Trosolwg
Mae'r Athro Yuan yn aelod o staff yn Adran Fathemateg Prifysgol Abertawe.
Yr Athro Chenggui Yuan
Athro,
Mathematics
340
Trydydd Llawr
Y Ffowndri Gyfrifiadol
Campws y Bae
Trydydd Llawr
Y Ffowndri Gyfrifiadol
Campws y Bae
Ar gael ar gyfer Goruchwyliaeth Ôl-raddedig
Dolenni Ymchwil
Meysydd Arbenigedd
- Dadansoddi Stocastig
- Dynameg Poblogaeth
- Mathemateg Ariannol
- Rheolaeth Stocastig
Cyhoeddiadau
Uchafbwyntiau Ymchwil
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Wu, H., Hu, J., Gao, S., & Yuan, C. (2022). Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM Journal on Control and Optimization, 60(5), 2884-2901.
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Wu, H., Hu, J., & Yuan, C. (2022). Stability of numerical solution to pantograph stochastic functional differential equations. Applied Mathematics and Computation, 431, 127326
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Fan, X., Huang, X., SUO, Y., & Yuan, C. (2022). Distribution dependent SDEs driven by fractional Brownian motions. Stochastic Processes and their Applications, 151, 23-67.
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SUO, Y., Yuan, C., & Zhang, S. (2022). Transportation cost inequalities for SDEs with irregular drifts. Stochastic Processes and their Applications, 144, 288-311.
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SUO, Y., Yuan, C., & Zhang, S. (2022). Weak convergence of Euler scheme for SDEs with low regular drift. Numerical Algorithms, 90(2), 731-747.
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SUO, Y. & Yuan, C. (2021). Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs. Acta Applicandae Mathematicae, 175(1), 16
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Kiziridis, D., Fowler, M., & Yuan, C. (2020). Modelling fungal competition for space:Towards prediction of community dynamics. Discrete & Continuous Dynamical Systems - B, 22(11), 4411-4426.
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Huang, X. & Yuan, C. (2021). Comparison theorem for distribution-dependent neutral SFDEs. Journal of Evolution Equations, 21(1), 653-670.
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Bao, J., Wang, F., & Yuan, C. (2020). Limit theorems for additive functionals of path-dependent SDEs. Discrete & Continuous Dynamical Systems - A, 40(9), 5173-5188.
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SUO, Y., Yuan, C., & Zhang, S. (2021). Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients. Stochastic Analysis and Applications, 39(2), 278-305.
Holl Ymchwil
Erthyglau Cylchgronau
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Chen, X., Li, X., Ma, Y., & Yuan, C. (2023). The threshold of stochastic tumor-immune model with regime switching. Journal of Mathematical Analysis and Applications, 522(1), 126956
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Bao, J., Shao, J., & Yuan, C. (2023). Invariant probability measures for path-dependent random diffusions. Nonlinear Analysis, 228, 113201
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Wu, Y. & Yuan, C. (2023). The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations. Journal of Theoretical Probability, 36(1)
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Wu, Z., Zhang, L., Zhu, C., & Yuan, C. (2022). Some new fixed point results under constraint inequalities in comparable complete partially ordered Menger PM-spaces. Applied Mathematics-A Journal of Chinese Universities, 37(4), 494-512.
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Wu, H., Hu, J., & Yuan, C. (2022). Stability of numerical solution to pantograph stochastic functional differential equations. Applied Mathematics and Computation, 431, 127326
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Wu, H., Hu, J., Gao, S., & Yuan, C. (2022). Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM Journal on Control and Optimization, 60(5), 2884-2901.
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Fan, X., Huang, X., SUO, Y., & Yuan, C. (2022). Distribution dependent SDEs driven by fractional Brownian motions. Stochastic Processes and their Applications, 151, 23-67.
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SUO, Y., Yuan, C., & Zhang, S. (2022). Weak convergence of Euler scheme for SDEs with low regular drift. Numerical Algorithms, 90(2), 731-747.
