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Department of Pure Mathematics and Mathematical Statistics

 

Head of Department
Professor of Stochastic Analysis

Research Interests: Stochastic Analysis, Markov chains, dynamics of interacting particles, Malliavin calculus, coagulation and aggregation, scaling limits

 

Publications

Homogenization for advection-diffusion in a perforated domain
PH Haynes, VH Hoang, JR Norris, KC Zygalakis
(2010)
378,
397
Coupling algorithms for calculating sensitivities of Smoluchowski’s coagulation equation
PLW Man, JR Norris, IF Bailleul, M Kraft
– SIAM Journal on Scientific Computing
(2010)
32,
635
Coupling Algorithms for Calculating Sensitivities of Smoluchowski's Coagulation Equation
PLW Man, JR Norris, IF Bailleul, M Kraft
– SIAM Journal on Scientific Computing
(2010)
32,
635
TWO-PARAMETER STOCHASTIC CALCULUS AND MALLIAVIN'S INTEGRATION-BY-PARTS FORMULA ON WIENER SPACE
JR Norris
– ASTERISQUE
(2009)
93
Differential equation approximations for Markov chains
RWR Darling, JR Norris
– Probability Surveys
(2008)
5,
37
Coupling algorithms for calculating sensitivities of population balances
PLW Man, M Kraft, JR Norris
– AIP Conference Proceedings
(2008)
1048,
927
Coagulation and Fragmentation Models
J Bertoin, J Norris, W Wagner
– Oberwolfach Reports
(2007)
4,
2727
Notes on Brownian coagulation
JR Norris
– Markov Processes and Related Fields
(2006)
12,
407–412
Large deviations for the Yang-Mills measure on a compact surface
T Lévy, JR Norris
– Communications in Mathematical Physics
(2006)
261,
405
The linear process deferment algorithm: a new technique for solving population balance equations
RIA Patterson, J Singh, M Balthasar, M Kraft, JR Norris
– SIAM J. Scientific Computing
(2006)
28,
303–320 (electronic)
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Room

C1.02

Telephone

01223 337947