Research Output 1994 2019

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2018
2 Citations (Scopus)

Modern Monte Carlo variants for uncertainty quantification in neutron transport

Graham, I. G., Parkinson, M. J. & Scheichl, R., 23 May 2018, Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan. Springer International Publishing, p. 455-481 27 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

2017

Characterizing tipping in a stochastic reduced stommel-type model in higher-dimensions

Budd, C., Glendinning, P., Hill, K. & Kuske, R., 2017, Extended Abstracts Spring 2016: Non Smooth Dynamics. Columbo, A., Jeffrey, M. R., Lazaro, J. T. & Olm, J. M. (eds.). Birkhauser, p. 25-29 5 p. (Trends in Mathematics; vol. 8).

Research output: Chapter in Book/Report/Conference proceedingChapter

Higher Dimensions
Climate Modeling
Model
Climate Models
Conceptual Model
1 Citation (Scopus)

Customized coarse models for highly heterogeneous materials

Dodwell, T. J., Sandhu, A. & Scheichl, R., 2017, Bifurcation and Degradation of Geomaterials with Engineering Applications. IWBDG 2017. Papamichos, E., Papanastasiou, P., Pasternak, E. & Dyskin, A. (eds.). Springer, p. 577-584 8 p. (Springer Series in Geomechanics and Geoengineering).

Research output: Chapter in Book/Report/Conference proceedingChapter

subsurface flow
Homogenization method
methodology
eigenvalue
engineering

Eight great reasons to do mathematics

Budd, C., 2017, Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science. . Melnik, R., Makarov, R. & Belair, J. (eds.). New York, U. S. A.: Springer New York, p. 245-262 18 p. (Fields Institute Communications; vol. 79).

Research output: Chapter in Book/Report/Conference proceedingChapter

Energy
Vary
Government
Heart
Review

Non-smooth hopf-type and grazing bifurcations arising from impact/friction contact events

Mora, K. & Budd, C., 2017, Extended Abstracts Spring 2016: Non Smooth Dynamics. Columbo, A., Jeffrey, M. R., Lazaro, J. T. & Olm, J. M. (eds.). Birkhäuser, p. 129-134 6 p. (Trends in Mathematics; vol. 8).

Research output: Chapter in Book/Report/Conference proceedingChapter

Grazing Bifurcation
Friction
Bifurcation
Contact
Magnetic Bearing
2016

Improving weather forecasting accuracy by using r-adaptive methods coupled to data assimilation algorithms

Budd, C., Cullen, M. & Piccolo, C., 1 Jan 2016, UK Success Stories in Industrial Mathematics. Aston, P. J., Mulholland, A. J. & Tant, K. M. M. (eds.). Springer International Publishing, p. 11-18 8 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Data Assimilation
Adaptive Method
Weather
Forecast
Forecasting
2014
1 Citation (Scopus)

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)

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
3 Citations (Scopus)
70 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
2013
9 Citations (Scopus)
91 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
6 Citations (Scopus)
84 Downloads (Pure)

New theoretical coefficient robustness results for FETI-DP

Pechstein, C., Sarkis, M. & Scheichl, R., 2013, Domain Decomposition Methods in Science and Engineering XX : Part II. Bank, R., Holst, M., Widlund, O. & Xu, J. (eds.). Berlin: Springer, p. 313-320 8 p. (Lecture Notes in Computational Science and Engineering ; vol. 91).

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File

Some path large-deviation results for a branching diffusion

Hardy, R. & Harris, S. C., 2013, Advances in Superprocesses and Nonlinear PDEs. Englander, J. & Rider, B. (eds.). New York: Springer, p. 61-91 (Springer Proceedings in Mathematics & Statistics; vol. 38).

Research output: Chapter in Book/Report/Conference proceedingChapter

Spine
Large Deviations
Branching
Path
Branching Brownian Motion

Super-Brownian motion: Lp-convergence of Martingales through the pathwise spine decomposition

Kyprianou, A. E. & Murillo-Salas, A., 2013, Advances in Superprocesses and Nonlinear PDEs. Englander, J. & Rider, B. (eds.). New York: Springer, Vol. 38. p. 113-121 (Springer Proceedings in Mathematics & Statistics; vol. 38).

Research output: Chapter in Book/Report/Conference proceedingChapter

Super-Brownian Motion
Spine
Martingale
Branching
Superprocess
2012
4 Citations (Scopus)
73 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
2011
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
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

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

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
2010

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

Lévy processes

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

Research output: Chapter in Book/Report/Conference proceedingChapter

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)

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

Random fractals

Morters, P., 2009, New Perspectives in Stochastic Geometry. Kendall, W. & Molchanov, I. (eds.). London: Oxford University Press, p. 275-304 30 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Why study multifractal spectra?

Morters, P., 2009, Trends in Stochastic Analysis: A Festschrift in Honour of Heinrich v. Weizsäcker.. Blath, J., Morters, P. & Scheutzow, M. (eds.). Cambridge University Press, Vol. 353. p. 99-120 22 p. (The London Mathematical Society Lecture Notes Series 353).

Research output: Chapter in Book/Report/Conference proceedingChapter

stochastic processes
statistical mechanics
fragmentation
2006
6 Citations (Scopus)

Computing the geodesic interpolating spline

Mills, A., Shardlow, T. & Marsland, S., 31 Dec 2006, Biomedical Image Registration WBIR 2006. Springer, p. 169-177 9 p. (Lecture Notes in Computer Science; vol. 4057).

Research output: Chapter in Book/Report/Conference proceedingChapter