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SUO, Y., Yuan, C., & Zhang, S. (2022). Transportation cost inequalities for SDEs with irregular drifts. Stochastic Processes and their Applications, 144, 288-311.
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SUO, Y. & Yuan, C. (2021). Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs. Acta Applicandae Mathematicae, 175(1), 16
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Zhang, S. & Yuan, C. (2021). A Zvonkin's transformation for stochastic differential equations with singular drift and applications. Journal of Differential Equations, 297, 277-319.
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Guo, Z., Hu, J., & Yuan, C. (2021). Averaging principle for a type of Caputo fractional stochastic differential equations. Chaos: An Interdisciplinary Journal of Nonlinear Science, 31(5), 053123
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Zhu, Y., Chen, C., Chen, J., & Yuan, C. (2021). Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation. Open Mathematics, 19(1), 297-305.
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SUO, Y., Yuan, C., & Zhang, S. (2021). Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients. Stochastic Analysis and Applications, 39(2), 278-305.
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Huang, X. & Yuan, C. (2021). Comparison theorem for distribution-dependent neutral SFDEs. Journal of Evolution Equations, 21(1), 653-670.
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Tan, L. & Yuan, C. (2021). A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions. International Journal of Computer Mathematics, 98(2), 238-251.
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Kiziridis, D., Fowler, M., & Yuan, C. (2020). Modelling fungal competition for space:Towards prediction of community dynamics. Discrete & Continuous Dynamical Systems - B, 22(11), 4411-4426.
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Li, X., Mao, X., Mukama, D., & Yuan, C. (2020). Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations. SIAM Journal on Control and Optimization, 58(5), 2900-2926.
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Zhang, S. & Yuan, C. (2020). Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 151(4), 1278-1304.
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Bao, J., Wang, F., & Yuan, C. (2020). Limit theorems for additive functionals of path-dependent SDEs. Discrete & Continuous Dynamical Systems - A, 40(9), 5173-5188.
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Bao, J., Wang, F., & Yuan, C. (2020). Ergodicity for neutral type SDEs with infinite length of memory. Mathematische Nachrichten
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SUO, Y. & Yuan, C. (2020). Large deviations for neutral stochastic functional differential equations. Communications on Pure & Applied Analysis, 19(4), 2369-2384.
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Tan, L. & Yuan, C. (2019). Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Bulletin of Mathematical Sciences, 09(03), 1950006
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Hu, Y., Chen, H., & Yuan, C. (2019). Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Advances in Difference Equations, 2019(1)
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Hu, J. & Yuan, C. (2019). Strong convergence of neutral stochastic functional differential equations with two time-scales. Discrete & Continuous Dynamical Systems - B, 22(11), 1-18.
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Li, X., Song, G., Xia, Y., & Yuan, C. (2019). Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment. SIAM Journal on Applied Mathematics, 79(6), 2193-2217.
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Zhang, T., Chen, H., Yuan, C., & Caraballo, T. (2019). On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Discrete & Continuous Dynamical Systems - B, 22(11), 1-21.
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Shao, J. & Yuan, C. (2019). Stability of regime-switching processes under perturbation of transition rate matrices. Nonlinear Analysis: Hybrid Systems, 33, 211-226.
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Zhang, X. & Yuan, C. (2019). Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Open Mathematics, 17(1), 689-699.
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Bao, J., Huang, X., & Yuan, C. (2019). New regularity of kolmogorov equation and application on approximation of semi-linear spdes with Hölder continuous drifts. Communications on Pure & Applied Analysis, 18(1), 341-360.
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Bao, J., Wang, F., & Yuan, C. (2018). Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory. Stochastic Processes and their Applications
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Tan, L. & Yuan, C. (2018). Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Applied Mathematics and Computation, 338, 607-623.
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Li, X., Ma, Q., Yang, H., & Yuan, C. (2018). The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching. SIAM Journal on Numerical Analysis, 56(3), 1435-1455.
