Research Output 1994 2019

2015

The number of ends of critical branching random walks

Candellero, E. & Roberts, M. I., 2015, In : ALEA Latin American Journal of Probability and Mathematical Statistics. 12, 1, p. 55-67 13 p.

Research output: Contribution to journalArticle

Branching Random Walk
Trace
Sufficient Conditions
Graph in graph theory
73 Citations (Scopus)

The statistical mechanics of dynamic pathways to self-assembly

Whitelam, S. & Jack, R. L., 1 Apr 2015, In : Annual Review of Physical Chemistry. 66, 1, p. 143-163 20 p.

Research output: Contribution to journalArticle

Statistical mechanics
statistical mechanics
Self assembly
self assembly
micrometers

UK universities find a cash cow in the financial fall-out

Kyprianou, A., 13 Feb 2015, The Conversation.

Research output: Contribution to specialist publicationArticle

Open Access
Cash
Mathematics
Financial services industry
Financial derivatives
Financial mathematics
6 Citations (Scopus)

Use of fin equation to calculate Nusselt numbers for rotating disks

Tang, H., Shardlow, T. & Owen, J. M., 1 Dec 2015, In : Journal of Turbomachinery: Transactions of the ASME. 137, 12, p. 1-10 10 p., 121003.

Research output: Contribution to journalArticle

Fins (heat exchange)
Rotating disks
Nusselt number
Temperature measurement
Heat flux
2014
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)
80 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

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

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

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
5 Citations (Scopus)
63 Downloads (Pure)

A strong law of large numbers for branching processes: almost sure spine events

Harris, S. C. & Roberts, M. I., 8 May 2014, In : Electronic Communications in Probability. 19, p. 1-6 6 p., 28.

Research output: Contribution to journalArticle

Open Access
File
Strong law of large numbers
Spine
Branching process
Almost Sure Convergence
Manipulation
7 Citations (Scopus)
79 Downloads (Pure)

Asymptotical computations for a model of flow in saturated porous media

Amodio, P., Budd, C. J., Koch, O., Settanni, G. & Weinmüller, E., 15 Jun 2014, In : Applied Mathematics and Computation. 237, p. 155-167 13 p.

Research output: Contribution to journalArticle

Open Access
File
Porous Media
Porous materials
Initial value problems
Second-order Ordinary Differential Equations
Finite difference method
2 Citations (Scopus)

Balls into bins via local search: cover time and maximum load

Bringmann, K., Sauerwald, T., Stauffer, A. & Sun, H., 1 Mar 2014, p. 187-198. 12 p.

Research output: Contribution to conferencePaper

Cover Time
Local Search
Ball
Upper bound
Graph in graph theory
7 Citations (Scopus)
72 Downloads (Pure)

Branching Brownian Motion with Catalytic Branching at the Origin

Bocharov, S. & Harris, S. C., Dec 2014, In : Acta Applicandae Mathematicae. 134, 1, p. 201-228 28 p.

Research output: Contribution to journalArticle

Open Access
File
Branching Brownian Motion
Brownian movement
Branching
Strong law of large numbers
Local Time

Branching random walk in an inhomogeneous breeding potential

Bocharov, S. & Harris, S. C., 30 Oct 2014, In : Séminaire de Probabilités. XLVI, p. 1-32 32 p.

Research output: Contribution to journalArticle

Branching Random Walk
Continuous Time Random Walk
Asymptotic Behavior
10 Citations (Scopus)
71 Downloads (Pure)

Conservative-dissipative approximation schemes for a generalized Kramers equation

Duong, M. H., Peletier, M. A. & Zimmer, J., 15 Nov 2014, In : Mathematical Methods in the Applied Sciences. 37, 16, p. 2517-2540 24 p.

Research output: Contribution to journalArticle

File
Approximation Scheme
Generalized Equation
Stochastic systems
Dissipative Structure
Costs
3 Citations (Scopus)

Continuum AB percolation and AB random geometric graphs

Penrose, M. D., 1 Dec 2014, In : Journal of Applied Probability. 51A, p. 333-344 12 p.

Research output: Contribution to journalArticle

Random Geometric Graph
Continuum
Poisson Point Process
Strong law of large numbers
D-space
5 Citations (Scopus)
68 Downloads (Pure)

Current noise-removal methods can create false signals in ecogenomic data

Rossberg, A. G., Rogers, T. & McKane, A. J., May 2014, In : Proceedings of the Royal Society B: Biological Sciences. 281, 1783, p. 1 - 3 3 p., 20140191.

