PUBLICATIONS-PREPRINTS

 

 

BOOKS

 

1.Multiscale Methods: Averaging and Homogenization. Texts in Applied Mathematics, vol. 53. Springer, 2008.

2.Stochastic Processes and Applications. Texts in Applied Mathematics, vol. 60. Springer, 2014.

 

 

PREPRINTS

 

 

 

3.Stochastic Modeling of Urban Structure (with L. Ellam, M. Girolami and A. Wilson). Submitted, August 2017.

4.Nonreversible Langevin Samplers: Splitting Schemes, Analysis and Implementation (with A.B. Duncan and K.C. Zygalakis). Submitted to J. Roy. Stat. Soc. A. August 2017. 

5.Instability, rupture and fluctuations in thin liquid films: Theory and computations (with M. A.  Duran-Olivencia, R. Gvalani and S. Kalliadasis). Submitted to J. Stat. Phys. July 2017.

6.Mean Field Limits for Interacting Diffusions in a Two-Scale Potential (with S.N. Gomes). Submitted to J. Nonlinear Sci. July 2017.

7.Brownian motion in an N-scale periodic potential (with A.B. Duncan). Submitted to SIAM J. MMS, May 2016.

 

 

 

PUBLICATIONS IN REFEREED JOURNALS

 

 

 

8.  Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions (With A.B. Duncan and N . Nusken).  J. Stat. Phys. 169(6) pp. 1098-1131 (2017). 

9. Three-dimensional wave evolution on electrified falling films  (with R.J. Tomlin and

   D.T. Papageorgiou). J. Fluid Mech. 822 pp. 54-79 (2017).  

10.   Spectral methods for multiscale stochastic differential equations (with A. Abdulle and U. Vaes). SIAM J. UQ, 5-1 (2017), pp. 720-761. 

11.     Controlling roughening processes in the stochastic Kuramoto-Sivashinsky equation (with S. Gomes, S. Kalliadasis, D.T.  Papageorgiou  and M. Pradas). Physica D   348 33--43 (2017) .

12.   Stabilizing nontrivial solutions of the generalized Kuramoto-Sivashinsky equation using feedback and optimal control (with   S.N.  Gomes and D.T. Papageorgiou). IMA J. Appl. Math. 82(1)  pp 158-195 (2017).

13.   Noise-induced transitions in rugged energy landscapes (with A.B. Duncan, S. Kalliadasis, M. Pradas). Phys. Rev. E, 94, 032107  (2016).

14.   Variance Reduction using Nonreversible Langevin Samplers (with A. Duncan and T. Lelievre). J. Stat. Phys. 163(3) pp 457-491, (2016).

15.   Efficient numerical calculation of drift and diffusion coefficients in the diffusion approximation of kinetic equations (with V. Bonnaillie-Noel,  J.A. Carrillo and T. Goudon). IMA J. Num. Analysis 36(4) pp. 1536--1569 (2016).

16.   Stabilising falling liquid film flows using feedback control (with A.B. Thompson, S.N. Gomes, D.T Papageorgiou). Phys. Fluids  28,   012107 (2016).

17.   Data-driven coarse graining in action: Modelling and prediction of complex systems (with S. Kalliadasis, S. Krumscheid and M. Pradas Gene). Phys. Rev. E 92, 042139 (2015)

18.   Controlling Spatiotemporal Chaos in Active Dissipative-Dispersive Nonlinear Systems. (with S. Gomes, S. Kalliadasis, D.T. Papageorgiou  and M. Pradas ). Phys Rev E 92, 022912 (2015).

19.     A new framework for extracting coarse-grained models from time series with multiscale structure (with S. Kalliadasis and S. Krumscheid). J. Comp. Phys.  296, pp. 314-328 (2015).

20.     Some remarks on degenerate hypoelliptic Ornstein-Uhlenbeck operators (with M. Ottobre and K. Pravda-Starov). J. Math. Analysis Appl.  429(2), pp. 676-712 (2015)

21.   A multiscale analysis of diffusions on rapidly varying surfaces (with A.B. Duncan, C.M. Elliott, A.M. Stuart). J. Nonlinear Science, 25(2), pp. 389-449  (2015).

22.   Langevin dynamics with space-time periodic nonequilibrium forcing (with R. Joubaud and G. Stoltz). J. Stat. Phys., 158(1) pp 1-36  (2015).

23.   A New Mode Reduction Strategy for the Generalized Kuramoto-Sivashinsky Equation (with M. Schmuck, M. Pradas Gene, S. Kalliadasis). IMA J. Appl. Math., 80(2), pp. 273-301 (2015).

24.    Optimal control of multiscale systems using reduced-order models (with W. Zhang, J.C. Latorre and C. Hartmann). J. Comp. Dyn. 1(2), pp 279-308,   (2014).

