Sergey Dolgov

Department of Mathematical Sciences

Dr Sergey Dolgov

Research interests:

  • Numerical linear algebra and scientific computing
  • Approximation and reduction of multivariate functions and tensors
  • Probabilistic and quantum modelling

Sergey’s research is in numerical linear algebra and scientific computing, with the primary focus on fast numerical solution of problems in high dimensions. Examples include partial differential equations with many coordinates in statistical and quantum mechanics (such as the Fokker-Planck and Schroedinger equations), as well as uncertainty quantification and statistical inverse problems. The central approach is based on approximation of multivariate functions using the separation of variables, which turns into low rank matrix and tensor decompositions on discrete level. However, Sergey is also looking for synergies of the tensor decompositions and other techniques, such as Monte Carlo methods and parallel algorithms for linear algebra.



Sergey Dolgov on the University of Bath Research Portal

Sergey Dolgov webpage

Lead Supervisors

Federico Cornalba

Department of Mathematical Sciences

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

Department of Mathematical Sciences

  • Generalised Linear Models: Modelling, Approximate Methods, Value of Information
  • Spatial and Spatial-Temporal Geostatistics: Modelling, Sampling Design
  • Time Series: Modelling, Sequential Analysis
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Yury Korolev

Department of Mathematical Sciences

  • Inverse problems and imaging
  • Machine learning in infinite dimensions
  • Non-smooth variational problems
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