The focus of my research is on the development of analytical, computational and statistical tools for the study of multiscale stochastic systems. I am also interested in applications to molecular dynamics, atmosphere/ocean science, statistical mechanics, solid state physics, fluid mechanics. Current research projects include the following.
· Parameter Estimation for Multiscale diffusions.
· Numerical methods for stochastic PDEs with multiple scales.
· Multiscale modelling and simulations.
· Non-equilibrium statistical mechanics.
· Coarse-graining/mode reduction for PDEs and SDEs.
· Molecular Dynamics.
· Time dependent density functional theory.
· Brownian motors.