SETSAC Warwick University
- Colm Connaughton
Use of SPDEs to study the statistical properties of interacting particle systems and related coalescence/growth processes which are popular testing-grounds for theories of non-equlibrium statistical mechanics. Physical implications of the so-called non-equilibrium fluctuation theorems like the Gallavotti-Cohen theorem, Jarzinski Inequality and related results.
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K D Elworthy
Geometric stochastic analysis, Infinite dimensional stochastic analysis, especially geometric analysis on path spaces of Riemannian and more general manifolds, and thier interactions with SPDE theory.
PhD Students:
Patrick O'Callaghan
Yuxin Yang
Ergodic properties of stochastic PDE’s, especially fluid flow equations and equations drivin by non-markovian noises such as fractional Brownian Motions. Also joint work with Andrew Stuart et al.
PhD Students:
Charles Manson
Pavel Bubak
Probability Theory; Stochastic Analysis including:
Stochastic Differential Equations and Dynamical Systems, Analysis on Infinite Dimensional Spaces, Malliavin Calculus; Properties of Stochastic Processes; Geometric Properties of Stochastic Flows.
Probability theory, especially stochastic processes related to random matrices, combinatorics, reflection groups and representation theory.
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James Robinson
Stochastic and ordinary partial differential equations as random dynamical systems especially fluid flow equations
PhD students:
Masoumeh Dashti
Eleonora Pinto de Moura
Sampling Function Space Using SPDEs
Many problems arising in applications can be formulated, using Bayesian statistics, in terms of a probability distribution on function space. Sampling such measures effectively is thus of some practical importance. SPDEs provide a unifying concept around which a number of sampling methods can be motivated or analyzed. This group is pursuing such ideas, especially in the context of MCMC methods. It includes Martin Hairer and Andrew Stuart with:
Post-doctoral Research Assistants: Alex Beskos, Jochen Voss
PhD Students
Simon Cotter
David White
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R Tribe
Stochastic travelling waves. Coalescing particles, especially large time behaviour for spatial co-alescing systems and non-mean field behaviour. Joint work with Oleg Zaboronski.
PhD Students:
Tim Hobson
Stochastic travelling waves
Nick Woodward
Stochastic travelling waves
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Oleg Zaboronski
Large time behaviour for spatial coalescing systems, and their non-mean field behaviour; use of group renormalisation methods and spde.
Statistics Department:
- Sigurd Assing
Investigation of scaling limits of fluctuation fields of interacting particle systems and related SPDEs.
PhD Students:
James Bichard
Space evolution of solutions of SPDEs