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Ji, Y. & Yuan, C. (2017). Tamed EM scheme of neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics, 326, 337-357.
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Bao, J., Yin, G., & Yuan, C. (2017). Stationary distributions for retarded stochastic differential equations without dissipativity. Stochastics, 89(2), 530-549.
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Bao, J., Shao, J., & Yuan, C. (2016). Approximation of Invariant Measures for Regime-switching Diffusions. Potential Analysis, 44(4), 707-727.
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Hu, K., Jacob, N., & Yuan, C. (2016). Existence and Uniqueness for a Class of Stochastic Time Fractional Space Pseudo-Differential Equations. Fractional Calculus and Applied Analysis, 19(1), 56-68.
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Bao, J., Yin, G., & Yuan, C. (2016). Two-time-scale stochastic partial differential equations driven by alpha-stable noise: averaging principles. Bernoulli, 23(1), 645-669.
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Bo, L. & Yuan, C. (2016). Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Stochastic Models, 32(3), 392-413.
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Fan, X. & Yuan, C. (2016). Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Statistics & Probability Letters, 110, 39-50.
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Yuan, C. & Bo, L. (2016). Stochastic delay differential equations with jump reflection: invariant measure.. Stochastics, 88(6), 841-863.
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Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic partial differential equations. Electronic Journal of Probability, 20(0)
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Shao, J. & Yuan, C. (2015). Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Journal of Mathematical Analysis and Applications, 425(2), 632-654.
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Bao, J. & Yuan, C. (2015). Large deviations for neutral functional SDEs with jumps. Stochastics An International Journal of Probability and Stochastic Processes, 87(1), 48-70.
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Zhang, X., Zhu, C., & Yuan, C. (2015). Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Advances in Difference Equations, 2015(1), 91
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Lan, G. & Yuan, C. (2015). Exponential stability of the exact solutions and EM approximations to neutral SDDEs with Markov switching. Journal of Computational and Applied Mathematics, 285, 230-242.
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Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic differential equations. Stochastic Processes and their Applications, 125(9), 3636-3656.
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Bao, J. & Yuan, C. (2014). Blow-up for Stochastic Reaction-Diffusion Equations with Jumps. Journal of Theoretical Probability
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Bao, J., Yin, G., & Yuan, C. (2014). Ergodicity for functional stochastic differential equations and applications. Nonlinear Analysis: Theory, Methods & Applications, 98, 66-82.
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Bao, J. & Yuan, C. (2014). Numerical approximation of stationary distributions for stochastic partial differential equations. Journal of Applied Probability, 51(3), 858-873.
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Bao, J., Yin, G., Yuan, C., & Wang, L. (2014). Exponential ergodicity for retarded stochastic differential equations. Applicable Analysis, 93(11), 2330-2349.
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Bao, J. & Yuan, C. (2014). Numerical analysis for neutral SPDEs driven by α-stable processes. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 17(04), 1450031
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Bao, J. & Yuan, C. (2013). Convergence rate of EM scheme for SDDEs. Proceedings of the American Mathematical Society, 141(9), 3231-3243.
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Hu, J., Mao, X., & Yuan, C. (2013). Razumikhin-Type Theorems on Exponential Stability of SDDEs Containing Singularly Perturbed Random Processes. Abstract and Applied Analysis, 2013, 1-12.
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Bao, J. & Yuan, C. (2013). Long-term behavior of stochastic interest rate models with jumps and memory. Insurance: Mathematics and Economics, 53(1), 266-272.
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Bao, J., Wang, F., & Yuan, C. (2013). Transportation Cost Inequalities for Neutral Functional Stochastic Equations. Zeitschrift für Analysis und ihre Anwendungen, 32(4), 457-475.
