citations (Scopus)
82 Downloads (Pure)

Asymptotic formulas for solitary waves in the high-energy limit of FPU-type chains

Herrmann, M. & Matthies, K., Aug 2015, In : Nonlinearity. 28, 8, p. 2767-2789

Research output: Contribution to journalArticle

Open Access
File
2 Citations (Scopus)
77 Downloads (Pure)

Cycle length distributions in random permutations with diverging cycle weights

Dereich, S. & Morters, P., 1 May 2015, In : Random Structures and Algorithms. 46, 4, p. 635-650

Research output: Contribution to journalArticle

Open Access
File
Random Permutation
Cycle Length
Cycle
Local Limit Theorem
Regular Variation
3 Citations (Scopus)
78 Downloads (Pure)

Dynamical phase transitions in one-dimensional hard-particle systems

Thompson, I. R. & Jack, R. L., 12 Nov 2015, In : Physical Review E. 92, 5, 052115.

Research output: Contribution to journalArticle

Open Access
File
33 Citations (Scopus)
65 Downloads (Pure)

Effective interactions and large deviations in stochastic processes

Jack, R. L. & Sollich, P., Sep 2015, In : European Physical Journal - Special Topics. 224, 12, p. 2351-2367 17 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic systems
stochastic processes
Random processes
deviation
reviewing
7 Citations (Scopus)
81 Downloads (Pure)

Embedding laws in diffusions by functions of time

M. G. Cox, A. & Peskir, G., 2015, In : Annals of Probability. 43, 5, p. 2481-2510

Research output: Contribution to journalArticle

Open Access
File
Brownian motion
Uniform Integrability
Embedding Theorem
Stopping Time
Increasing Functions
6 Citations (Scopus)
142 Downloads (Pure)

Entropy production and the geometry of dissipative evolution equations

Zimmer, J. & Reina, C., 13 Nov 2015, In : Physical Review E (PRE). 92, 5, 052117.

Research output: Contribution to journalArticle

Open Access
File
27 Citations (Scopus)
78 Downloads (Pure)

Evidence for a disordered critical point in a glass-forming liquid

Berthier, L. & Jack, R. L., 22 May 2015, In : Physical Review Letters. 114, 20, p. 1-5 5 p., 205701.

Research output: Contribution to journalArticle

Open Access
File
critical point
glass
liquids
reference systems
configurations
5 Citations (Scopus)
73 Downloads (Pure)

Fine asymptotics for the consistent maximal displacement of branching brownian motion

Roberts, M. I., 13 Mar 2015, In : Electronic Journal of Probability. 20, p. 1-26 26 p., 28.

Research output: Contribution to journalArticle

Open Access
File
Branching Brownian Motion
Critical Curves
Path
Brownian motion
4 Citations (Scopus)
69 Downloads (Pure)

Global blow-up for a semilinear heat equation on a subspace

Budd, C. J., Dold, J. W. & Galaktionov, V. A., Oct 2015, In : Proceedings of the Royal Society of Edinburgh Section A - Mathematics. 145, 5, p. 893 - 923 31 p.

Research output: Contribution to journalArticle

Open Access
File
Semilinear Heat Equation
Blow-up
Figure
Subspace
Finite Time Blow-up
1 Citation (Scopus)
74 Downloads (Pure)

Growth rates of the population in a branching Brownian motion with an inhomogeneous breeding potential

Berestycki, J., Brunet, É., Harris, J. W., Harris, S. C. & Roberts, M. I., 1 May 2015, In : Stochastic Processes and their Applications. 125, 5, p. 2096-2145

Research output: Contribution to journalArticle

Open Access
File
52 Citations (Scopus)
76 Downloads (Pure)

Hyperuniformity and Phase Separation in Biased Ensembles of Trajectories for Diffusive Systems

Jack, R. L., Thompson, I. R. & Sollich, P., 13 Feb 2015, In : Physical Review Letters. 114, 6, p. 1-5 5 p., 06061.

Research output: Contribution to journalArticle

Open Access
File
2 Citations (Scopus)
86 Downloads (Pure)
Open Access
File
Langevin Equation
Stochastic Equations
Differential equation
Discrete random variable
Strong Approximation
1 Citation (Scopus)
54 Downloads (Pure)

Modes of competition and the fitness of evolved populations

Rogers, T. & McKane, A. J., 14 Sep 2015, In : Physical Review E. 92, 3, 032708.

Research output: Contribution to journalArticle

File
fitness
Fitness
ecology
resources
stabilization
2 Citations (Scopus)
77 Downloads (Pure)

Null models for dynamic centrality in temporal networks

Rogers, T., 1 Mar 2015, In : Journal of Complex Networks. 3, 1, p. 113-125 13 p.

Research output: Contribution to journalArticle

Open Access
File
Centrality
Null
Metric
Telecommunication
Model
3 Citations (Scopus)
65 Downloads (Pure)
Open Access
File
Uniformly continuous
Joint Distribution
Martingale
Upper and Lower Bounds
Skorokhod Problem
58 Downloads (Pure)

On the Γ-limit for a non-uniformly bounded sequence of two-phase metric functionals

Schwetlick, H., Sutton, D. C. & Zimmer, J., Jan 2015, In : Discrete and Continuous Dynamical Systems - Series A. 35, 1, p. 411-426 16 p.

Research output: Contribution to journalArticle

File
Hamiltonians
Nonlinear optics
Boundary value problems
Metric
Differentiable Manifolds
1 Citation (Scopus)
80 Downloads (Pure)

Phase transition for finite-speed detection among moving particles

Sidoravicius, V. & Stauffer, A., Jan 2015, In : Stochastic Processes and their Applications. 125, 1, p. 362-370 9 p.

