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Personal profile

Research interests

I work in the numerical analysis group in the Department of Mathematical Sciences at the University of Bath. Further information about the group and our research is available on the group web pageI'm part of the team working on stochastic differential equations. See also my publication list or An Introduction to Computational Stochastic PDEs.

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Differential equations Engineering & Materials Science
Stochastic PDEs Mathematics
Stochastic Delay Differential Equations Mathematics
Monte Carlo methods Engineering & Materials Science
Stochastic Equations Mathematics
Numerical methods Engineering & Materials Science
Time Stepping Mathematics
Langevin Equation Mathematics

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Projects 2014 2019

Research Output 1994 2019

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
2 Citations (Scopus)

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
2 Citations (Scopus)

Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian

Kyprianou, A., Osojnik, A. & Shardlow, T., 1 Jul 2018, In : IMA Journal of Numerical Analysis. 38, 3, p. 1550-1578

Research output: Contribution to journalArticle

Open Access
Fractional Laplacian
Walk
Monte Carlo method
Stable Process
Monte Carlo methods
1 Citation (Scopus)

Gauss-quadrature method for one-dimensional mean-field SDEs

Kloeden, P. & Shardlow, T., 6 Dec 2017, In : SIAM Journal on Scientific Computing. 39, 6, p. A2784–A2807 23 p.

Research output: Contribution to journalArticle

Open Access
Vlasov equation
Gauss Quadrature
Quadrature Method
Initial value problems
Mean Field
5 Citations (Scopus)

Langevin equations for landmark image registration with uncertainty

Shardlow, T. & Marsland, S., 25 May 2017, In : SIAM Journal on Imaging Sciences. 10, 2, p. 782-807

Research output: Contribution to journalArticle

Open Access
File
Hamiltonians
Image registration
Langevin Equation
Image Registration
Landmarks