Research output: Contribution to journalArticle

Open Access
File
18 Citations (Scopus)

Dynamical phase transitions reveal amyloid-like states on protein folding landscapes

Weber, J. K., Jack, R. L., Schwantes, C. R. & Pande, V. S., 19 Aug 2014, In : Biophysical Journal. 107, 4, p. 974-982 9 p.

Research output: Contribution to journalArticle

Phase Transition
Protein Folding
Amyloid
Proteins
Molecular Dynamics Simulation
2 Citations (Scopus)
64 Downloads (Pure)

Electrical resistance of the low dimensional critical branching random walk

Járai, A. A. & Nachmias, A., Oct 2014, In : Communications in Mathematical Physics. 331, 1, p. 67-109

Research output: Contribution to journalArticle

Open Access
File
Branching Random Walk
electrical resistance
random walk
Resistance
1 Citation (Scopus)
87 Downloads (Pure)
Open Access
File
Periodic Media
Reaction-diffusion Equations
Homogenization
Traveling Wave
Nonlinearity
14 Citations (Scopus)

Fast three dimensional r-adaptive mesh redistribution

Browne, P. A., Budd, C. J., Piccolo, C. & Cullen, M., 15 Oct 2014, In : Journal of Computational Physics. 275, p. 174-196 23 p.

Research output: Contribution to journalArticle

Weather forecasting
mesh
weather forecasting
tangling
grids
78 Downloads (Pure)

From minimal embeddings to minimal diffusions

Cox, A. M. G. & Klimmek, M., 11 Jun 2014, In : Electronic Communications in Probability. 19, p. 1-13 13 p., 34.

Research output: Contribution to journalArticle

Open Access
File
Skorokhod Problem
Embedding Problem
Minimality
Local Time
Martingale
4 Citations (Scopus)
72 Downloads (Pure)

Galton-Watson trees with vanishing martingale limit

Berestycki, N., Gantert, N., Morters, P. & Sidorova, N., May 2014, In : Journal of Statistical Physics. 155, 4, p. 737-762

Research output: Contribution to journalArticle

Open Access
File
martingales
Galton-Watson Tree
Martingale
Entropic Repulsion
Tail Behavior
8 Citations (Scopus)
65 Downloads (Pure)

Geometrical interpretation of fluctuating hydrodynamics in diffusive systems

Jack, R. L. & Zimmer, J., 5 Dec 2014, In : Journal of Physics A: Mathematical and Theoretical. 47, 48, 485001.

Research output: Contribution to journalArticle

File
Fluctuating Hydrodynamics
Hydrodynamics
hydrodynamics
Mesoscopic Systems
formulations
7 Citations (Scopus)
77 Downloads (Pure)

Growth-induced breaking and unbreaking of ergodicity in fully-connected spin systems

Morris, R. G. & Rogers, T., 12 Aug 2014, In : Journal of Physics A: Mathematical and Theoretical. 47, 34, 342003.

Research output: Contribution to journalArticle

File
Spin Systems
Ergodicity
Canonical Model
Ising model
Statistical mechanics
12 Citations (Scopus)
53 Downloads (Pure)

Hitting distributions of α-stable processes via path censoring and self-similarity

Kyprianou, A., Pardo, J. C. & Watson, A., Jan 2014, In : Annals of Probability. 42, 1, p. 398-430 33 p.

Research output: Contribution to journalArticle

Open Access
File
Stable Process
Self-similarity
Censoring
Path
Wiener-Hopf Factorization
2 Citations (Scopus)
81 Downloads (Pure)

Improved simulation techniques for first exit time of neural diffusion models

Alzubaidi, H. & Shardlow, T., 2014, In : Communications in Statistics - Simulation and Computation. 43, 10, p. 2508-2520 13 p.

Research output: Contribution to journalArticle

Open Access
File
First Exit Time
Diffusion Model
Numerical methods
Monte Carlo methods
Time Stepping
36 Citations (Scopus)
81 Downloads (Pure)

Information-theoretic measurements of coupling between structure and dynamics in glass formers

Jack, R. L., Dunleavy, A. J. & Royall, C. P., 29 Aug 2014, In : Physical Review Letters. 113, 9, p. 1-5 5 p., 095703.

