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. Derivative-Free Bayesian
Inversion Using Multiscale Dynamics (with A.M. Stuart and U. Vaes).
Submitted, February 2021.
4. Drift Estimation of
Multiscale Diffusions Based on Filtered Data (with A. Abdulle,
G. Garegnani, A. Zanoni,
A.M. Stuart) Submitted, September 2020.
5. Noisy bounded
confidence models for opinion dynamics: the effect of boundary conditions on
phase transitions (with B. Goddard, B. Gooding, H. Short). Submitted,
September 2020.
6. On the Generalised
Langevin Equation for Simulated Annealing (with M. Chak, N. Kantas) Submitted, March 2020.
7. Well-Posedness and Equilibrium Behaviour of Overdamped Dynamics Density Functional
Theory (with B.D. Goddard and R.D.
Mills-Williams). Submitted, February 2020.
8. On the diffusive-mean field limit for weakly
interacting diffusions exhibiting phase transitions (with M.G. Delgadino and R. Gvalani).
Submitted, January 2020.
9. The sharp, the flat and the shallow: Can weakly
interacting agents learn to escape bad minima? (with N. Kantas and
P. Parpas). Submitted, April 2019.
10. The Thermodynamics of Urban and
Regional Structure (with L. Ellam, M. Girolami, A. Wilson). Submitted, May 2018.
11. Nonreversible Langevin Samplers: Splitting Schemes,
Analysis and Implementation (with A.B. Duncan and K.C. Zygalakis).
Preprint (2017).
12. Brownian motion in an N-scale periodic potential
(with A.B. Duncan). Preprint (2016).
PUBLICATIONS
IN REFEREED JOURNALS
13.
On stochastic mirror descent with interacting
particles: convergence properties and variance reduction (with A. Borovykh, N. Kantas, P. Parpas). Physica D. 418
(2021) 132844.
14.
Scaling limits for the generalized Langevin equation
(with G. Stoltz and U. Vaes). J. Nonlinear Science 31(8) 2021.
15.
Response
Theory and Phase Transitions for the Thermodynamic Limit of Interacting
Identical Systems (with V. Lucarini and N. Zagli). Proc. Roy. Soc. London A. 476(2244) (2020).
16.
Stochastic Mirror Descent for Fast Distributed
Optimization and Federated Learning (with A. Borovykh,
N. Kantas, P. Parpas)OPT2020: 17th Annual Workshop on
Optimization for Machine Learning (2020).
17. Homogenization and hypocoercivity
for Fokker-Planck equation driven by weakly compressible shear flows (with
M. Coti-Zelati) IMA J. Appl. Math., 85(6)
951-979 (2020).
18. A proof of the mean-field limit for λ-convex potentials using Γ-convergence. (with J.A. Carrillo and M.G. Delgadino).
J. Func. Analysis 279 (10), (2020), 108734
19. To interact or
not? The convergence properties of interacting stochastic mirror descent
(with A. Borovykh, N. Kantas,
P. Parpas) Workshop on "Beyond first-order methods
in ML systems" at 36th International Conference on Machine Learning
(ICML) 2020.
20. Manifold learning for accelerating coarse-grained
optimization (with Y. Kevrekidis et al). J. Comp. Dyn. 7(2); #14, (2020).
21. Mean field limits for interacting diffusions with colored
noise: phase transitions and spectral numerical methods (with S. Gomes and
U. Vaes). SIAM J. MMS, 18(3) pp. 1343-1370 (2020).
22. Long-time behaviour and
phase transitions for the McKean-Vlasov equation on
the torus (with J. A. Carrillo, R. S. Gvalani,
A. Schlichting).
Archive for Ratinal Mechanics and Analysis, 235
(2020) 635-690.
23. Accelerated
convergence to equilibrium and reduced asymptotic variance for Langevin
dynamics using Stratonovich perturbations (with
A. Abdulle and G. Vilmart).
Com. Rend. Acad. Sci. 357 (2019) 349-354.
24. Dynamics of the
Desai-Zwanzig model in multi-well and random energy
landscapes (with S.N.
Gomes, S.
Kalliadasis, P.
Yatsyshin). Phys. Rev. E, 99, 032109 (2019).
25. Constructing
sampling schemes via coupling: Markov semigroups and optimal transport
(with N.
Nuesken). SIAM/ASA J. Uncertainty
Quantification, 7(1), 324–382
(2019).
26. Instability, rupture and
fluctuations in thin liquid films: Theory and computations (with M. A. Duran-Olivencia, R.
