Research Output 1994 2019

2011
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
36 Citations (Scopus)
74 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
25 Citations (Scopus)
71 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
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
1 Citation (Scopus)

Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption

Penrose, M. D. & Shcherbakov, V., Sep 2011, In : Advances in Applied Probability. 43, 3, p. 636-648 13 p.

Research output: Contribution to journalArticle

Asymptotic Normality
Adsorption
Maximum Likelihood Estimator
Maximum likelihood
Thermodynamic Limit
16 Citations (Scopus)

A unified framework for Schelling's model of segregation

Rogers, T. & McKane, A. J., Jul 2011, In : Journal of Statistical Mechanics-Theory and Experiment. 2011, July, 21 p., P07006.

Research output: Contribution to journalArticle

Segregation
Model
Social Simulation
Framework
methodology
39 Citations (Scopus)
51 Downloads (Pure)

A Wiener-Hopf Monte Carlo simulation technique for Lévy process

Kuzntsov, A., Kyprianou, A. E., Pardo, J-C. & Van Schaik, K., Dec 2011, In : Annals of Applied Probability. 21, 6, p. 2171-2190 20 p.

Research output: Contribution to journalArticle

File
Lévy Process
Monte Carlo Simulation
Factorization
Exit Problem
Financial Mathematics
2 Citations (Scopus)

Breathers in a pinned mechanical lattice

Green, S. C., Budd, C. J. & Hunt, G. W., 2011, In : SIAM Journal on Applied Dynamical Systems. 10, 1, p. 66-91 26 p.

Research output: Contribution to journalArticle

Breathers
Discrete Breathers
Pivot
Odd number
Mechanical Systems
10 Citations (Scopus)
50 Downloads (Pure)
File
Crack detection
Tomography
Capacitance
Inspection
Imaging techniques
3 Citations (Scopus)
57 Downloads (Pure)

Diameter and broadcast time of random geometric graphs in arbitrary dimensions

Friedrich, T., Sauerwald, T. & Stauffer, A., 2011, Algorithms and Computation: Proceedings of the 22nd International Symposium, ISAAC, 2011. Asano, T., Nakano, S., Okamoto, Y. & Watanabe, O. (eds.). Berlin, Germany: Springer, p. 190-199 (Lecture Notes in Computer Science; vol. 7074).

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

Open Access
File
1 Citation (Scopus)

Emergent behaviour in large electrical networks

Almond, D., Budd, C. J. & McCullen, N. J., 2011, Approximation Algorithms for Complex Systems. Georgoulis, E. H., Iske, A. & Levesley, J. (eds.). Springer, p. 3-26 24 p. (Springer Proceedings in Mathematics ; vol. 3).

Research output: Chapter in Book/Report/Conference proceedingChapter

Emergent Behavior
Electrical Networks
Spectral Theory
Complex Systems
Model
4 Citations (Scopus)
80 Downloads (Pure)

Existence of subsonic heteroclinic waves for the Frenkel-Kontorova model with piecewise quadratic on-site potential

Kreiner, C. F. & Zimmer, J., Apr 2011, In : Nonlinearity. 24, 4, p. 1137-1163 27 p.

Research output: Contribution to journalArticle

Open Access
File
Dislocation Dynamics
Frenkel-Kontorova Model
traveling waves
Traveling Wave
Framework
2 Citations (Scopus)

Families of type III0 ergodic transformations in distinct orbit equivalent classes

Dooley, A. H., Hawkins, J. & Ralston, D., 1 Dec 2011, In : Monatshefte fur Mathematik. 164, 4, p. 369-381

Research output: Contribution to journalArticle

Orbit
Distinct
Invariant
Uncountable
Type Systems
41 Citations (Scopus)
76 Downloads (Pure)

From a large-deviations principle to the Wasserstein gradient flow: a new micro-macro passage

Adams, S., Dirr, N., Peletier, M. & Zimmer, J., 1 Nov 2011, In : Communications in Mathematical Physics. 307, 3, p. 791-815 25 p.