25.   Mapping multiplicative to additive noise (with K.J. Rubin and G. Pruessner). J. Physics A, 47 (2014) 195001.

26.   Rate of Convergence of Phase Field Equations in Strongly Heterogeneous Media towards their Homogenized Limit (with M. Schmuck and S. Kalliadasis). Appl. Math. Lett. 35 (2014) pp 12-17.

27.   Numerical Methods for Computing Effective Transport Properties of Flashing Brownian Motors (with J.C. Latorre and P.R. Kramer).  J. Comp. Phys., 257 Part A, pp. 57-82,  (2014).

28.   Derivation of effective macroscopic Stokes-Cahn-Hilliard equations for periodic immiscible flows in porous media. (with M. Schmuck, M. Pradas and S. Kalliadasis).  Nonlinearity, 26(12) pp. 3259-3277, (2013).

29.   Nonlinear interfacial dynamics in stratified multilayer channel flows (with E.S. Papaefthymiou and D.T. Papageorgiou).  J. Fluid Mech. 734, pp 114-143 (2013).

30.   A new stochastic mode reduction strategy for dissipative systems (with M. Schmuck, M. Pradas, S. Kalliadasis) Phys. Rev. Lett. 110, 244101,  (2013).

31.   Semi-Parametric Drift and Diffusion Estimation for Multiscale Diffusions (with S. Krumcheid, S. Kalliadasis).  SIAM J. MMS, 11(2), 442–473 (2013).

32.   Optimal nonreversible linear drift for the convergence to equilibrium of a diffusion (with T. Lelievre and F. Nier). J. Stat. Phys. 152(2) 237-274 (2013).

33.   Corrections to Einstein's relation for Brownian motion in a tilted periodic potential (with J.C. Latorre and P.R. Kramer). J. Stat. Phys. 150(4), 776-803 (2013).

34.   Upscaled phase-field models for interfacial dynamics in strongly heterogeneous domains (with M. Schmuck,  M. Pradas Gene, S. Kalliadasis). Proc. Roy. Soc. London A, 468 , 3705-3724 (2012).

35.   Generalized Dynamical Density Functional Theory for Classical Fluids  (with B. Goddard, A. Nold, N. Savva,  S. Kalliadasis). Phys. Rev. Let. 109, 120603, (2012).

36.   The Overdamped Limit of dynamic Density Functional Theory: Rigorous Results (with B. Goddard and S. Kalliadasis). SIAM J. MMS, 10(2)  633-663 (2012).

37.   Additive Noise Effects in Active Nonlinear Spatially Extended Systems (with M. Pradas Gene, D. Tseluiko, S. Kalliadasis, D.T. Papageorgiou). Eur. J. Appl. Math. 23(5) 563-591  (2012).

38.   Numerical Methods for Stochastic Partial Differential Equations with Multiple Scales (with A. Abdulle). J. Comp. Phys, 231(6)  pp. 2482–2497 (2012).

39.   Exponential Return to Equilibrium for Hypoelliptic Quadratic Systems (with M. Ottobre and K. Pravda-Starov). J. Func. Analysis  262(9) pp. 4000-4039 (2012).

40.     Noise induced state transitions, intermittency and universality in the noisy Kuramoto-Sivashinksy equation. (With M. Pradas Gene, D. Tseluiko, S. Kalliadasis, D.T. Papageorgiou). Phys. Rev. Lett.  106, 060602 (2011).

41.     Asymptotic Analysis for the Generalized Langevin Equation. (with M. Ottobre) Nonlinearity, 24 (2011) 1629-1653.

42.     Contact lines over random topographical substrates. Part 2. Dynamics (with N. Savva and S. Kalliadasis). J. Fluid Mech., 672 pp. 384-410 (2011).

43.     Contact lines over random topographical substrates. Part 1. Statics (with N. Savva and S. Kalliadasis). J. Fluid Mech., 672 pp. 358-383 (2011).

44.     Asymptotic Analysis for Foreign Exhange Derivatives with Stochastic Volatility ( With C. Cuthbertson, A. Rafailidis and P. Wiberg).  Int. J. Theor. & Appl. Finance, 13(7) 1131-1147 (2010).

45.     Asymptotic Analysis of the Green-Kubo Formula.   IMA J. Appl. Math. 75(6) 951-967 (2010).

46.     Two-dimensional droplet spreading over random topographical substrates (with N. Savva and S. Kalliadasis). Phys. Rev. Lett. 104, 084501 (2010).

47.     Estimating Eddy Diffusivities from Noisy Lagrangian Observations (with C.J. Cotter). Comm. Math. Sci. 7(4), pp. 805-838 (2009).

48.     Frequency Domain Estimation of Integrated Volatility for Ito Processes in the Presence of Market-Microstructure Noise. (with A. Sykulski and S. Olhede) SIAM J. MMS, 8(2), pp. 393-427 (2009).

49.     Maximum Likelihood Drift Estimation for Multiscale Diffusions (with A. Papavasiliou and A.M. Stuart), Stoch. Proc. Appl. 119(10)  3173-3210  (2009).

