Research Output 1994 2019

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2019
1 Citation (Scopus)
11 Downloads (Pure)
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Tensors
Maximum entropy methods
Probability density function
Mathematical operators
Decomposition

Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients

Gilbert, A. D., Graham, I. G., Kuo, F. Y., Scheichl, R. & Sloan, I. H., 1 Aug 2019, In : Numerische Mathematik. 142, 4, p. 863-915 53 p.

Research output: Contribution to journalArticle

Open Access
Tensor Decomposition
Multivariate Distribution
Rejection
Probability Distribution
Tensor
22 Downloads (Pure)

A regularised Dean-Kawasaki model: derivation and analysis

Cornalba, F., Shardlow, T. & Zimmer, J., 9 Apr 2019, In : Siam Journal on Mathematical Analysis. 51, 2, p. 1137-1187 51 p.

Research output: Contribution to journalArticle

Open Access
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Asymptotic height distribution in high-dimensional sandpiles

Jarai, A. & Sun, M., 6 Nov 2019, (Accepted/In press) In : Journal of Theoretical Probability. 12 p.

Research output: Contribution to journalArticle

6 Downloads (Pure)

A walk outside spheres for the fractional Laplacian: fields and first eigenvalue

Shardlow, T., 14 Mar 2019, In : Mathematics of Computation (MCOM). 88, 320, p. 2767-2792 26 p.

Research output: Contribution to journalArticle

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

Conditioned real self-similar Markov processes

Kyprianou, A., Rivero Mercado, V. & Satitkanitkul, W., 1 Mar 2019, In : Stochastic Processes and their Applications. 129, 3, p. 954-977 24 p.

Research output: Contribution to journalArticle

Open Access
File
Self-similar Processes
Stable Process
Markov Process
Markov processes
Conditioning
1 Downloads (Pure)

Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

Detommaso, G., Dodwell, T. & Scheichl, R., 15 Jan 2019, In : SIAM/ASA Journal on Uncertainty Quantification. 7, 1, p. 93-116 24 p.

Research output: Contribution to journalArticle

Open Access
File

Correction of coarse-graining errors by a two-level method: Application to the Asakura-Oosawa model

Kobayashi, H., Rohrbach, P. B., Scheichl, R., Wilding, N. B. & Jack, R. L., 14 Oct 2019, In : Journal of Chemical Physics. 151, 14, p. 144108 144108.

Research output: Contribution to journalArticle

Open Access

Error estimates for semi-Lagrangian finite difference methods applied to Burgers' equation in one dimension

Cook, S., Budd, C., Hill, A. & Melvin, T., 1 Nov 2019, In : Applied Numerical Mathematics. 145, p. 261-282 22 p.

Research output: Contribution to journalArticle

Fluctuations in a general preferential attachment model via Stein's method

Betken, C., Döring, H. & Ortgiese, M., 1 Dec 2019, In : Random Structures and Algorithms. 55, 4, p. 808-830 23 p.

Research output: Contribution to journalArticle

Stein's Method
Preferential Attachment
Fluctuations
Vertex of a graph
Limiting Distribution

From weakly interacting particles to a regularised Dean–Kawasaki model

Cornalba, F., Shardlow, T. & Zimmer, J., 22 Oct 2019, (Accepted/In press) In : Nonlinearity.

Research output: Contribution to journalArticle

High-performance dune modules for solving large-scale, strongly anisotropic elliptic problems with applications to aerospace composites

Butler, R., Dodwell, T., Reinarz, A., Sandhu, A., Scheichl, R. & Seelinger, L., 25 Oct 2019, In : Computer Physics Communications. 106997.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)
2 Downloads (Pure)

Minimizing movements for oscillating energies: The critical regime

Ansini, N., Braides, A. & Zimmer, J., 1 Jun 2019, In : Proceedings of the Royal Society of Edinburgh Section A: Mathematics. 149, 3, p. 719-737 19 p.