Research output: Contribution to journalArticle

Open Access
File
Gradient Flow
Large Deviation Principle
Diffusion equation
Particle System
deviation

Intertwining operators, the Cayley transform, and the contraction of K to NM

Dooley, A. H., 2011, In : Contemporary Mathematics. 544

Research output: Contribution to journalArticle

1 Citation (Scopus)

Introduction to special issue on reflections in nonlinear mechanics

Budd, C., Champneys, A., Lord, G. & Virgin, L., Feb 2011, In : IMA Journal of Applied Mathematics. 76, 1, p. 1 1 p.

Research output: Contribution to journalArticle

10 Citations (Scopus)

Laws of large numbers and nearest neighbor distances

Penrose, M. D. & Yukich, J. E., 2011, Advances in Directional and Linear Statistics: A Festschrift for Sreenivasa Rao Jammalamadaka. Wells, M. T. & SenGupta, A. (eds.). Berlin: Physica-Verlag HD , p. 189-199

Research output: Chapter in Book/Report/Conference proceedingChapter

Consistent Estimation
Sums of Powers
Law of large numbers
Nearest Neighbor
Entropy
1 Citation (Scopus)
51 Downloads (Pure)

Local central limit theorems in stochastic geometry

Penrose, M. D. & Peres, Y., 2011, In : Electronic Journal of Probability. 16, p. 2509-2544 36 p., 91.

Research output: Contribution to journalArticle

File
Stochastic Geometry
Central limit theorem
Random Geometric Graph
Random Sequential Adsorption
Number of Components
7 Citations (Scopus)

Martingale representation for Poisson processes with applications to minimal variance hedging

Last, G. & Penrose, M. D., 2011, In : Stochastic Processes and their Applications. 121, 7, p. 1588-1606 19 p.

Research output: Contribution to journalArticle

Martingale Representation
Hedging
Poisson process
Random Measure
Decomposition
9 Citations (Scopus)
83 Downloads (Pure)

Mathematical concepts for the micromechanical modelling of dislocation dynamics with a phase-field approach

Kundin, J., Emmerich, H. & Zimmer, J., Jan 2011, In : Philosophical Magazine. 91, 1, p. 97-121 25 p.

Research output: Contribution to journalArticle

Open Access
File
materials science
microbalances
solidification
phase transformations
degrees of freedom
22 Citations (Scopus)

Maximum-entropy moment-closure for stochastic systems on networks

Rogers, T., May 2011, In : Journal of Statistical Mechanics-Theory and Experiment. 2011, May, 20 p., P05007.

Research output: Contribution to journalArticle

Moment Closure
Maximum Entropy
Stochastic Systems
closures
entropy
50 Citations (Scopus)
73 Downloads (Pure)

Mechanisms of kinetic trapping in self-assembly and phase transformation

Hagan, M. F., Elrad, O. M. & Jack, R. L., 14 Sep 2011, In : Journal of Chemical Physics. 135, 10, 104115.

Research output: Contribution to journalArticle

File
Self assembly
phase transformations
self assembly
Phase transitions
trapping

Mobile geometric graphs: detection, coverage and percolation

Peres, Y., Sinclair, A., Sousi, P. & Stauffer, A., 2011, Proceedings of the Twenty-Second Annual ACM-SIAM Symposium on Discrete Algorithms, San Francisco, California USA, January 23-25, 2011. Randall, D. (ed.). Philadelphia: Society for Industrial and Applied Mathematics, p. 412-428

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

196 Citations (Scopus)

Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

Cliffe, K. A., Giles, M. B., Scheichl, R. & Teckentrup, A. L., 1 Jan 2011, In : Computing and Visualization in Science. 14, 3, p. 3-15 13 p.

Research output: Contribution to journalArticle

Multilevel Methods
Elliptic PDE
Groundwater flow
Random Coefficients
Monte Carlo method

Old and new examples of scale functions for spectrally negative Lévy processes.

