Research Output 1994 2019

2010

Brownian motion

Morters, P. & Peres, Y., 2010, Cambridge: Cambridge University Press. (Cambridge Series in Statistical and Probabilistic Mathematics)

Research output: Book/ReportBook

Brownian motion
Path
Random walk
Sample Path Properties
Stochastic Integration
8 Citations (Scopus)
80 Downloads (Pure)
File
Periodic Potential
Convergence Analysis
Plane Wave
Optical devices
Operator
20 Citations (Scopus)

Convexity and smoothness of scale functions and de Finetti's control problem

Kyprianou, A. E., Rivero, V. & Song, R. M., Jun 2010, In : Journal of Theoretical Probability. 23, 2, p. 547-564 18 p.

Research output: Contribution to journalArticle

Scale Function
Convexity
Smoothness
Control Problem
Subordinator

Crack detection in dielectric objects using electrical capacitance tomography

Stewart, V. J., Budd, C. J., Dorn, S. & Soleimani, M., 2010, 6th World Congress in Industrial Process Tomography. International Society for Industrial Process Tomography, p. 876-883 8 p.

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

Crack detection
Tomography
Capacitance
Inspection
Cracks

Discussant of response to the Computer Journal Lecture by Francois Baccelli

Penrose, M. D., Jun 2010, In : The Computer Journal. 53, 5, p. 610-611 2 p.

Research output: Contribution to journalArticle

Duality symmetries in driven one-dimensional hopping models

Sollich, P. & Jack, R. L., 2010, In : Progress of Theoretical Physics Supplement. 184, p. 200-210 11 p.

Research output: Contribution to journalArticle

symmetry
traps
energy
24 Citations (Scopus)

Efficient broadcast on random geometric graphs

Bradonjic, M., Elsasser, R., Friedrich, T., Sauerwald, T. & Stauffer, A., 2010, Proceedings of the Twenty-First Annual ACM-SIAM Symposium on Discrete Algorithms. Charikar, M. (ed.). Philadelphia: Society for Industrial and Applied Mathematics, p. 1412-1421

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

4 Citations (Scopus)
72 Downloads (Pure)

Evolutionary problems in non-reflexive spaces

Kruzik, M. & Zimmer, J., Jan 2010, In : Esaim-Control Optimisation and Calculus of Variations. 16, 1, p. 1-22 22 p.

Research output: Contribution to journalArticle

File
Energy Density
Rate-independent Processes
Infinity
Homogeneous Function
Quasiconvex
19 Citations (Scopus)
67 Downloads (Pure)

Exact and asymptotic n-tuple laws at first and last passage

Kyprianou, A. E., Pardo, J. C. & Rivero, V., Apr 2010, In : Annals of Applied Probability. 20, 2, p. 522-564 43 p.

Research output: Contribution to journalArticle

File
Lévy Process
Self-similar Processes
Markov Process
n-tuple
Stable Process
54 Citations (Scopus)

Finite-temperature critical point of a glass transition

Elmatad, Y. S., Jack, R. L., Chandler, D. & Garrahan, J. P., 20 Jul 2010, In : Proceedings of the National Academy of Sciences of the United States of America. 107, 29, p. 12793-12798 6 p.

Research output: Contribution to journalArticle

critical point
glass
temperature
softening
relaxation time

Hausdorff dimension of the double points on the Brownian frontier

Kiefer, R. & Mörters, P., Jun 2010, In : Journal of Theoretical Probability. 23, 2, p. 605-623 19 p.

Research output: Contribution to journalArticle

Hausdorff Dimension
Brownian motion
Complement
Range of data
16 Citations (Scopus)

How to adaptively resolve evolutionary singularities in differential equations with symmetry

Budd, C. J. & Williams, J. F., Mar 2010, In : Journal of Engineering Mathematics. 66, 1-3, p. 217-236 20 p.