Research output: Contribution to journalArticle

Open Access
File
glass
energy
liquids
configurations
predictions
130 Citations (Scopus)

Introduction to Computational Stochastic PDEs

Lord, G. J., Powell, C. E. & Shardlow, T., 1 Jul 2014, 1 ed. New York, U. S. A.: Cambridge University Press. 509 p. (Cambridge Texts in Applied Mathematics; no. 50)

Research output: Book/ReportBook

Stochastic PDEs
Monte Carlo method
Random Field
Mathematical Biology
Weak Approximation
12 Citations (Scopus)
79 Downloads (Pure)

Investigating amorphous order in stable glasses by random pinning

Fullerton, C. J. & Jack, R. L., 27 Jun 2014, In : Physical Review Letters. 112, 25, 255701.

Research output: Contribution to journalArticle

Open Access
File
support systems
glass
liquids
19 Citations (Scopus)

Large deviations of the dynamical activity in the East model: analysing structure in biased trajectories

Jack, R. L. & Sollich, P., 10 Jan 2014, In : Journal of Physics A: Mathematical and Theoretical. 47, 1, 015003.

Research output: Contribution to journalArticle

Large Deviations
Biased
Aging of materials
Trajectories
trajectories
27 Citations (Scopus)
60 Downloads (Pure)
File
climate prediction
weather
fluid dynamics
anisotropy
spatial resolution
11 Citations (Scopus)
78 Downloads (Pure)

Minimal configurations and sandpile measures

Jarai, A. A. & Werning, N., Mar 2014, In : Journal of Theoretical Probability. 27, 1, p. 153-167 15 p.

Research output: Contribution to journalArticle

Open Access
File
Sandpiles
Spanning Forest
Configuration
Infinite Graphs
Limiting
23 Citations (Scopus)

Moments and central limit theorems for some multivariate Poisson functionals

Last, G., Penrose, M. D., Schulte, M. & Thaele, C., Jun 2014, In : Advances in Applied Probability. 46, 2, p. 348-364 19 p.

Research output: Contribution to journalArticle

Poisson process
Central limit theorem
Siméon Denis Poisson
Moment
Chaos theory
12 Citations (Scopus)
77 Downloads (Pure)

Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation

Ferreiro-Castilla, A., Kyprianou, A. E., Scheichl, R. & Suryanarayana, G., Feb 2014, In : Stochastic Processes and their Applications. 124, 2, p. 985-1010 26 p.

Research output: Contribution to journalArticle

Open Access
File
Wiener-Hopf Factorization
Lévy Process
Factorization
Monte Carlo Simulation
Optimal Rate of Convergence
8 Citations (Scopus)
79 Downloads (Pure)

New families of subordinators with explicit transition probability semigroup

Burridge, J., Kuznetsov, A., Kwaśnicki, M. & Kyprianou, A. E., Oct 2014, In : Stochastic Processes and their Applications. 124, 10, p. 3480-3495 16 p.

Research output: Contribution to journalArticle

Open Access
File
Subordinator
Transition Probability
Semigroup
Complete Monotonicity
Applied Probability
7 Citations (Scopus)
75 Downloads (Pure)
Open Access
File
Rotating Machinery
Rotating machinery
machinery
Rotor
rotors
21 Citations (Scopus)
79 Downloads (Pure)

Occupation times of refracted Lévy processes

Kyprianou, A. E., Pardo, J. C. & Pérez, J. L., Dec 2014, In : Journal of Theoretical Probability. 27, 4, p. 1292-1315 24 p.

Research output: Contribution to journalArticle

Open Access
File
Occupation Time
Lévy Process
U-processes
Strong Solution
Wedge
27 Citations (Scopus)

Optimal dividends in the dual model under transaction costs

Bayraktar, E., Kyprianou, A. E. & Yamazaki, K., 1 Jan 2014, In : Insurance, Mathematics and Economics. 54, 1, p. 133-143 11 p.

Research output: Contribution to journalArticle

Transaction Costs
Dividend
Scale Function
Lévy Process
Optimal Strategy
2 Citations (Scopus)
71 Downloads (Pure)

Potentials of stable processes

Kyprianou, A. & Watson, A. R., 30 Oct 2014, Seminaire de Probabilites XLV1. Donati-Martin, C., Lejay, A. & Roualt, A. (eds.). Switzerland: Springer, p. 333 - 344 12 p. (Seminaire de Probabilites; vol. 2123).