Hubalek, F. & Kyprianou, A. E., 2011, Seminar on Stochastic Analysis, Random Fields and Applications VI. Dalang, R., Dozzi, M. & Russo, F. (eds.). Springer, p. 119-145 27 p. (Progress in Probability).

Research output: Chapter in Book/Report/Conference proceedingChapter

On the excursions of reflected local time processes and stochastic fluid queues

Konstantopoulos, T., Kyprianou, A. E. & Salminen, P., Aug 2011, In : Journal of Applied Probability. 48A, p. 79-98 20 p.

Research output: Contribution to journalArticle

Fluid Queue
Excursion
Local Time
Markov Process
Local time
2 Citations (Scopus)
76 Downloads (Pure)
Open Access
File
Lennard-Jones potential
Persistence
Nearest Neighbor
Periodic Solution
Interaction
49 Citations (Scopus)

Poisson process Fock space representation, chaos expansion and covariance inequalities

Last, G. & Penrose, M. D., 1 Aug 2011, In : Probability Theory and Related Fields. 150, 3-4, p. 663-690 28 p.

Research output: Contribution to journalArticle

Chaos Expansion
Fock Space
Poisson process
FKG Inequality
Measurable space
24 Citations (Scopus)
83 Downloads (Pure)

Predicting the self-assembly of a model colloidal crystal

Klotsa, D. & Jack, R. L., 2011, In : Soft Matter. 7, 13, p. 6294-6303 10 p.

Research output: Contribution to journalArticle

Open Access
File
Crystallization
Self assembly
self assembly
Crystals
crystallization
38 Citations (Scopus)
61 Downloads (Pure)

Preparation and relaxation of very stable glassy states of a simulated liquid

Jack, R. L., Hedges, L. O., Garrahan, J. P. & Chandler, D., 30 Dec 2011, In : Physical Review Letters. 107, 27, 5 p., 275702.

Research output: Contribution to journalArticle

File
trajectories
preparation
liquids
degrees of freedom
sampling
71 Citations (Scopus)
79 Downloads (Pure)

Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications

Graham, I. G., Kuo, F. Y., Nuyens, D., Scheichl, R. & Sloan, I. H., 10 May 2011, In : Journal of Computational Physics. 230, 10, p. 3668-3694 27 p.

Research output: Contribution to journalArticle

Open Access
File
pulse detonation engines
Monte Carlo method
Monte Carlo methods
coefficients
functionals

Random networks with concave preferential attachment rule

Dereich, S. & Morters, P., 2011, In : Jahresberichte der Deutschen Mathematiker Vereinigung. 113, 1, p. 21-40 20 p.

Research output: Contribution to journalArticle

attachment
Stationary Measure
Sandpiles
Convergence Estimates
Dissipation
Random walk
13 Citations (Scopus)

Regularization techniques for ill-posed inverse problems in data assimilation

Budd, C., Freitag, M. A. & Nichols, N. K., Jul 2011, In : Computers and Fluids. 46, 1, p. 168-173 6 p.

Research output: Contribution to journalArticle

Inverse problems
State estimation
Dynamical systems
Image processing
35 Citations (Scopus)
83 Downloads (Pure)

Robust hedging of double touch barrier options

Cox, A. M. G. & Obloj, J., 2011, In : SIAM Journal on Financial Mathematics. 2, 1, p. 141-182 42 p.

Research output: Contribution to journalArticle

File
Barrier Options
Hedging
Arbitrage
Skorokhod Problem
Vega
56 Citations (Scopus)

Robust pricing and hedging of double no-touch options

Cox, A. M. G. & Obłój, J., 1 Sep 2011, In : Finance and Stochastics. 15, 3, p. 573-605 33 p.

Research output: Contribution to journalArticle

Arbitrage
Hedging
Pricing
Market Model
Natural Extension

Rumor spreading and vertex expansion on regular graphs

Sauerwald, T. & Stauffer, A., 2011, Proceedings of the Twenty-Second Annual ACM-SIAM Symposium on Discrete Algorithms, San Francisco, California USA, January 23-25, 2011. Randall, D. (ed.). Philadelphia: Society for Industrial and Applied Mathematics, p. 462-475

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

53 Citations (Scopus)

Smoothness of scale functions for spectrally negative Lévy processes

Chan, T., Kyprianou, A. E. & Savov, M., 1 Aug 2011, In : Probability Theory and Related Fields. 150, 3-4, p. 691-708 18 p.

