Staff
Federico Cornalba

Department of Mathematical Sciences

Dr Federico Cornalba

Federico’s research sits at the intersection between stochastic analysis, numerical analysis, and PDE theory. Primarily, he is interested in describing large-scale interacting particle systems (these are ubiquitous in a whole range of applications in physics, social/opinion dynamics, and more) by using equivalent continuous models (often in the form of stochastic equations). These continuous models are, in general, more tractable than the particle models they stem from, especially when it comes to computational costs and specific interpretability features. He deploys methods from stochastic analysis, numerical analysis, and PDE theory to study relevant aspects of these continuous models. He is also interested in Machine Learning tools: so far, he has researched Deep Reinforcement Learning methods for asset-trading applications.

Research interests:

  • Modelling of large-scale interacting particle systems
  • Analysis and numerics of stochastic PDEs of Fluctuating Hydrodynamics
  • Reinforcement Learning methods

 

LINKS:

Federico Cornalba on the University of Bath Research Portal

Lead Supervisors

Eric Hester

  • Asymptotic analysis of PDEs
  • Spectral algorithms for numerical PDE solvers
  • Multiphase fluid mechanics
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Stephen Wilson

Department of Mathematical Sciences

  • Fluid mechanics, especially thin-film flows, rivulets and evaporating droplets.
  • Non-Newtonian fluid mechanics, especially liquid crystals and thixotropic fluids.
  • More generally, the use of a range of mathematical (namely asymptotic, analytical and numerical) methods to bring new insights into a wide range of “real world” problems.
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Michael Murray

Department of Mathematical Sciences

  • Optimization: implicit regularization, geometry of the loss landscape
  • Generalization: benign and tempered overfitting, phase transitions in performance with respect to compute and data
  • Understanding emerging paradigms in ML, e.g., in-context learning, transformers etc.
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Avi Mayorcas

Department of Mathematical Sciences

  • Regularisation by noise in stochastic partial and ordinary differential equations
  • Stochastic quantisation of physical field theories
  • Game theory and mean field dynamics in macroeconomics and finance
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Christoforos Panagiotis

Department of Mathematical Sciences

  • Percolation and lattice spin models
  • Probability on groups
  • Self-avoiding walk
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Matthew Schrecker

Department of Mathematical Sciences

  • Analysis of Partial Differential Equations
  • Fluid dynamics (especially free boundary problems and nonlinear singularity formation)
  • Shock waves (their formation, structure and dynamics)
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Haiyan Zheng

Department of Mathematical Sciences

  • Adaptive designs in clinical trials
  • Bayesian data augmentation
  • Finite mixture distributions
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Andreas Kyprianou

Andreas was instrumental in the development of SAMBa and was Co-Director from its inception until the end of 2022. He has left the University of Bath to take up the role of Chair of Probability at the University of Warwick.

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Jennifer Tweedy

Department of Mathematical Sciences

  • Mathematical medicine
  • Fluid mechanics
  • Mathematical modelling
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Thomas Burnett

Department of Mathematical Sciences

Tom’s research interest is in medical statistics, with a particular focus on the design and analysis of adaptive clinical trials.

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