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1

Stochastic Modulation Equations

Dirk Blömker, Martin Hairer, Greg A. Pavliotis

Journal:

Year:

2005

Language:

english

File:

PDF, 190 KB

english, 2005

2

Long-Time Behaviour and Phase Transitions for the Mckean–Vlasov Equation on the Torus

Carrillo, J. A., Gvalani, R. S., Pavliotis, G. A., Schlichting, A.

Journal:

Archive for Rational Mechanics and Analysis

Year:

2019

Language:

english

File:

PDF, 1.13 MB

english, 2019

3

Effective transport properties for flashing ratchets using homogenization theory

Juan C. Latorre, Peter R. Kramer, Grigorios A. Pavliotis

Journal:

Year:

2007

Language:

english

File:

PDF, 84 KB

english, 2007

4

Modulation Equations: Stochastic Bifurcation in Large Domains

D. Blömker, M. Hairer, G. A. Pavliotis

Journal:

Communications in Mathematical Physics

Year:

2005

Language:

english

File:

PDF, 350 KB

english, 2005

5

Numerical methods for stochastic partial differential equations with multiple scales

A. Abdulle, G.A. Pavliotis

Journal:

Journal of Computational Physics

Year:

2012

Language:

english

File:

PDF, 758 KB

english, 2012

6

Exponential return to equilibrium for hypoelliptic quadratic systems

M. Ottobre, G.A. Pavliotis, K. Pravda-Starov

Journal:

Journal of Functional Analysis

Year:

2012

Language:

english

File:

PDF, 430 KB

english, 2012

7

White Noise Limits for Inertial Particles in a Random Field

Pavliotis, G. A., Stuart, A. M.

Journal:

Multiscale Modeling and Simulation

Year:

2003

Language:

english

File:

PDF, 277 KB

english, 2003

8

General Dynamical Density Functional Theory for Classical Fluids

Goddard, Benjamin D., Nold, Andreas, Savva, Nikos, Pavliotis, Grigorios A., Kalliadasis, Serafim

Journal:

Physical Review Letters

Year:

2012

Language:

english

File:

PDF, 435 KB

english, 2012

9

Itô versus Stratonovich white-noise limits for systems with inertia and colored multiplicative noise

Kupferman, R., Pavliotis, G. A., Stuart, A. M.

Journal:

Physical Review E

Year:

2004

Language:

english

File:

PDF, 117 KB

english, 2004

10

ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY

CUTHBERTSON, CHARLES, PAVLIOTIS, GRIGORIOS, RAFAILIDIS, AVRAAM, WIBERG, PETTER

Journal:

International Journal of Theoretical and Applied Finance

Year:

2010

Language:

english

File:

PDF, 217 KB

english, 2010

11

Variance Reduction Using Nonreversible Langevin Samplers

Duncan, A. B., Lelièvre, T., Pavliotis, G. A.

Journal:

Journal of Statistical Physics

Year:

2016

Language:

english

File:

PDF, 1.09 MB

english, 2016

12

Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions

Duncan, A. B., Nüsken, N., Pavliotis, G. A.

Journal:

Journal of Statistical Physics

Year:

2017

Language:

english

File:

PDF, 868 KB

english, 2017

13

Cloaking via Mapping for the Heat Equation

Craster, R. V., Guenneau, S. R. L., Hutridurga, H. R., Pavliotis, G. A.

Journal:

Multiscale Modeling and Simulation

Year:

2018

Language:

english

File:

PDF, 1.52 MB

english, 2018

14

Calculating effective diffusivities in the limit of vanishing molecular diffusion

G.A. Pavliotis, A.M. Stuart, K.C. Zygalakis

Journal:

Journal of Computational Physics

Year:

2009

Language:

english

File:

PDF, 1.24 MB

english, 2009

15

Periodic homogenization for inertial particles

G.A. Pavliotis, A.M. Stuart

Journal:

Physica D: Nonlinear Phenomena

Year:

2005

Language:

english

File:

PDF, 446 KB

english, 2005

16

A multiscale approach to Brownian motors

Journal:

Physics Letters A

Year:

2005

Language:

english

File:

PDF, 195 KB

english, 2005

17

Maximum likelihood drift estimation for multiscale diffusions

A. Papavasiliou, G.A. Pavliotis, A.M. Stuart

Journal:

Stochastic Processes and their Applications

Year:

2009

Language:

english

File:

PDF, 1.25 MB

english, 2009

18

Parameter Estimation for Multiscale Diffusions

G. A. Pavliotis, A. M. Stuart

Journal:

Journal of Statistical Physics

Year:

2007

Language:

english

File:

PDF, 533 KB

english, 2007

19

From Ballistic to Diffusive Behavior in Periodic Potentials

M. Hairer, G. A. Pavliotis

Journal:

Journal of Statistical Physics

Year:

2008

Language:

english

File:

PDF, 719 KB

english, 2008

20

Optimizing the source distribution in fluid mixing

Jean-Luc Thiffeault, Grigorios A. Pavliotis

Journal:

Physica D: Nonlinear Phenomena

Year:

2008

Language:

english

File:

PDF, 2.43 MB

english, 2008

21

A perturbation-based numerical method for solving a three-dimensional axisymmetric indentation problem

Grigorios A. Pavliotis, Mark H. Holmes

Journal:

Journal of Engineering Mathematics

Year:

2002

Language:

english

File:

PDF, 251 KB

english, 2002

22

Periodic Homogenization for Hypoelliptic Diffusions

M. Hairer, G. A. Pavliotis

Journal:

Journal of Statistical Physics

Year:

2004

Language:

english

File:

PDF, 154 KB

english, 2004

23

The Overdamped Limit of Dynamic Density Functional Theory: Rigorous Results

Goddard, B. D., Pavliotis, G. A., Kalliadasis, S.

Journal:

Multiscale Modeling and Simulation

Year:

2012

Language:

english

File:

PDF, 541 KB

english, 2012

24

[Texts Applied in Mathematics] Multiscale Methods Volume 53 || Markov Chains

Pavliotis, Grigorios A.

Year:

2008

Language:

english

File:

PDF, 432 KB

english, 2008

25

Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times

Pavliotis, G. A., Stuart, A. M.

Journal:

Multiscale Modeling and Simulation

Year:

2005

Language:

english

File:

PDF, 320 KB

english, 2005

26

Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise

Olhede, S. C., Sykulski, A. M., Pavliotis, G. A.

Journal:

Multiscale Modeling and Simulation

Year:

2010

Language:

english

File:

PDF, 785 KB

english, 2010

27

Optimal Non-reversible Linear Drift for the Convergence to Equilibrium of a Diffusion

T. Lelièvre, F. Nier, G. A. Pavliotis

Journal:

Journal of Statistical Physics

Year:

2013

Language:

english

File:

PDF, 1.34 MB

english, 2013

28

Corrections to Einstein’s Relation for Brownian Motion in a Tilted Periodic Potential

J. C. Latorre, G. A. Pavliotis, P. R. Kramer

Journal:

Journal of Statistical Physics

Year:

2013

Language:

english

File:

PDF, 1.18 MB

english, 2013

29

Multiscale analysis for stochastic partial differential equations with quadratic nonlinearities

Blömker, D, Hairer, M, Pavliotis, G A

Journal:

Year:

2007

Language:

english

File:

PDF, 275 KB

english, 2007

30

Effective macroscopic interfacial transport equations in strongly heterogeneous environments for general homogeneous free energies

Schmuck, Markus, Pavliotis, Grigorios A., Kalliadasis, Serafim

Journal:

Applied Mathematics Letters

Year:

2014

Language:

english

File:

PDF, 417 KB

english, 2014

31

Numerical methods for computing effective transport properties of flashing Brownian motors

Latorre, Juan C., Kramer, Peter R., Pavliotis, Grigorios A.

Journal:

Journal of Computational Physics

Year:

2014

Language:

english

File:

PDF, 586 KB

english, 2014

32

Mapping multiplicative to additive noise

Rubin, Katy J, Pruessner, Gunnar, Pavliotis, Grigorios A

Journal:

Journal of Physics A Mathematical and Theoretical

Year:

2014

Language:

english

File:

PDF, 515 KB

english, 2014

33

Asymptotic analysis of the Green-Kubo formula

Pavliotis, G. A.

Journal:

IMA Journal of Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 686 KB

english, 2010

34

Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions

Krumscheid, S., Pavliotis, G. A., Kalliadasis, S.

Journal:

Multiscale Modeling and Simulation

Year:

2013

Language:

english

File:

PDF, 357 KB

english, 2013

35

Two-Dimensional Droplet Spreading over Random Topographical Substrates

Savva, Nikos, Kalliadasis, Serafim, Pavliotis, Grigorios A.