Research output: Contribution to journalArticle

Partial differential equations
Resolve
Differential equations
Partial differential equation
Adaptive Method
1 Citation (Scopus)

Image-model coupling: application to an ionospheric storm

Smith, N. D., Pokhotelov, D., Mitchell, C. N. & Budd, C., 20 Aug 2010, In : Nonlinear Processes in Geophysics. 17, 4, p. 361-369

Research output: Contribution to journalArticle

ionospheric storms
Ionosphere
ionospherics
ionospheres
ionosphere

L1-regularisation for ill-posed problems in variational data assimilation

Freitag, M. A., Nichols, N. K. & Budd, C. J., Dec 2010, In : PAMM - Proceedings in Applied Mathematics and Mechanics. 10, 1, p. 665 -668 4 p.

Research output: Contribution to journalArticle

data assimilation
inverse problem
norm
6 Citations (Scopus)

Large deviation principles for empirical measures of coloured random graphs

Doku-Amponsah, K. & Morters, P., Dec 2010, In : Annals of Applied Probability. 20, 6, p. 1989-2021 33 p.

Research output: Contribution to journalArticle

Colored Graph
Empirical Measures
Large Deviation Principle
Random Graphs
Count
104 Citations (Scopus)

Large deviations and ensembles of trajectories in stochastic models

Jack, R. L. & Sollich, P., 2010, In : Progress of Theoretical Physics Supplement. 184, p. 304-317 14 p.

Research output: Contribution to journalArticle

trajectories
deviation
stochastic processes
shearing
proposals

Lévy processes

Kyprianou, A., 2010, Encyclopedia of Quantitative Finance. Cont, R. (ed.). Chichester: Wiley

Research output: Chapter in Book/Report/Conference proceedingChapter

3 Citations (Scopus)

Limit theorems for random spatial drainage networks

Penrose, M. D. & Wade, A. R., Sep 2010, In : Advances in Applied Probability. 42, 3, p. 659-688 30 p.

Research output: Contribution to journalArticle

Spatial Networks
Random Networks
Limit Theorems
Drainage
Gravitation
33 Citations (Scopus)

Metastable states and space-time phase transitions in a spin-glass model

Jack, R. L. & Garrahan, J. P., 2010, In : Physical Review E. 81, 1

Research output: Contribution to journalArticle

Metastable States
Spin Glass
metastable state
spin glass
Phase Transition
4 Citations (Scopus)

Modelling population processes with random initial conditions

Pollett, P. K., Dooley, A. H. & Ross, J. V., 1 Feb 2010, In : Mathematical Biosciences. 223, 2, p. 142-150

Research output: Contribution to journalArticle

Population Dynamics
Initial conditions
population dynamics
Modeling
Population
12 Citations (Scopus)

Normal approximation for coverage models over binomial point processes

Goldstein, L. & Penrose, M. D., Apr 2010, In : Annals of Applied Probability. 20, 2, p. 696-721 26 p.

Research output: Contribution to journalArticle

Normal Approximation
Point Process
Coverage
Stein's Method
Optimal Rate of Convergence
9 Citations (Scopus)

On the equivalence of Lie symmetries and group representations

Craddock, M. J. & Dooley, A. H., 1 Aug 2010, In : Journal of Differential Equations. 249, 3, p. 621-653 33 p.

Research output: Contribution to journalArticle

Projective Representation
Lie Symmetry
Group Representation
Equivalence
Symmetry
12 Citations (Scopus)

Parallel geometric multigrid for global weather prediction

Buckeridge, S. & Scheichl, R., Apr 2010, In : Numerical Linear Algebra with Applications. 17, 2-3, p. 325-342 18 p.

Research output: Contribution to journalArticle

Coarsening
Weather
Anisotropy
Algebraic multigrid
Grid
7 Citations (Scopus)
76 Downloads (Pure)

Phase transitions for dilute particle systems with Lennard-Jones potential

Collevecchio, A., Konig, W., Morters, P. & Sidorova, N., Nov 2010, In : Communications in Mathematical Physics. 299, 3, p. 603-630 28 p.

Research output: Contribution to journalArticle

File
Lennard-Jones Potential
Lennard-Jones potential
Particle System
Phase Transition
Large Deviation Principle
45 Citations (Scopus)

Refracted Levy processes

Kyprianou, A. E. & Loeffen, R. L., Feb 2010, In : Annales de l'Institut Henri Poincaré: Probabilités et Statistiques. 46, 1, p. 24-44 21 p.