Research output: Contribution to journalArticle

Open Access
File

Multilevel Markov chain Monte Carlo

Dodwell, T. J., Ketelsen, C., Scheichl, R. & Teckentrup, A. L., 2019, In : Siam Review. 61, 3, p. 509-545 37 p.

Research output: Contribution to journalArticle

Open Access

Multi-particle diffusion limited aggregation

Sidoravicius, V. & Stauffer, A., 1 Nov 2019, In : Inventiones Mathematicae. 218, 2, p. 491-571 81 p.

Research output: Contribution to journalArticle

Open Access
Diffusion-limited Aggregation
First-passage Percolation
Vertex of a graph
Phase Coexistence
Continuous Time Random Walk
5 Downloads (Pure)

Multi-scale Lipschitz percolation of increasing events for Poisson random walks

Gracar, P. & Stauffer, A., 1 Feb 2019, In : Annals of Applied Probability. 29, 1, p. 376-433 58 p.

Research output: Contribution to journalArticle

Open Access
File
Lipschitz
Random walk
Siméon Denis Poisson
Regular hexahedron
Poisson Point Process

Multi-species neutron transport equation

Cox, A. M. G., Harris, S. C., Horton, E. & Kyprianou, A., 1 Jul 2019, In : Journal of Statistical Physics. 176, 2, p. 425-455 31 p.

Research output: Contribution to journalArticle

Open Access
1 Downloads (Pure)

Optimal Cheeger cuts and bisections of random geometric graphs

Penrose, M. & Müller, T., 14 Sep 2019, (Accepted/In press) In : Annals of Applied Probability. 33 p.

Research output: Contribution to journalArticle

Open Access
File
24 Downloads (Pure)

Polynomial mixing of the edge-flip markov chain for unbiased dyadic tilings

Cannon, S., Levin, D. A. & Stauffer, A., 1 May 2019, In : Combinatorics, Probability and Computing. 28, 3, p. 365-387 23 p.

Research output: Contribution to journalArticle

Open Access
File
Flip
Tiling
Markov processes
Markov chain
Polynomials

Polynomial mixing time of edge flips on quadrangulations

Caraceni, A. & Stauffer, A., 22 Apr 2019, In : Probability Theory and Related Fields. p. 1-42 42 p.

Research output: Contribution to journalArticle

Open Access
3 Downloads (Pure)

Random walks in random conductances: decoupling and spread of infection

Gracar, P. & Stauffer, A., 1 Sep 2019, In : Stochastic Processes and their Applications. 129, 9, p. 3547-3569 23 p.

Research output: Contribution to journalArticle

Open Access
File
Conductance
Decoupling
Infection
Random walk
Recovery
2 Downloads (Pure)

Random walks with preferential relocations and fading memory: a study through random recursive trees.

Mailler, C. & Uribe Bravo, G., 18 Sep 2019, In : Journal of Statistical Mechanics-Theory and Experiment. 2019, 9, p. 1-50 50 p., 093206.

Research output: Contribution to journalArticle

Open Access
File
36 Downloads (Pure)

Rescaled Objective Solutions of Fokker-Planck and Boltzmann equations

Matthies, K. & Theil, F., 18 Apr 2019, In : SIAM Journal on Mathematical Analysis (SIMA). 51, 2, p. 1321–1348 28 p.

Research output: Contribution to journalArticle

Open Access
File
Fokker-Planck equation
shear flow
energy
symmetry
3 Downloads (Pure)

Robust Hedging of Options on a Leveraged Exchange Traded Fund

Cox, A. M. G. & Kinsley, S. M., 1 Feb 2019, In : Annals of Applied Probability. 29, 1, p. 531-576 46 p.

Research output: Contribution to journalArticle

Open Access
File
Hedging
Skorokhod Problem
Embedding Problem
Financial Derivatives
Dual Solutions

Solitary waves in atomic chains and peridynamical media

Herrmann, M. & Matthies, K., 7 Mar 2019, In : Mathematics in Engineering. 1, 2, p. 281-308 28 p.

