Swansea's Mathematics Department hosts a research group in the area of Stochastic Processes and Stochastic Analysis which has an outstanding international reputation and is recognized to contribute to the U.K.'s world leadership in this field of pure mathematics.

Professor Eugene Lytvynov (Swansea) is Cluster Co-ordinator of the group E-mail

Members of this group include:

Prof S Adhikari (Swansea) Prof N Leonenko (Cardiff) Dr A Potrykus (Swansea) Dr C Yuan (Swansea)
Dr C Li (Swansea) Dr I Rodionova (Swansea) Dr W Zhao (Cardiff)
Dr I Davies (Swansea) Prof E Lytvynov (Swansea) Prof A Truman (Swansea) Dr Y Feng (Swansea)
Dr M Kelbert (Swansea) Prof F-Y Wang (Swansea) Prof J Gough (Aberystwyth) Dr A Neate (Swansea)
Dr J L Wu (Swansea) Prof N Jacob (Swansea) Dr C Koestler (Aberystwyth) Prof D Williams FRS (Swansea)
Dr Z Sobol (Swansea) Dr K Evans (Swansea) Prof R Gohm (Aberystwyth) Dr D Burgarth (Aberystwyth)

Although we expect that research in pure mathematics will benefit from activities of this Cluster the emphasis will be on collaborative work with other fields. Already now there are three research areas flagged up:

  • Random Medium Mechanics
  • Probabilistic Methods in Computational Engineering
  • Stochastic Processes Applied to Problems in Astrophysics

The partners in the first project include several mathematicians from Swansea, especially Dr. I.Davies, and the research group led by Prof. R.Owens and Dr.Y.Feng from Swansea's School of Engineering.

The arrival of Prof. S.Adhikari in Swansea's School of Engineering has given a further boost in this type of collaboration. Whereas on the research side the second project will concentrate on more general aspects, for example stochastic finite elements, it is also envisaged to build up a joint MRes with Swansea's mathematicians.

Modern problems in astrophysics as considered by Prof. L.Grishchuk in Cardiff's School of Physics led to probabilistic problems whose solutions require rather sophisticate modern mathematics, in particular spectral theory and statistical inference of tensor random fields on a sphere. Several mathematicians including Prof. N. Leonenko from Cardiff and colleagues from Swansea have started to become interested in these problems and will try to provide mathematical expertise.

It is the aim to support these activities by WIMCS Research Fellows and their work should enhance even more the collaboration.

Probabilistic Methods in Fluids is a topic of research in both Swansea's School of Engineering and Swansea's Department of Mathematics. - In fact both partners run a very successful international workshop in 2002. We assume that very soon this will become a further area of collaboration within this Cluster.

Most important for the success of our work will be : talking, talking, talking and to listen. Moreover we want to make some efforts to raise the next generation. Typical activities will include Cluster meetings, a visitor programme, schools for postgraduates and postdocs, workshops and conferences.

The cluster poster prepared for the International Review 2010 is here

The details of the partners and resources granted for this cluster are given below.

Partner Resource Person Years
Cardiff Research Fellows 7
Swansea Professors 4
Swansea Research Fellows 4

Wales Institute of Mathematical and Computatuional Sciences