Research output: Contribution to journalArticle

Lévy Process
U-processes
Boundary Crossing
Exit Problem
Scale Function
10 Citations (Scopus)

Second-order dynamic transition in a p=2 spin-glass model

van Duijvendijk, K., Jack, R. L. & van Wijland, F., 8 Jan 2010, In : Physical Review E. 81, 1

Research output: Contribution to journalArticle

Spin Glass
spin glass
Thermodynamic Formalism
Ferromagnet
Spin Models
1 Citation (Scopus)

Simple ℤ2-actions twisted by aperiodic automorphisms

Danilenko, A. I. & Dooley, A. H., 2010, In : Israel Journal of Mathematics. 175, 1, p. 285-299

Research output: Contribution to journalArticle

Simultaneous multifractal analysis of the branching and visibility measure on a Galton-Watson tree

Kinnison, A. & Morters, P., Mar 2010, In : Advances in Applied Probability. 42, 1, p. 226-245 20 p.

Research output: Contribution to journalArticle

Galton-Watson Tree
Multifractal Analysis
Visibility
Branching
Local Dimension
17 Citations (Scopus)

Spectral density of random graphs with topological constraints

Rogers, T., Pérez Vicente, C., Takeda, K. & Pérez Castillo, I., 2010, In : Journal of Physics A: Mathematical and Theoretical. 43, 19, 24 p., 195002.

Research output: Contribution to journalArticle

Spectral density
Spectral Density
Random Graphs
Ensemble
Replica Method
31 Citations (Scopus)
72 Downloads (Pure)

Strong law of large numbers for branching diffusions

Englander, J., Harris, S. C. & Kyprianou, A. E., Feb 2010, In : Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. 46, 1, p. 279-298 20 p.

Research output: Contribution to journalArticle

File
Strong law of large numbers
Branching
Generalized Eigenvalue
Superdiffusion
Principal Eigenvalue
4 Citations (Scopus)
76 Downloads (Pure)

Strong law of large numbers for fragmentation processes

Harris, S. C., Knobloch, R. & Kyprianou, A. E., Feb 2010, In : Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. 46, 1, p. 119-134 16 p.

Research output: Contribution to journalArticle

File
Strong law of large numbers
Fragmentation
Empirical Measures
Almost Sure Convergence
Fragment
5 Citations (Scopus)
53 Downloads (Pure)

The almost-sure population growth rate in branching Brownian motion with a quadratic breeding potential

Berestycki, J., Brunet, E., Harris, J. W. & Harris, S. C., 15 Sep 2010, In : Statistics & Probability Letters. 80, 17-18, p. 1442-1446 5 p.

Research output: Contribution to journalArticle

File
Branching Brownian Motion
Population Growth
Population Size
Blow-up
Breeding

The dynamics of regularized discontinuous maps with applications to impacting systems

Pring, S. R. & Budd, C. J., 19 Feb 2010, In : SIAM Journal on Applied Dynamical Systems. 9, 1, p. 188-219 32 p.

Research output: Contribution to journalArticle

Orbits
Global Dynamics
Continuous Map
Bifurcation Diagram
Cams

The Wiener-Hopf decomposition

Kyprianou, A., 2010, Encyclopedia of Quantitative Finance. Cont, R. (ed.). Chichester: Wiley

Research output: Chapter in Book/Report/Conference proceedingChapter

14 Citations (Scopus)
79 Downloads (Pure)

Three-dimensional model of martensitic transformations with elasto-plastic effects

Kundin, J., Emmerich, H. & Zimmer, J., Apr 2010, In : Philosophical Magazine. 90, 11, p. 1495-1510 16 p.

Research output: Contribution to journalArticle

Open Access
File
martensitic transformation
three dimensional models
plastics
austenite
microstructure
16 Downloads (Pure)

Trap models with vanishing drift: Scaling limits and ageing regimes

Gantert, N., Morters, P. & Wachtel, V., 2010, In : ALEA Latin American Journal of Probability and Mathematical Statistics. 7, p. 477-501 25 p.