Research output: Contribution to journalArticle

Open Access
norms
traveling waves
differential equations
solitary waves
potential energy
2 Citations (Scopus)

Spectral Theory of Sparse Non-Hermitian Random Matrices

Metz, F. L., Neri, I. & Rogers, T., 1 Oct 2019, In : Journal of Physics A: Mathematical and Theoretical. 52, 43, 434003.

Research output: Contribution to journalArticle

Open Access
26 Downloads (Pure)

Stability of high-energy solitary waves in Fermi-Pasta-Ulam-Tsingou chains

Herrmann, M. & Matthies, K., 1 Sep 2019, In : Transactions of the American Mathematical Society. 372, 5, p. 3425–3486 62 p.

Research output: Contribution to journalArticle

Open Access
File
Solitary Waves
Solitons
High Energy
Unstable
Eigenvalues and eigenfunctions

Stable processes conditioned to avoid an interval

Döring, L., Kyprianou, A. E. & Weissmann, P., 19 Feb 2019, In : Stochastic Processes and their Applications.

Research output: Contribution to journalArticle

3 Downloads (Pure)

The coalescent structure of continuous-time Galton-Watson trees

Harris, S., Johnston, S. & Roberts, M., 4 Sep 2019, (Accepted/In press) In : Annals of Applied Probability. 44 p.

Research output: Contribution to journalArticle

Open Access
File
Galton-Watson Tree
Continuous Time
Explicit Formula
Birth-death Process
Time Change
1 Citation (Scopus)
15 Downloads (Pure)

The geometry of multi-marginal Skorokhod Embedding

Beiglboeck, M., Cox, A. & Huesmann, M., 1 Aug 2019, In : Probability Theory and Related Fields. p. 1-52 52 p.

Research output: Contribution to journalArticle

Open Access
File
Geometry
Skorokhod Problem
Random processes
Optimal Transport
Embedding Problem
1 Citation (Scopus)

The moving mesh semi-Lagrangian MMSISL method

Budd, C., 15 Sep 2019, In : Journal of Computational Physics. 393, p. 484-502 19 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)
13 Downloads (Pure)

The Nested Kingman Coalescent: Speed of Coming Down from Infinity

Benítez, A. B., Rogers, T., Schweinsberg, J. & Siri-Jégousse, A., 19 Feb 2019, In : Annals of Applied Probability. 29, 3, p. 1808–1836 29 p.

Research output: Contribution to journalArticle

Open Access
File

Toppling and height probabilities in sandpiles

Jarai, A. & Sun, M., 24 May 2019, (Accepted/In press) In : Journal of Statistical Mechanics-Theory and Experiment. 26 p.

Research output: Contribution to journalArticle

Unbiased on lattice domain growth

Smith, C., Mailler, C. & Yates, K., 15 Oct 2019, (Accepted/In press) In : Physical Review E.

Research output: Contribution to journalArticle

2018
23 Downloads (Pure)

A new look at duality for the symbiotic branching model

Hammer, M., Ortgiese, M. & Vollering, F., 24 Aug 2018, In : Annals of Probability. 46, 5, p. 2800-2862 63 p.

Research output: Contribution to journalArticle

Open Access
File
Branching
Duality
Brownian motion
Stochastic Partial Differential Equations
Spatial Model

A Re-entrant Phase Transition in the Survival of Secondary Infections on Networks

Moore, S., Morters, P. & Rogers, T., 1 Jun 2018, In : Journal of Statistical Physics. 171, 6, p. 1122-1135 14 p.

Research output: Contribution to journalArticle

Open Access
3 Citations (Scopus)

Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains

Kaiser, M., Jack, R. & Zimmer, J., 1 Mar 2018, In : Journal of Statistical Physics. 170, 6, p. 1019-1050 32 p.