Research output: Contribution to journalArticle

Scale Function
Lévy Process
Smoothness
Renewal Function
Calculus
5 Citations (Scopus)

Strict inequalities of critical values in continuum percolation

Franceschetti, M., Penrose, M. D. & Rosoman, T., Feb 2011, In : Journal of Statistical Physics. 142, 3, p. 460-486 27 p.

Research output: Contribution to journalArticle

Continuum Percolation
Critical value
Strictly
continuums
Siméon Denis Poisson
8 Citations (Scopus)

The dynamics of a simplified pinball machine

Pring, S. R. & Budd, C. J., Feb 2011, In : IMA Journal of Applied Mathematics. 76, 1, p. 67-84 18 p.

Research output: Contribution to journalArticle

Square root
Orbits
Piecewise Linear
Discontinuity
Orbit
35 Citations (Scopus)
73 Downloads (Pure)

The exponential integrator scheme for stochastic partial differential equations: pathwise error bounds

Kloeden, P., Lord, G., Neuenkirch, A. & Shardlow, T., 1 Jan 2011, In : Journal of Computational and Applied Mathematics. 235, 5, p. 1245–1260 16 p.

Research output: Contribution to journalArticle

File
Exponential Integrators
Stochastic Evolution Equations
Fourier Method
Stochastic Partial Differential Equations
Galerkin methods
7 Citations (Scopus)

The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process

Baurdoux, E. J., Kyprianou, A. E. & Pardo, J-C., Jun 2011, In : Stochastic Processes and their Applications. 121, 6, p. 1266-1289 24 p.

Research output: Contribution to journalArticle

Stochastic Games
Brownian movement
Lévy Process
Boundary value problems
Dynkin Games

The parabolic Anderson model with heavy-tailed potential

Morters, P., 2011, Surveys in Stochastic Processes. European Mathematical Society, p. 67-85 19 p. (EMS Series of Congress Report).

Research output: Chapter in Book/Report/Conference proceedingChapter

Anderson Model
Irregular
Random Potential
Heavy Tails
Heat Equation
15 Citations (Scopus)
73 Downloads (Pure)

The prolific backbone for supercritical superprocesses

Berestycki, J., Kyprianou, A. E. & Murillo-Salas, A., Jun 2011, In : Stochastic Processes and their Applications. 121, 6, p. 1315-1331 17 p.

Research output: Contribution to journalArticle

Open Access
File
Superprocess
Backbone
Decomposition
Complement
Decompose
12 Citations (Scopus)
64 Downloads (Pure)

Time-homogeneous diffusions with a given marginal at a random time

Cox, A. M. G., Hobson, D. & Obłój, J., Feb 2011, In : ESAIM: Probability and Statistics. 15, p. S11-S24

Research output: Contribution to journalArticle

File
Skorokhod Problem
Linear Diffusion
Embedding Problem
Exponential time
Spectral Theory
10 Citations (Scopus)
50 Downloads (Pure)

Travelling waves and homogeneous fragmentation

Berestycki, J., Harris, S. C. & Kyprianou, A. E., Oct 2011, In : Annals of Applied Probability. 21, 5, p. 1749-1794 46 p.

Research output: Contribution to journalArticle

File
Fragmentation
Traveling Wave
Branching Brownian Motion
Branching Random Walk
Law of large numbers
15 Citations (Scopus)

Weak approximation properties of elliptic projections with functional constraints

Scheichl, R., Vassilevski, P. S. & Zikatanov, L. T., 2011, In : Multiscale Modeling and Simulation. 9, 4, p. 1677-1699 23 p.

Research output: Contribution to journalArticle

Weak Approximation
Approximation Property
projection
Projection
pulse detonation engines
2010

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
42 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