Michela Ottobre

Dr

  • Edinburgh

    United Kingdom

Accepting PhD Students

PhD projects

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

20112020

Research output per year

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Research Output

  • 15 Article
  • 1 Conference contribution

Reversible and non-reversible Markov chain Monte Carlo algorithms for reservoir simulation problems

Dobson, P., Fursov, I., Lord, G. & Ottobre, M., Jun 2020, In : Computational Geosciences. 24, 3, p. 1301-1313 13 p.

Research output: Contribution to journalArticle

Open Access
File
  • 3 Downloads (Pure)

    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
    17 Downloads (Pure)

    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

    Open Access
    File
  • 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
    8 Downloads (Pure)

    Prizes

    Sir Edmund Whittaker Memorial Prize

    Michela Ottobre (Recipient), 2019

    Prize: Prize (including medals and awards)

    Whittaker Prize

    Michela Ottobre (Recipient), Oct 2019

    Prize: Prize (including medals and awards)