Andrew Stuart Professor of Mathematics   Office: D2.01 Phone: +44 (0)24 7652 2685 Email:

Andrew Stuart's homepage

Research Interests: Applied and computational mathematics

Sample of recent publications:

J.Mattingly, A.M.Stuart, D.J.Higham, Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.  Stoch. Proc. and Applics, 101, (2002), 185 - 232

D.J. Higham, X. Mao and A.M. Stuart,  Strong Convergence of Numerical Methods for Nonlinear Stochastic Differential Equations. SIAM J. Num. Anal, 40, (2002), 1041 - 1063

H. Sigurgeirsson and A.M. Stuart,  A model for preferential concentration. Physics of Fluids, 14, (2002), 4352 - 4361

A.M.Stuart, P Wiberg and J. Voss.  Conditional path sampling of SDEs and the Langevin MCMC method.  Comm. Math. Sciences, 199, (2004), 279 - 316

M.Hairer, J.Voss, A.M.Stuart, Analysis of SPDEs arising in path sampling part II: The nonlinear case. The Annals of Applied Probability, 17 (2007), 1657 - 1706

Research grants:

HEFCE A Multi-Disciplinary Centre for Scientific Computing (21.3.2001 - 30/04/2002)

EPSRC Adaptive Algorithims for SDEs: visit to Stanford (01/06/2002 -  01/11/2002)

Royal Society Algorithims for extracting effective macrocopic dynamics: analaysis & development. (01/10/2002 - 30/09/2003)

EPSRC Algorithims for extracting effective macrocopic dynamics (01/10/2002 - 30/09/2005)

Office for Naval Reseach  Lagrangian date Assimilation: A Bayesian Approach (15.5.2005 - 14.5.2008)

EPSRC Langevin Algorithms - Questions at the Numerical analysis/Applied Probability Interface (1.10.2005 - 31.3.2008)

EPSRC The Centre for Discrete Mathematics & its Applications - CDMA (01/10/2006 - 30/09/2012)