Michela Ottobre

Dr

Accepting PhD Students

PhD projects

- Numerical Methods for SDEs - Averaging and homogenization - Modelling of collective motion

20112019
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Fingerprint Dive into the research topics where Michela Ottobre is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Infinite Dimensions Mathematics
Hypoelliptic Operators Mathematics
Ergodicity Mathematics
Smoothing Mathematics
Ornstein-Uhlenbeck Operator Mathematics
Generator Mathematics
Optimal Scaling Mathematics
Markov Semigroups Mathematics

Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2011 2019

  • 14 Article
  • 1 Conference contribution

A non-linear kinetic model of self-propelled particles with multiple equilibria

Buttà, P., Flandoli, F., Ottobre, M. & Zegarlinski, B., 31 Aug 2019, In : Kinetic and Related Models. 12, 4, p. 791-827

Research output: Contribution to journalArticle

Diffusion Limit for the Random Walk Metropolis Algorithm out of stationarity

Kuntz, J., Ottobre, M. & Stuart, A. M., 1 Aug 2019, In : Annales de l'institut Henri Poincare (B) Probability and Statistics. 55, 3, p. 1599-1648 50 p.

Research output: Contribution to journalArticle

Open Access
File

Optimal scaling of the MALA algorithm with irreversible proposals for Gaussian targets

Ottobre, M., Pillai, N. S. & Spiliopoulos, K., 10 Jul 2019, In : Stochastics and Partial Differential Equations: Analysis and Computations. p. 1-51 51 p.

Research output: Contribution to journalArticle

Optimal Scaling
Target
Markov Chain Monte Carlo Algorithms
Stochastic Equations
Discretization

Non-stationary phase of the MALA algorithm

Kuntz, J., Ottobre, M. & Stuart, A. M., Sep 2018, In : Stochastics and Partial Differential Equations: Analysis and Computations. 6, 3, p. 446–499 54 p.

Research output: Contribution to journalArticle

Open Access
File
Infinite Dimensions
generators
Generator
operators
Heat Bath

Prizes

Sir Edmund Whittaker Memorial Prize

Michela Ottobre (Recipient), 2019

Prize: Prize (including medals and awards)