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
Stable Process
Exit Problem
Interval
Overshoot
Explicit Formula
11 Citations (Scopus)

Randomized Rumor Spreading in Dynamic Graphs

Giakkoupis, G., Sauerwald, T. & Stauffer, A., 2014, 41st International Colloquium on Automata, Languages and Programming (ICALP).

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

65 Downloads (Pure)

Rank deficiency in sparse random GF[2] matrices

Penrose, M., 14 Sep 2014, In : Electronic Journal of Probability. 19, 83, p. 1-36 36 p.

Research output: Contribution to journalArticle

Open Access
File
Zero vector
Converge
Weight Distribution
Hypergraph
Iterative Algorithm
42 Citations (Scopus)
78 Downloads (Pure)

Stochastic pattern formation and spontaneous polarisation: The linear noise approximation and beyond

McKane, A. J., Biancalani, T. & Rogers, T., Apr 2014, In : Bulletin of Mathematical Biology. 76, 4, p. 895-921

Research output: Contribution to journalArticle

File
Turing Instability
Stochasticity
Polarity
Biological systems
Pattern Formation
1 Citation (Scopus)

Sub-additive ergodic theorems for countable amenable groups

Dooley, A. H., Golodets, V. Y. & Zhang, G., 1 Sep 2014, In : Journal of Functional Analysis. 267, 5, p. 1291-1320 30 p.

Research output: Contribution to journalArticle

Amenable Group
Ergodic Theorem
Discrete Group
Group Action
Countable
1 Citation (Scopus)
41 Downloads (Pure)

Survival of homogenous fragmentation processes with killing

Knobloch, R. & Kyprianou, A., May 2014, In : Annales de l'Institut Henri Poincare B Probabilites et Statistiques. 50, 2, p. 467 - 491 25 p.

Research output: Contribution to journalArticle

Open Access
File
Fragmentation
Martingale
Extinction
Fragment
Decay
3 Citations (Scopus)
65 Downloads (Pure)

The backbone decomposition for spatially dependent supercritical superprocesses

Kyprianou, A., Pérez, J-L. & Ren, Y. X., 30 Oct 2014, Seminaire de Probabilites XLVI. Donati-Martin, C., LeJay, A. & Rouault, A. (eds.). Switzerland: Springer, p. 33 - 59 27 p. (Lecture Notes in Mathematics; vol. 2123).

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
Superprocess
Backbone
Galton-Watson Process
Decompose
Dependent
11 Citations (Scopus)
85 Downloads (Pure)

The effect of boundary adaptivity on hexagonal ordering and bistability in circularly confined quasi hard discs

Williams, I., Oǧuz, E. C., Jack, R. L., Bartlett, P., Löwen, H. & Royall, C. P., 14 Mar 2014, In : Journal of Chemical Physics. 140, 10, 104907.

Research output: Contribution to journalArticle

Open Access
File
Optical tweezers
Hard disk storage
Experiments
confining
Monte Carlo simulation
3 Citations (Scopus)
61 Downloads (Pure)

The extended hypergeometric class of Lévy processes

Kyprianou, A., Pardo Millan, J-C. & Watson, A., 2 Dec 2014, In : Journal of Applied Probability. 51A, p. 391 - 408 18 p.

Research output: Contribution to journalArticle

Open Access
File
Stable Process
Lévy Process
Wiener-Hopf Factorization
Fluctuations
Computing
17 Citations (Scopus)
75 Downloads (Pure)

The hitting time of zero for a stable process

Kuznetsov, A., Kyprianou, A. E., Pardo, J. C. & Watson, A. R., 9 Mar 2014, In : Electronic Journal of Probability. 19, p. 1-26 30.

Research output: Contribution to journalArticle

Open Access
File
Markov Additive Process
First Hitting Time
Self-similar Processes
Hitting Time
Mellin Transform

The largest strongly connected component in the cyclical pedigree model of Wakeley et al.

Blath, J., Kadow, S. & Ortgiese, M., Dec 2014, In : Theoretical Population Biology. 98, p. 28-37 10 p.

Research output: Contribution to journalArticle

pedigree
population size
effective population size
population genetics