(Mathematics) Fully-funded Engineering and Physical Sciences Research Council (EPSRC) PhD Scholarship 2021/22.

Project Supervisors:

Closing date: Sunday 31 January 2021

Start date: 1 October 2021

Project description:

Stochastic differential equations is a rapidly developing research topic with diverse applications to real-life problems. The project will investigate stochastic differential equations both in classical and noncommutative frameworks. The aim is to approximate white noise (classical or noncommutative) through the orthogonal decomposition of the L^2-space in terms of multiple stochastic integrals. The project may include the cases of Brownian motion, alpha-stable processes, point processes (Poisson and beyond), random matrices, and noncommutative processes arising in free and q-deformed probability. Depending on the applicant’s background and interests, the research studies can be more probabilistic, or analytic, or computational.


Candidates must have a First, Upper Second Class Honours or a Master’s degree with Merit, in a relevant discipline. Informal enquiries before the deadline for formal applications are welcome by emailing e.lytvynov@swansea.ac.uk or j.l.wu@swansea.ac.uk

For candidates whose first language is not English, we require IELTS 6.5 (with 6.0 in each component) or equivalent. Please visit our website for a list of acceptable English language tests. We prefer candidates to have already met the English Language requirements at the point of application, although this is not a requirement.


This is a three-year fully-funded EPSRC scholarship, which covers UK tuition fees and an annual stipend of £15,285 (2020-21), and is intended to be assigned competitively to either project EPSRC 31A or 31B. Research Training Support Grant of £1,000 per annum is also provided.


In addition to home/UK students, international and EU students are eligible to apply for these studentships but should note that they may have to pay the difference between the home UKRI fee and the institutional international student fee.

How to apply:

Candidates must complete and submit the following documentation by the stated deadline. To apply for this studentship, please download and complete the research scholarship application form and Equality, Diversity and Inclusion Form and return them to the College of Science with the following:

  • Academic References – all scholarship applications require two supporting references to be submitted. Please ensure that your chosen referees are aware of the funding deadline, as their references form a vital part of the evaluation process. Please either include these with your scholarship application or ask your referees to send them directly to science-scholarships@swansea.ac.uk
  • Academic Transcripts and Degree Certificates – academic transcripts and degree certificates must be submitted along with the scholarship application by the funding deadline. We will be using these to verify your academic qualifications.
  • A recent CV

Candidates should use the ‘Supplementary Personal Statement’ section of the application form to explain why the award they are applying for particularly matches their skills and experience and how they would choose to develop the project.

Please email the documents to science-scholarships@swansea.ac.uk and put ‘EPSRC 31 A MATH SCHOLARSHIP 2021-2022’ in the email subject header.