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Yuan, C. & Bao, J. (2013). ON THE EXPONENTIAL STABILITY OF SWITCHING-DIFFUSION PROCESSES WITH JUMPS. QUARTERLY OF APPLIED MATHEMATICS, LXXI(2), 311-329.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22787
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Bao, J., Wang, F., & Yuan, C. (2012). Bismut formulae and applications for functional SPDEs. Bulletin des Sciences Mathématiques
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BAO, J., Wang, F., & Yuan, C. (2012). DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs. Stochastics and Dynamics, 1250013
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Bao, J., Mao, X., & Yuan, C. (2012). Lyapunov exponents of hybrid stochastic heat equations. Systems & Control Letters, 61(1), 165-172.
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Hu, K., Jacob, N., & Yuan, C. (2012). On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes. Fractional Calculus and Applied Analysis, 15(1)
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Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
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Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
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Shao, J., Wang, F., & Yuan, C. (2012). Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Electronic Journal of Probability, 17(0)
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Wang, F. & Yuan, C. (2011). Harnack inequalities for functional SDEs with multiplicative noise and applications. Stochastic Processes and their Applications, 121(11), 2692-2710.
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Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
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Bao, J., Truman, A., & Yuan, C. (2011). Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. SIAM Journal on Control and Optimization, 49(2), 771-787.
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Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
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Bao, J., Truman, A., & Yuan, C. (2011). Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. SIAM Journal on Control and Optimization, 49(2), 771-787.
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Bao, J., Böttcher, B., Mao, X., & Yuan, C. (2011). Convergence rate of numerical solutions to SFDEs with jumps. Journal of Computational and Applied Mathematics, 236(2), 119-131.
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Lijun, B. & Yuan, C. (2011). A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Computers & Mathematics with Applications, 61(10), 3010-3016.
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Bao, J., Mao, X., Yin, G., & Yuan, C. (2011). Competitive Lotka–Volterra population dynamics with jumps. Nonlinear Analysis: Theory, Methods & Applications, 74(17), 6601-6616.
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Hou, Z., Bao, J., & Yuan, C. (2010). Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Journal of Mathematical Analysis and Applications, 366(1), 44-54.
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Yuan, C. & Yin, G. (2010). Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach. Journal of Mathematical Analysis and Applications, 368(1), 103-119.
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Wang, F. & Yuan, C. (2010). Poincaré Inequality on the Path Space of Poisson Point Processes. Journal of Theoretical Probability, 23(3), 824-833.
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Bao, J., Hou, Z., & Yuan, C. (2010). Stability in distribution of mild solutions to stochastic partial differential equations. Proceedings of the American Mathematical Society, 138(06), 2169-2180.
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Yuan, C. & Mao, X. (2010). Stability of Stochastic Delay Hybrid Systems with Jumps. European Journal of Control, 16(6), 595-608.
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Yin, G., Mao, X., Yuan, C., & Cao, D. (2010). Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. SIAM Journal on Mathematical Analysis, 41(6), 2335-2352.
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Jacob, N., Wang, Y., & Yuan, C. (2009). Stochastic differential delay equations with jumps, under nonlinear growth condition. Stochastics An International Journal of Probability and Stochastic Processes, 81(6), 571-588.
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Jacob, N., Wang, Y., & Yuan, C. (2009). Numerical Solutions of Stochastic Differential Delay Equations with Jumps. Stochastic Analysis and Applications, 27(4), 825-853.
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Yuan, C., Mao, X., & Lygeros, J. (2009). Stochastic hybrid delay population dynamics: Well-posed models and extinction. Journal of Biological Dynamics, 3(1), 1-21.
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Bao, J., Hou, Z., & Yuan, C. (2009). Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Statistics & Probability Letters, 79(15), 1663-1673.
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Bao, J., Truman, A., Yuan, C., & Yuan, C. (2009). Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 465(2107), 2111-2134.
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Mao, X., Shen, Y., & Yuan, C. (2008). Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Stochastic Processes and their Applications, 118(8), 1385-1406.
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Yang, Z., Mao, X., & Yuan, C. (2008). Comparison theorem of one-dimensional stochastic hybrid delay systems. Systems & Control Letters, 57(1), 56-63.