Gvalani and S. Kalliadasis). J. Stat. Phys. 174(3) 579-604 (2019).
27. Optimal control of thin
liquid films and transverse mode effects (with R.J. Tomlin, S.N. Gomes, D.T. Papageorgiou). SIAM
J. Appl. Dyn. Syst., 18(1), 117–149 (2019).
28. Recent advances in the
evolution of interfaces: thermodynamics, upscaling, and universality (with M.
Schmuck and S. Kalliadasis). Computational Materials Science 156,
441--451 (2019).
29. Mean field limits for
non-Markovian interacting particles: convergence to equilibrium, GENERIC
formalism, asymptotic limits and phase transitions (with H. Duong). Comm.
Math. Sci 16(8)
(2018), pp. 2199-2230
30. Cloaking via mapping for
the heat equation (with R. Craster, S. Guenneau, H. Hutridurga). SIAM J. MMS, 16(3), 1146–1174 (2018).
31. Stochastic Modeling of Urban Structure (with L. Ellam, M. Girolami and A.
Wilson). Proceeding Roy. Soc. London A, 474(2213)
(2018).
32. Mean Field Limits for Interacting Diffusions in a
Two-Scale Potential (with S.N. Gomes). J. Nonlinear Sci. 28(3), pp. 905-941, (2018).
33. 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).
34. Three-dimensional wave evolution on electrified falling
films (with R.J. Tomlin and D.T. Papageorgiou). J. Fluid Mech. 822 pp. 54-79 (2017).
35. Spectral methods for multiscale stochastic differential
equations (with A. Abdulle and U. Vaes). SIAM J.
UQ, 5-1 (2017), pp. 720-761.
36. 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) .
37. 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).
38. Noise-induced transitions in rugged energy landscapes
(with A.B. Duncan, S. Kalliadasis, M. Pradas). Phys. Rev. E, 94,
032107 (2016).
39.
Variance Reduction using Nonreversible
Langevin Samplers (with A. Duncan and T. Lelievre).
J. Stat. Phys. 163(3) pp 457-491,
(2016).
40. 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).
41.
Stabilising falling liquid film flows using feedback
control (with A.B. Thompson, S.N. Gomes, D.T Papageorgiou).
Phys. Fluids 28, 012107 (2016).
42.
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)
43.
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).
44.
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).
45.
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)
46.
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).
47.
Langevin dynamics with space-time periodic nonequilibrium
forcing (with R. Joubaud and G. Stoltz). J. Stat.
Phys., 158(1) pp 1-36 (2015).
48.
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).
49.
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).
50.
Mapping multiplicative to additive noise (with K.J.
Rubin and G. Pruessner). J. Physics A, 47 (2014) 195001.
51.
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.
52.
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).
53.
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).
54. Nonlinear interfacial dynamics in stratified multilayer channel
flows (with E.S. Papaefthymiou and D.T. Papageorgiou). J.
Fluid Mech. 734, pp 114-143 (2013).
55.
A new stochastic mode reduction strategy for
dissipative systems (with M. Schmuck, M. Pradas,
S. Kalliadasis) Phys. Rev. Lett. 110, 244101, (2013).
56.
Semi-Parametric Drift and Diffusion Estimation for
Multiscale Diffusions (with S. Krumcheid,
S. Kalliadasis).
SIAM J. MMS, 11(2), 442–473 (2013).
57.
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).
58.
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).
59.
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).
60.
Generalized Dynamical Density
Functional Theory for Classical Fluids (with B. Goddard, A. Nold,
N. Savva, S. Kalliadasis). Phys.
Rev. Let. 109, 120603, (2012).
61.
The Overdamped Limit of dynamic Density Functional Theory:
Rigorous Results (with B.
Goddard and S. Kalliadasis). SIAM J. MMS, 10(2) 633-663 (2012).
62.
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).
63.
Numerical Methods for Stochastic Partial Differential Equations with
Multiple Scales (with A. Abdulle). J.
Comp. Phys, 231(6) pp. 2482–2497 (2012).
64.
Exponential
Return to Equilibrium for Hypoelliptic Quadratic Systems (with M. Ottobre and K. Pravda-Starov). J.
Func. Analysis 262(9) pp. 4000-4039 (2012).
65.
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).
66.
Asymptotic Analysis for the
Generalized Langevin Equation. (with M. Ottobre)
Nonlinearity, 24 (2011) 1629-1653.