Research output: Contribution to journalArticle

Open Access
Fluctuations (theory)
Rate Function
Markov chains
orthogonality
Orthogonality
2 Citations (Scopus)
2 Downloads (Pure)

Computing diffusivities from particle models out of equilibrium

Embacher, P., Dirr, N., Zimmer, J. & Reina, C., Apr 2018, In : Proceedings of the Royal Society A: Mathematical Physical and Engineering Sciences. 474, 2212, 20170694.

Research output: Contribution to journalArticle

Open Access
File
Particle System
Diffusivity
Zero-range Process
Fluctuations
Exclusion Process
5 Citations (Scopus)
2 Downloads (Pure)

Critical density of activated random walks on transitive graphs

Stauffer, A. & Taggi, L., 1 Jul 2018, In : Annals of Probability. 46, 4, p. 2190-2220 31 p.

Research output: Contribution to journalArticle

Open Access
File
Vertex-transitive
Vertex-transitive Graph
Random walk
Simple Random Walk
Graph in graph theory
4 Citations (Scopus)

Deep factorisation of the stable process II: potentials and applications

Kyprianou, A., Rivero Mercado, V. & Sengul, B., 1 Feb 2018, In : Annales de l'Institut Henri Poincaré: Probabilités et Statistiques. 54, 1, p. 343-362 20 p.

Research output: Contribution to journalArticle

11 Downloads (Pure)

Derivation of a Nonautonomous Linear Boltzmann Equation from a Heterogeneous Rayleigh Gas

Matthies, K. & Stone, G., 1 Jul 2018, In : Discrete and Continuous Dynamical Systems - Series A. 38, 7, p. 3299-3355 57 p.

Research output: Contribution to journalArticle

Open Access
File
Linear Boltzmann Equation
Boltzmann equation
Rayleigh
Tagged Particle
Collision
7 Downloads (Pure)

Discretisation and Duality of Optimal Skorokhod Embedding Problems

Cox, A. M. G. & Kinsley, S. M., 31 Jul 2018, In : Stochastic Processes and their Applications. 129, 7, p. 2376-2405

Research output: Contribution to journalArticle

Open Access
File
Skorokhod Problem
Embedding Problem
Duality
Discretization
Caves
1 Citation (Scopus)

Dune-composites – A new framework for high-performance finite element modelling of laminates

Reinarz, A., Dodwell, T., Fletcher, T., Seelinger, L., Butler, R. & Scheichl, R., 15 Jan 2018, In : Composite Structures. 184, p. 269-278 10 p.

Research output: Contribution to journalArticle

Open Access
Laminates
Composite materials
Aircraft models
Innovation
Finite element method

Effective Hamiltonian Dynamics via the Maupertuis Principle

Schwetlick, H., Sutton, D. & Zimmer, J., 31 Jul 2018, (Accepted/In press) In : Discrete and Continuous Dynamical Systems Series S.

Research output: Contribution to journalArticle

3 Citations (Scopus)
20 Downloads (Pure)

Effect of population abundances on the stability of large random ecosystems

Gibbs, T., Grilli, J., Rogers, T. & Allesina, S., 27 Aug 2018, In : Physical Review E. 98, 2, p. 1 - 16 16 p., 022410.

Research output: Contribution to journalArticle

Open Access
File
ecosystems
matrices
perturbation
ecology
matrix theory
3 Citations (Scopus)
15 Downloads (Pure)

Extinction properties of multi-type continuous-state branching processes

Kyprianou, A. & Palau Calderon, S., 1 Oct 2018, In : Stochastic Processes and their Applications. 128, 10, p. 1-24 24 p.

Research output: Contribution to journalArticle

Open Access
File
Continuous-state Branching Process
Multitype Branching Process
Finance
Extinction
Markov processes
22 Downloads (Pure)

Geometry of uniform spanning forest components in high dimensions

Barlow, M. T. & Jarai, A., 10 Aug 2018, In : Canadian Journal of Mathematics. 29 p.

Research output: Contribution to journalArticle

Open Access
File
Spanning Forest
Higher Dimensions
Ball
Metric