Potential Supervisors affiliated with Department of Mathematics

Dr Tobias Fissler

Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: elicitability, that is, about reasonable choices of loss functions in the context of forecast comparison and regression; Ito semimartingales and Malliavin Calculus for multiple stochastic integrals.

Prof Xue-Mei Li

https://www.imperial.ac.uk/people/xue-mei.li
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: stochastic differential equations with regular and singular coefficients, construction of stochastic flows, hypoelliptic SDEs, limit theorems, homogeneizations, mean field stochastic equations, variational formulation for solutions of Navier-Stokes equations, Transport Equations, and the interplay between geometric structures, such as collapsing of manifolds to lower dimensional objects, and limits of diffusion processes.

Prof Xuesong Wu

x.wu@imperial.ac.uk
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: General Research interests: Fluid mechanics; Applied mathematics. Particular Research Interests: Boundary layer theory; Hydrodynamic instability & Laminar-turbulent transition; Nonlinear waves; Aeroacoustics; Combustion instability.

Prof Demetrios Papageorgiou

https://www.imperial.ac.uk/people/d.papageorgiou
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: An applied mathematician working on problems that arise in fluid dynamics.

Martin Hairer

http://www.hairer.org/
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: probability theory and analysis, with a particular focus on the analysis of stochastic PDEs.

Dr Dante Kalise

http://www.imperial.ac.uk/people/d.kalise-balza
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Scientific Computing and Computational Control Theory. Numerical optimization and optimal control of finite and infinite-dimensional dynamical systems. Sparse optimization and control. Multiscale control of agent-based models. Mean-field optimal control and games. Numerical approximation of fully nonlinear PDEs (Hamilton-Jacobi-Bellman, Isaacs). High-dimensional approximation, model order reduction. Active vibration control. Feedback control in power electronics. Numerical methods in atmospheric modelling and prediction.

Prof David van Dyk

https://www.imperial.ac.uk/people/d.van-dyk
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: David van Dyk's scholarly work focuses on methodological and computational issues involved with Bayesian analysis of highly structured statistical models and emphasizes serious interdisciplinary research, especially in astronomy. He is particularly interested in improving the efficiency of computationally intensive methods involving data augmentation, such as EM-type algorithms and various Markov chain Monte Carlo methods

Hemant Khatri

Affiliations: Department of Mathematics
Institutions: Imperial College London

Dr Davoud Cheraghi

http://wwwf.imperial.ac.uk/~dcheragh/
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Dynamical systems and complex analysis.

Dr Nikolas Kantas

http://www.imperial.ac.uk/people/n.kantas
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: developing Monte Carlo methodology for inference and optimisation problems with emphasis to particle methods,

Prof Pierre Degond

http://www.imperial.ac.uk/people/p.degond
Affiliations: Department of Mathematics
Institutions: Imperial College London
Research interests: Applied analysis, self-organisation in complex systems applied to bio-diversity and sustainability, multiscale numerics

Dr David Ham

http://www3.imperial.ac.uk/people/david.ham
Affiliations: Department of Computing, Department of Mathematics
Institutions: Imperial College London
Research interests: High performance scientific computing, high level abstractions for simulation programming, automatic code generation, finite element methods