71 citations · 137 across the 24 of their papers we have counts for
28 papers
Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
Can Huang, Michela Ottobre, Gideon Simpson
We study numerical schemes for Stochastic Partial Differential Equations (SPDEs). We introduce a general method of proof of non-asymptotic uniform in time error bounds on numerical…
Coarse graining of stochastic differential equations: averaging and projection method
Manh Hong Duong, Carsten Hartmann, Michela Ottobre
We study coarse-graining methods for stochastic differential equations. In particular we consider averaging and a type of projection operator method, sometimes referred to as effec…
Counting the number of stationary solutions of Partial Differential Equations via infinite dimensional sampling
Martin Kolodziejczyk, Michela Ottobre, Gideon Simpson
This paper is concerned with the problem of counting solutions of stationary nonlinear Partial Differential Equations (PDEs) when the PDE is known to admit more than one solution.…
A Multiscale Perspective on Maximum Marginal Likelihood Estimation
O. Deniz Akyildiz, Michela Ottobre, Iain Souttar
In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood e…
Approximation of non-linear SPDEs with additive noise via weighted interacting particles systems: the stochastic McKean-Vlasov equation
Letizia Angeli, Dan Crisan, Martin Kolodziejczyk +1
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the…
On the study of slow-fast dynamics, when the fast process has multiple invariant measures
B. D. Goddard, M. Ottobre, K. J. Painter +1
Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with mu…