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Yuan, C. & Mao, X. (2008). A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations. Stochastic Analysis and Applications, 26(2), 325-333.
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Higham, D., Mao, X., & Yuan, C. (2007). Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM Journal on Numerical Analysis, 45(2), 592-609.
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Mao, X., Yin, G., & Yuan, C. (2007). Stabilization and destabilization of hybrid systems of stochastic differential equations. Automatica, 43(2), 264-273.
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Yuan, C. (2007). A note on numerical solutions of stochastic functional differential equations with Markovian switching.. Functional Differential Equations, 14, 161-172.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23931
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Yuan, C. (2007). Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales. Applied Mathematical Sciences, 1(42), 2063-2077.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23933
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Higham, D., Mao, X., & Yuan, C. (2007). Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Numerische Mathematik, 108(2), 295-325.
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Yuan, C. & Mao, X. (2006). Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales. Stochastic Analysis and Applications, 24(6), 1169-1184.
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Mao, X., Truman, A., & Yuan, C. (2006). Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Journal of Applied Mathematics and Stochastic Analysis, 2006, 1-20.
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Yuan, C. & Glover, W. (2006). Approximate solutions of stochastic differential delay equations with Markovian switching. Journal of Computational and Applied Mathematics, 194(2), 207-226.
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Yuan, C., Lygeros, J., & Yuan, C. (2006). Asymptotic Stability and Boundedness of Delay Switching Diffusions. IEEE Transactions on Automatic Control, 51(1), 171-175.
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Chenggui Yuan, ., Lygeros, J., & Yuan, C. (2005). On the exponential stability of switching diffusion processes. IEEE Transactions on Automatic Control, 50(9), 1422-1426.
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Yuan, C. (2005). Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching. Stochastic Analysis and Applications, 23(6), 1259-1276.
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Yuan, C. & Lygeros, J. (2005). Stabilization of a class of stochastic differential equations with Markovian switching. Systems & Control Letters, 54(9), 819-833.
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Mao, X., Yuan, C., & Zou, J. (2005). Stochastic differential delay equations of population dynamics. Journal of Mathematical Analysis and Applications, 304(1), 296-320.
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Yuan, C., Mao, X., & Yuan, C. (2005). Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence. Journal of Difference Equations and Applications, 11(1), 29-48.
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Mao, X., Yuan, C., & Yin, G. (2005). Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Journal of Computational and Applied Mathematics, 174(1), 1-27.
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Yuan, C. & Mao, X. (2004). Robust stability and controllability of stochastic differential delay equations with Markovian switching. Automatica, 40(3), 343-354.
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Yuan, C. & Mao, X. (2004). Stability in Distribution of Numerical Solutions for Stochastic Differential Equations. Stochastic Analysis and Applications, 22(5), 1133-1150.
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Yuan, C. & Mao, X. (2004). Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Mathematics and Computers in Simulation, 64(2), 223-235.
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Yuan, C. (2003). Stability in terms of two measures for stochastic differential equations with Markovian Switching. Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis, 10(6), 895-910.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23950
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Yuan, C., Zou, J., & Mao, X. (2003). Stability in distribution of stochastic differential delay equations with Markovian switching. Systems & Control Letters, 50(3), 195-207.
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Yuan, C. & Mao, X. (2003). Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Stochastic Processes and their Applications, 103(2), 277-291.
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Yuan, C. & Mao, X. (2003). Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales. Stochastic Analysis and Applications, 21(3), 737-751.
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Hou, Z., Yuan, C., Zou, J., Liu, Z., Luo, J., Liu, G., & Shi, P. (2003). Transient Distribution of the Length ofGI/G/NQueueing Systems. Stochastic Analysis and Applications, 21(3), 567-592.