67.
Contact lines over random
topographical substrates. Part 2. Dynamics (with N. Savva and S. Kalliadasis). J. Fluid Mech., 672 pp. 384-410 (2011).
68.
Contact lines over random topographical
substrates. Part 1. Statics (with N. Savva and S. Kalliadasis). J. Fluid Mech., 672 pp. 358-383 (2011).
69.
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).
70.
Asymptotic Analysis of the Green-Kubo Formula. IMA J. Appl. Math. 75(6) 951-967 (2010).
71.
Two-dimensional droplet
spreading over random topographical substrates (with N. Savva and S.
Kalliadasis). Phys. Rev. Lett. 104, 084501 (2010).
72.
Estimating Eddy Diffusivities
from Noisy Lagrangian Observations (with
C.J. Cotter). Comm. Math. Sci. 7(4), pp. 805-838 (2009).
73.
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).
74.
Maximum Likelihood Drift
Estimation for Multiscale Diffusions (with A. Papavasiliou
and A.M. Stuart), Stoch. Proc. Appl. 119(10) 3173-3210 (2009).
75.
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).
76.
Diffusive Transport in
Periodic Potentials: Underdamped dynamics (with T. Vogiannou), Fluct. Noise Lett., 8(2)
L155-L173 (2008).
77.
From
Ballistic to Diffusive Behavior in Periodic
Potentials. (with M. Hairer), J.
Stat. Phys. 131(1) 175-202 (2008).
78.
Optimizing the Source Distribution in Fluid Mixing. (with
J-L Thiffeault), Physica D,
237(7) 918-929 (2008).
79.
Homogenization for Inertial
Particles in a Random Flow. (with A.M. Stuart and K.C. Zygalakis), Comm. Math. Sci. 5(3) 507-531 (2007).
80.
Multiscale Analysis for SPDEs
with Quadratic Nonlinearities. (with D. Blomker
and M. Hairer), Nonlinearity 20 1721-1744 (2007).
81.
Estimates for the
Two-Dimensional Navier-Stokes Equations in Terms of the Reynolds Number. ( With J.D. Gibbon ), J. Math. Phys. 48, 065202
(2007).
82.
Parameter Estimation for Multiscale Diffusions. ( With A.M. Stuart ), J. Stat. Phys. 127(4)
741-781, (2007).
83.
A
Multiscale Approach to Brownian Motors. Physics Letters A, 344
(2005) 331-345.
84.
Periodic
Homogenization for Inertial Particles. ( With
A.M. Stuart), Physica D 204 (3-4) 161-187, (2005).
85.
Modulation
Equations: Stochastic Bifurcation in Large Domains . ( With D. Bloemker and M. Hairer), Comm. Math. Phys. 258 (2005) 479-512.
86.
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).
87.
Periodic
Homogenization for Hypoelliptic Diffusions. (with M. Hairer), J. Stat. Phys. 117 no. 1/2 (2004), 261-279.
88.
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).
89.
White
Noise Limits for Inertial Particles in a Random Field. (with A.M.
Stuart), SIAM J. MMS 1(4), 527--553, (2003).
90.
A
Perturbation Based Numerical Method for Solving a Three
Dimensional Axisymmetric Indentation Problem. (with M.H.
Holmes), J. Eng. Math., 43 (2002) 1--17.
91.
Riemannian Curvature and Monoparametric
Families of Trajectories. (with G. Bozis),
Inverse Problems, 15 (1999) 141--153.
REFEREED
CONFERENCE PROCEEDINGS AND BOOK CHAPTERS
92. Regularized
transformation optics for transient heat transfer. (with Craster, R. Guenneau, S., Hutridurga, H.) 11TH
INTERNATIONAL CONGRESS ON ENGINEERED MATERIALS PLATFORMS FOR NOVEL WAVE
PHENOMENA (METAMATERIALS) pp. 127-129
(2017).
93.
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.
94.
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.
95.
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.
96.
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.
97.
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.
98.
Stochastic Swift--Hohenberg
Equation Near a Change of Stability (with D. Bloemker
and M. Hairer ), Proceedings
Equadiff-11, (2005), pp. 25-37.
THESES, UNPUBLISHED
99.
Homogenized Transport by a Spatiotemporal Mean Flow
with Small--Scale Inhomogeneities. (with P.R. Kramer), Preprint,
November 2002.
100. Homogenization
Theory for Advection--Diffusion Equations with Mean Flow. PhD
Thesis, May 2002.