Research output: Contribution to journalArticle

Open Access
File
Phase Transition
Phase transitions
Target
Poisson Point Process
Continuous Time
14 Citations (Scopus)
81 Downloads (Pure)

Porous liquid phases for indented colloids with depletion interactions

Ashton, D., Jack, R. & Wilding, N., 12 Jun 2015, In : Physical Review Letters. 114, 23, p. 1 - 5 5 p., 237801.

Research output: Contribution to journalLetter

Open Access
File
colloids
liquid phases
depletion
voids
critical point
38 Citations (Scopus)

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

Graham, I. G., Kuo, F. Y., Nichols, J. A., Scheichl, R., Schwab, C. & Sloan, I. H., Oct 2015, In : Numerische Mathematik. 131, 2, p. 329-368 40 p.

Research output: Contribution to journalArticle

Quasi-Monte Carlo Methods
Elliptic PDE
Random Coefficients
Finite Element Method
Finite element method
9 Citations (Scopus)
54 Downloads (Pure)

Random lattice triangulations: structure and algorithms

Caputo, P., Martinelli, F., Sinclair, A. & Stauffer, A., Jun 2015, In : Annals of Applied Probability. 25, 3, p. 1650-1685 36 p.

Research output: Contribution to journalArticle

Open Access
File
Triangulation
Integer Points
Point in a polygon
Glauber Dynamics
Mixing Time
9 Citations (Scopus)
66 Downloads (Pure)

Random walks on dynamical percolation: mixing times, mean squared displacement and hitting times

Peres, Y., Stauffer, A. & Steif, J. E., Aug 2015, In : Probability Theory and Related Fields. 162, 3, p. 487-530 44 p.

Research output: Contribution to journalArticle

Open Access
File
Hitting Time
Mixing Time
Random walk
Transience
Dichotomy

Regularity for Maxwell eigenproblems in photonic crystal fibre modelling

Dauge, M., Norton, R. A. & Scheichl, R., Mar 2015, In : BIT Numerical Mathematics. 55, 1, p. 59-80 22 p.

Research output: Contribution to journalArticle

Eigenproblem
Photonic crystal fibers
Photonic Crystal
Regularity
Fiber

Robustness of spatial preferential attachment networks

Jacob, E. & Morters, P., 9 Dec 2015, Algorithms and Models for the Web Graph: Proceedings of 12th International Workshop, WAW 2015, Eindhoven, The Netherlands, December 10-11, 2015. Gleich, D. F., Komjathy, J. & Litvak, N. (eds.). Switzerland: Springer, p. 3-14 12 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 9479).

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

Preferential Attachment
Robustness
Power Law
Exponent
Clustering
6 Citations (Scopus)
76 Downloads (Pure)

Self-assembly and crystallisation of indented colloids at a planar wall

Ashton, D. J., Ivell, S. J., Dullens, R. P. A., Jack, R. A., Wilding, N. B. & Aarts, D. G. A. L., 14 Aug 2015, In : Soft Matter. 11, 30, p. 6089-6098

Research output: Contribution to journalArticle

File
9 Citations (Scopus)
69 Downloads (Pure)

Space-time percolation and detection by mobile nodes

Stauffer, A., 1 Oct 2015, In : Annals of Applied Probability. 25, 5, p. 2416-2461 46 p.

Research output: Contribution to journalArticle

Open Access
File
Space-time
Vertex of a graph
Target
Poisson Point Process
Multiscale Analysis
29 Citations (Scopus)
54 Downloads (Pure)

Spatial preferential attachment networks: Power laws and clustering coefficients

Jacob, E. & Morters, P., 1 Mar 2015, In : Annals of Applied Probability. 25, 2, p. 632-662

Research output: Contribution to journalArticle

Open Access
File
Preferential Attachment
Clustering Coefficient
Empirical Distribution
Power Law
Exponent
5 Citations (Scopus)
64 Downloads (Pure)

Spines, skeletons and the strong law of large numbers for superdiffusions

Eckhoff, M., Kyprianou, A. E. & Winkel, M., 9 Sep 2015, In : Annals of Probability. 43, 5, p. 2545-2610 66 p.

Research output: Contribution to journalArticle

Open Access
File
Superdiffusion
Strong law of large numbers
Spine
Skeleton
Branching
14 Citations (Scopus)

Stability of travelling wavefronts in discrete reaction-diffusion equations with nonlocal delay effects

Guo, S. & Zimmer, J., 16 Jan 2015, In : Nonlinearity. 28, 2, p. 463-492 30 p.

Research output: Contribution to journalArticle

Nonlocal Delay
Traveling Wavefronts
reaction-diffusion equations
energy methods
Discrete Equations
2 Citations (Scopus)
72 Downloads (Pure)

The effect of numerical model error on data assimilation

Jenkins, S., Smith, N., Budd, C. & Freitag, M., 15 Dec 2015, In : Journal of Computational and Applied Mathematics. 290, p. 567-588

Research output: Contribution to journalArticle

Open Access
File
Data Assimilation
Model Error
Initialization
Numerical models
Finite Difference Scheme

The Finsler Metric Obtained as the Γ-limit of a Generalised Manhattan Metric

Schwetlick, H., Sutton, D. C. & Zimmer, J., 1 Jan 2015, In : Journal of Convex Analysis. 22, 1, p. 19-36 18 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)
86 Downloads (Pure)

The geometry of r-adaptive meshes generated using optimal transport methods

Budd, C., Walsh, E. & Russell, R., 1 Feb 2015, In : Journal of Computational Physics. 282, p. 113-137 25 p.

Research output: Contribution to journalArticle

Open Access
File
Probability density function
Tensors
mesh
Eigenvalues and eigenfunctions
Geometry