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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

Averaging over fast variables in the fluid limit for Markov chains: application to the supermarket model with memory
JR Norris
– Annals of Applied Probability
(2012)
Hastings-Levitov aggregation in the small-particle limit
JR Norris, A Turner
– Communications in Mathematical Physics
(2012)
Hastings–Levitov Aggregation in the Small-Particle Limit
J Norris, A Turner
– Communications in Mathematical Physics
(2012)
316,
809
A stochastic min-driven coalescence process and its hydrodynamical limit
AL Basdevant, P Laurencot, JR Norris, C Rau
– Annales de l Institut Henri Poincaré Probabilités et Statistiques
(2011)
47,
329
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
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
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
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Room

C1.02

Telephone

01223 337947