Research Output 1994 2030

Filter
Article
2019
10 Downloads (Pure)
Open Access
File
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

19 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
File
4 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)
5 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

Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

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

Research output: Contribution to journalArticle

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

Cook, S., Budd, C., Hill, A. & Melvin, T., 21 Jun 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., 2 Apr 2019, In : Random Structures and Algorithms. p. 1-23 23 p.

Research output: Contribution to journalArticle

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

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., 10 May 2019, In : Journal of Statistical Physics.

Research output: Contribution to journalArticle

Open Access

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

Polynomial mixing time of edge flips on quadrangulations

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

Research output: Contribution to journalArticle

Open Access
28 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

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

Spectral Theory of Sparse Non-Hermitian Random Matrices

Metz, F. L., Neri, I. & Rogers, T., 26 Apr 2019, In : Journal of Physics A: Mathematical and Theoretical.

Research output: Contribution to journalArticle

Open Access
24 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

1 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
10 Downloads (Pure)

The geometry of multi-marginal Skorokhod Embedding

Beiglboeck, M., Cox, A. & Huesmann, M., 2019, In : Archive for Rational Mechanics and Analysis. 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)
9 Downloads (Pure)

The Nested Kingman Coalescent: Speed of Coming Down from Infinity

Benítez, A. B., Rogers, T., Schweinsberg, J. & Siri-Jégousse, A., 30 Jun 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

2018
17 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., 26 Apr 2018, In : Journal of Statistical Physics. p. 1 - 14 14 p.

Research output: Contribution to journalArticle

Open Access
2 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)

Computing diffusivities from particle models out of equilibrium

Embacher, P., Dirr, N., Zimmer, J. & Reina, C., 11 Apr 2018, In : Proceedings of the Royal Society of Edinburgh Section A - Mathematics. 474, 2212, p. 20170694 20170694.

Research output: Contribution to journalArticle

Open Access
Particle System
Diffusivity
Zero-range Process
Fluctuations
Exclusion Process
3 Citations (Scopus)

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

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

8 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
3 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)
13 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
20 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
7 Downloads (Pure)

Local neighbourhoods for first-passage percolation on the configuration model

Dereich, S. & Ortgiese, M., 19 Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 485–501 17 p.

Research output: Contribution to journalArticle

Open Access
File
First-passage Percolation
apexes
Configuration
configurations
Passage Time
35 Downloads (Pure)

Martingale optimal transport with stopping

Bayraktar, E., Cox, A. M. G. & Stoev, Y., 2018, In : SIAM Journal on Control and Optimization. 56, 1, p. 417-433 17 p.

Research output: Contribution to journalArticle

Open Access
File
Optimal Transport
Martingale
Cost functions
Cost Function
HJB Equation
13 Downloads (Pure)

Mixing time bounds via bottleneck sequences

Addario-Berry, L. & Roberts, M., 1 Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 845-871 27 p.

Research output: Contribution to journalArticle

Open Access
File
Mixing Time
Markov chains
Total Variation
Isometric
Isometry
2 Citations (Scopus)
14 Downloads (Pure)

Multilevel Monte Carlo and Improved Timestepping Methods in Atmospheric Dispersion Modelling

Katsiolides, G., Müller, E. H., Scheichl, R., Shardlow, T., Giles, M. B. & Thomson, D. J., 1 Feb 2018, In : Journal of Computational Physics. 354, p. 320-343 24 p.

Research output: Contribution to journalArticle

Open Access
File
Numerical methods
Ashes
Monte Carlo method
Differential equations
Monte Carlo methods
1 Citation (Scopus)
23 Downloads (Pure)

Multiple drawing multi-colour urns by stochastic approximation

Lasmar, N., Mailler, C. & Selmi, O., 1 Mar 2018, In : Journal of Applied Probability. 55, 1, p. 254-281 28 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic Approximation
Replacement
Ball
Affine transformation
Second-order Asymptotics
9 Downloads (Pure)

Near critical preferential attachment networks have small giant components

Eckhoff, M., Morters, P. & Ortgiese, M., 1 Nov 2018, In : Journal of Statistical Physics. 173, 3-4, p. 663-703 41 p.

Research output: Contribution to journalArticle

Open Access
File
Giant Component
Preferential Attachment
attachment
Decay
proportion
5 Downloads (Pure)

Noise-driven bias in the non-local voter model

Minors, K., Rogers, T. & Yates, C., 30 May 2018, In : EPL (Europhysics Letters). 122, 1, 10004.

Research output: Contribution to journalArticle

Open Access
File
predictions

Non-triviality of the vacancy phase transition for the Boolean model

Penrose, M., 31 Jul 2018, In : Electronic Communications in Probability. 23, 49, p. 1-8 8 p., 49.

Research output: Contribution to journalArticle

Open Access
Boolean Model
D-space
Vacancy
Poisson Model
Strictly positive
15 Downloads (Pure)

On the critical threshold for continuum AB percolation

Dereudre, D. & Penrose, M., 1 Dec 2018, In : Journal of Applied Probability. p. 1228-1237

Research output: Contribution to journalArticle

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

Optimal-transport-based mesh adaptivity on the plane and sphere using finite elements

McRae, A. T. T., Cotter, C. J. & Budd, C. J., 24 Apr 2018, In : SIAM Journal on Scientific Computing. 40, 2, p. A1121-A1148

Research output: Contribution to journalArticle

Open Access
File
Mesh Adaptivity
Optimal Transport
Mesh
Finite Element
Mesh generation
19 Downloads (Pure)

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

Cannon, S., Levin, D. A. & Stauffer, A., 1 Aug 2018, (Accepted/In press) In : Combinatorics, Probability and Computing.

Research output: Contribution to journalArticle

Open Access
File
Flip
Tiling
Markov processes
Markov chain
Polynomials
Open Access
File
Conductance
Decoupling
Infection
Random walk
Recovery
1 Citation (Scopus)
25 Downloads (Pure)

Sandpile models

Jarai, A. A., 24 Sep 2018, In : Probability Surveys. 15, 0, p. 243-306 64 p.

Research output: Contribution to journalArticle

Open Access
File
Sandpile Model
Sandpiles
A.s. Convergence
Infinite Graphs
Stabilizability