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Bao, J., Shao, J., & Yuan, C. (n.d.) Invariant Measures for Path-Dependent Random Diffusions. ArXiv: 1706.05638SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36619
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Bao, j., Song, Q., Yin, G., & Yuan, C. (n.d.) A Strong Limit Theorem for Two-Time-Scale Functional Stochastic Differential Equations.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23974
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Huang, X., Suo, Y., & Yuan, C. (n.d.) Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by $$\alpha $$-stable noise and applications. Numerical Algorithms
Llyfrau Awdurol
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Bao, J., Yin, G., & Yuan, C. (2016). Asymptotic Analysis for Functional Stochastic Differential Equations Springer.
Goruchwyliaeth
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Untitled (cyfredol)
PhDGoruchwyliwr arall: Prof Eugene Lytvynov -
Solving Polynomial Systems for Feedback Control (cyfredol)
PhDGoruchwyliwr arall: Dr Nelly Villamizar -
Convergence of approximate solutions of SDEs (cyfredol)
PhDGoruchwyliwr arall: Prof Eugene LytvynovGoruchwyliwr arall: Prof Feng-Yu Wang
Modiwlau a Addysgir
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MA-004 Fundamental Geometry
This module introduces some essential geometric tools covering the basics of trigonometry, coordinate geometry, vectors and matrices.
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MA-192 Probability and Statistics
The module is an introductory course on applied statistics. It will cover a variety of statistical tests, criteria for choosing appropriate tests, and the use of statistical software in dealing with large data sets.
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MA-252 Probability Theory
An introduction to fundamental probabilistic concepts and methods such as probability spaces, expectation and variance of random variables, independence, law of large numbers.
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MA-D00 Mathematics Masters Dissertation
A research project selected from an area of expertise of a member of staff in the Department of Mathematics. It will enable the students to develop an enquiring, analytical critical and creative approach to problem identification and solution. The project will typically focus on a subject area related to one of the taught modules in the MSc scheme.
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MA-D01 Actuarial Science Masters Dissertation
A research project selected from an area of Actuarial Science. It will enable the students to develop an enquiring, analytical critical and creative approach to problem identification and solution. The project will typically focus on a subject area related to one of the taught modules in the MSc scheme.
Grantiau a Phrosiectau Allweddol
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Functional differential equations to nature systems 2017 - 2019
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Interactions between sources of environment change: How do resource equality and coloured environments drive multi-tropic eco-evolutionary dynamics 2016 - 2019
Hanes Gyrfa
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Cydymaith Ymchwil, Prifysgol Caergrawnt
2003 - 2004
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Darlithydd, Prifysgol Abertawe
2004 - 2008
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Uwch-ddarlithydd, Prifysgol Abertawe
2008 - 2011
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Darllenydd, Prifysgol Abertawe
2011 - 2016
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Athro, Prifysgol Abertawe
2016 - Presennol
Ymgysylltu Cyhoeddus
2017-presennol: Golygydd Cyswllt, Nonlinear Analysis: Hybrid Systems
2019-presennol: Golygydd Cyswllt, Numerical Algorithms
2019-presennol: Golygydd Cyswllt, Discrete & Continuous Dynamical Systems
Cyflwyniadau, Darlithoedd a Chynadleddau a wahoddwyd
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The 15th international workshop on Markov processes and related topics
2019
Prifysgol Jilin, Changchuan, Tsieina
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The 14th international workshop on Markov processes and related topics
2018
Prifysgol Sichuan, Chengdu, Tsieina
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The Ecological and Biological Systems
2018
Prifysgol Minnesota
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The Bielefeld-Edinburgh-Swansea Stochastic Spring
2018
Prifysgol Bielefeld
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The Bielefeld Stochastic Summer
2017
Prifysgol Bielefeld
-
The 13th international workshop on Markov processes and related topics
2017
Prifysgol Wuhan, Wuhan, Tsieina
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Beijing-London-Swansea Workshop
2016
Beijing Normal University, Beijing, Tsieina
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Stochastic Analysis and Related Topics
2016
Tu Dresden, Dresden
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The 12th international workshop on Markov processes and related topics
2016
Jiangsu Normal University, Xuzhou, Tsieina