50.     Calculating Effective Diffusivities in the Limit of  Vanishing Molecular Diffusion (with A.M. Stuart and K.C. Zygalakis) J. Comp. Phys. 228(4) 1030-1055 (2009).

51.     Diffusive Transport in Periodic Potentials: Underdamped dynamics (with T. Vogiannou), Fluct. Noise Lett., 8(2) L155-L173 (2008).

52.     From Ballistic to Diffusive Behavior in Periodic Potentials.  (with M. Hairer), J. Stat. Phys. 131(1) 175-202 (2008).

53.    Optimizing the Source Distribution in Fluid Mixing. (with J-L Thiffeault), Physica D, 237(7) 918-929 (2008).

54.    Homogenization for Inertial Particles in a Random Flow. (with A.M. Stuart and K.C. Zygalakis), Comm. Math. Sci. 5(3) 507-531 (2007).

55.    Multiscale Analysis for SPDEs with Quadratic Nonlinearities. (with D. Blomker and M. Hairer), Nonlinearity 20 1721-1744 (2007).

56.    Estimates for the Two-Dimensional Navier-Stokes Equations in Terms of the Reynolds Number. ( With J.D. Gibbon ), J. Math. Phys. 48, 065202 (2007). 

57.    Parameter Estimation for Multiscale Diffusions. ( With A.M. Stuart ), J. Stat. Phys. 127(4) 741-781, (2007).

58.   A Multiscale Approach to Brownian Motors. Physics Letters A, 344 (2005) 331-345.

59.   Periodic Homogenization for Inertial Particles. ( With A.M. Stuart), Physica D 204 (3-4) 161-187, (2005).

60.   Modulation Equations: Stochastic Bifurcation in Large Domains . ( With D. Bloemker and M. Hairer), Comm. Math. Phys. 258 (2005) 479-512.

61.   Analysis of White Noise Limits for Stochastic Systems with two Fast Relaxation Times. (with A.M. Stuart), SIAM J. MMS 4(1) 1-35, (2005).

62.   Periodic Homogenization for Hypoelliptic Diffusions. (with M. Hairer), J. Stat. Phys. 117 no. 1/2 (2004), 261-279.

63.   Ito versus Stratonovich White Noise Limits for Systems with Inertia and Colored Multiplicative Noise. (with R. Kupferman and A.M. Stuart), Phys. Rev. E, 70 036120 (2004).

64.   White Noise Limits for Inertial Particles in a Random Field. (with A.M. Stuart), SIAM J. MMS 1(4), 527--553, (2003).

65.   A Perturbation Based Numerical Method for Solving a Three Dimensional Axisymmetric Indentation Problem. (with M.H. Holmes), J. Eng. Math., 43 (2002) 1--17.

66.   Riemannian Curvature and Monoparametric Families of Trajectories. (with G. Bozis), Inverse Problems, 15 (1999) 141--153.

 

REFEREED CONFERENCE PROCEEDINGS AND BOOK CHAPTERS

 

        

 

67.   Effective macroscopic Stokes-Cahn-Hilliard equations for periodic immiscible flows in porous media. (with M. Schmuck and S. Kalliadasis). Proceedings of the European Conference on Complex Systems 2012, Springer Proceedings in Complexity 2013, pp 1005-1010.

68.    Multiscale Modelling and Inverse Problems (with J. Nolen and A.M. Stuart). in Numerical Analysis of Multiscale Problems, Edited by I.G. Graham, T. Hou, O. Lakkis and R. Scheichl, Lecture Notes in Computational Science and Engineering, Vol. 83, Springer, 2012. 

69.     Parameter Estimation for Multiscale Diffusions: an Overview. (with Y. Pokern and A.M. Stuart) in Statistical Methods for Stochastic Differential Equations edited by M. Kessler, A. Lindner, M. Sorensen, 2012.

70.     Some Remarks on Stabilization by Additive Noise (with D. Blomker and M. Hairer) in Stochastic Partial Differential Equations and Applications}, Edited by G. Da Prato and L. Tubaro,  Quaderni di Matematica, vol 25,pp. 37--50, 2011.

71.     Monte Carlo Studies of Effective Diffusivities for Inertial Particles. ( With A.M. Stuart and L. Band), Monte Carlo and quasi-Monte Carlo methods 2004, 431--441, Springer, Berlin, 2006.  

72.     Stochastic Swift--Hohenberg Equation Near a Change of Stability (with D. Bloemker and M. Hairer ), Proceedings  Equadiff-11, (2005), pp. 25-37.  

 

THESES, UNPUBLISHED

 

73.     Homogenized Transport by a Spatiotemporal Mean Flow with Small--Scale Inhomogeneities. (with P.R. Kramer), Preprint, November 2002.

74.    Homogenization Theory for Advection--Diffusion Equations with Mean Flow. PhD Thesis, May 2002.

 

 

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