Research output: Contribution to journalArticle

Open Access
File
Scaling Limit
Trap
Tail Behavior
Limit Theorems
Integer
11 Citations (Scopus)
81 Downloads (Pure)

Travelling wave solutions for a quasilinear model of field dislocation mechanics

Acharya, A., Matthies, K. & Zimmer, J., Dec 2010, In : Journal of the Mechanics and Physics of Solids. 58, 12, p. 2043-2053 11 p.

Research output: Contribution to journalArticle

File
traveling waves
drag coefficients
Drag coefficient
Mechanics
scalars
16 Citations (Scopus)

Universal sum and product rules for random matrices

Rogers, T., Sep 2010, In : Journal of Mathematical Physics. 51, 9, 15 p., 093304.

Research output: Contribution to journalArticle

Product rule
Sum Rules
Spectral Density
Random Matrices
sum rules
4 Citations (Scopus)
71 Downloads (Pure)

Validity and failure of the Boltzmann approximation of kinetic annihilation

Matthies, K. & Theil, F., 1 Feb 2010, In : Journal of Nonlinear Science. 20, 1, p. 1-46 46 p.

Research output: Contribution to journalArticle

Open Access
File
Boltzmann equation
Annihilation
Ludwig Boltzmann
Kinetics
Approximation
14 Citations (Scopus)

Weighted Poincaré inequalities and applications in domain decomposition

Pechstein, C. & Scheichl, R., 2010, Domain Decomposition Methods in Science and Engineering XIX. Heidelberg: Springer, Vol. 78. p. 197-204 8 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Weighted Inequalities
Poincaré Inequality
Domain Decomposition
Poincaré
Coefficient
2009
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
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
75 Downloads (Pure)

Asymptotics of resonances in a thermoelastic model with light local mass perturbations

Babych, N. & Zimmer, J., Jun 2009, In : Quarterly of Applied Mathematics. 67, 2, p. 311-326 16 p.

Research output: Contribution to journalArticle

Open Access
File
24 Citations (Scopus)

A two cities theorem for the parabolic Anderson model

Konig, W., Lacoin, H., Morters, P. & Sidorova, N., Jan 2009, In : Annals of Probability. 37, 1, p. 347-392 46 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)
64 Downloads (Pure)

Branching Brownian motion with an inhomogeneous breeding potential

Harris, J. W. & Harris, S. C., Aug 2009, In : Annales de l'Institut Henri Poincaré: Probabilités et Statistiques. 45, 3, p. 793-801 9 p.

Research output: Contribution to journalArticle

File
Branching Brownian Motion
Blow-up
Vertical
Change of Measure
Spine
8 Citations (Scopus)
44 Downloads (Pure)
File
Hamiltonians
Equations of motion
Mechanics
Trajectories
trajectories
32 Citations (Scopus)

Cavity approach to the spectral density of non-Hermitian sparse matrices

Rogers, T. & Perez Castillo, I., 21 Jan 2009, In : Physical Review E. 79, 4 p., 012101.

Research output: Contribution to journalArticle

Non-Hermitian Matrix
Spectral Density
Sparse matrix
Cavity
Ensemble

Duality symmetries and effective dynamics in disordered hopping models

Jack, R. L. & Sollich, P., Nov 2009, In : Journal of Statistical Mechanics-Theory and Experiment. 2009, P11011.

Research output: Contribution to journalArticle

Duality
Symmetry
symmetry
Renormalization
Energy Landscape
248 Citations (Scopus)

Dynamic order-disorder in atomistic models of structural glass formers

Hedges, L. O., Jack, R. L., Garrahan, J. P. & Chandler, D., 9 Mar 2009, In : Science. 323, 5919, p. 1309-1313 5 p.

Research output: Contribution to journalArticle

disorders
glass
configurations
freezing
relaxation time
26 Citations (Scopus)

Energy-minimizing coarse spaces for two-level Schwarz methods for multiscale PDEs

Van Lent, J., Scheichl, R. & Graham, I. G., Oct 2009, In : Numerical Linear Algebra with Applications. 16, 10, p. 775-799 25 p.

Research output: Contribution to journalArticle

Two-level Method
Schwarz Methods
Energy
Preconditioner
Overlapping