Journal:

Physical Review Letters

Year:

2010

Language:

english

File:

PDF, 389 KB

english, 2010

36

New Stochastic Mode Reduction Strategy for Dissipative Systems

Schmuck, M., Pradas, M., Kalliadasis, S., Pavliotis, G. A.

Journal:

Physical Review Letters

Year:

2013

Language:

english

File:

PDF, 435 KB

english, 2013

37

Estimates for the two-dimensional Navier–Stokes equations in terms of the Reynolds number

Gibbon, J. D., Pavliotis, G. A.

Journal:

Journal of Mathematical Physics

Year:

2007

Language:

english

File:

PDF, 390 KB

english, 2007

38

Noise Induced State Transitions, Intermittency, and Universality in the Noisy Kuramoto-Sivashinksy Equation

Pradas, M., Tseluiko, D., Kalliadasis, S., Papageorgiou, D. T., Pavliotis, G. A.

Journal:

Physical Review Letters

Year:

2011

Language:

english

File:

PDF, 611 KB

english, 2011

39

[Texts in Applied Mathematics] Stochastic Processes and Applications Volume 60 || Introduction to Stochastic Processes

Pavliotis, Grigorios A.

Year:

2014

Language:

english

File:

PDF, 448 KB

english, 2014

40

[Texts in Applied Mathematics] Stochastic Processes and Applications Volume 60 ||

Pavliotis, Grigorios A.

Year:

2014

Language:

english

File:

PDF, 4.30 MB

english, 2014

41

DIFFUSIVE TRANSPORT IN PERIODIC POTENTIALS: UNDERDAMPED DYNAMICS

Pavliotis, G. A., Vogiannou, A.

Journal:

Fluctuation and Noise Letters

Year:

2008

Language:

english

File:

PDF, 659 KB

english, 2008

42

Derivation of effective macroscopic Stokes–Cahn–Hilliard equations for periodic immiscible flows in porous media

Schmuck, Markus, Pradas, Marc, Pavliotis, Grigorios A, Kalliadasis, Serafim

Journal:

Year:

2013

Language:

english

File:

PDF, 625 KB

english, 2013

43

Langevin Dynamics with Space-Time Periodic Nonequilibrium Forcing

Joubaud, R., Pavliotis, G. A., Stoltz, G.

Journal:

Journal of Statistical Physics

Year:

2015

Language:

english

File:

PDF, 708 KB

english, 2015

44

Upscaled phase-field models for interfacial dynamics in strongly heterogeneous domains

Schmuck, M., Pradas, M., Pavliotis, G. A., Kalliadasis, S.

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Year:

2012

Language:

english

File:

PDF, 354 KB

english, 2012

45

Additive noise effects in active nonlinear spatially extended systems

PRADAS, M., PAVLIOTIS, G.A., KALLIADASIS, S., PAPAGEORGIOU, D.T., TSELUIKO, D.

Journal:

European Journal of Applied Mathematics

Year:

2012

Language:

english

File:

PDF, 1.23 MB

english, 2012

46

A Multiscale Analysis of Diffusions on Rapidly Varying Surfaces

Duncan, A. B., Elliott, C. M., Pavliotis, G. A., Stuart, A. M.

Journal:

Journal of Nonlinear Science

Year:

2015

Language:

english

File:

PDF, 1.32 MB

english, 2015

47

Some remarks on degenerate hypoelliptic Ornstein–Uhlenbeck operators

Ottobre, M., Pavliotis, G.A., Pravda-Starov, K.

Journal:

Journal of Mathematical Analysis and Applications

Year:

2015

Language:

english

File:

PDF, 657 KB

english, 2015

48

Asymptotic analysis for the generalized Langevin equation

Ottobre, M, Pavliotis, G A

Journal:

Year:

2011

Language:

english

File:

PDF, 142 KB

english, 2011

49

A new mode reduction strategy for the generalized Kuramoto-Sivashinsky equation

Schmuck, M., Pradas, M., Pavliotis, G. A., Kalliadasis, S.

Journal:

IMA Journal of Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 406 KB

english, 2015

50

A new framework for extracting coarse-grained models from time series with multiscale structure

Kalliadasis, S., Krumscheid, S., Pavliotis, G.A.

Journal:

Journal of Computational Physics

Year:

2015

Language:

english

File:

PDF, 565 KB

english, 2015