Dr Simon J.A. Malham


Research

If you would like to know more or are interested in doing a PhD, email me (see address above)..


Publications

  1. Bartuccelli, M.V., Gibbon, J.D. and Malham, S.J.A. 1993, Lattice methods and the pressure field for solutions of the Navier-Stokes equations (pdf), Nonlinearity 6(1), pp. 79-92.
  2. Bartuccelli, M.V., Doering, C.R., Gibbon, J.D. and Malham, S.J.A. 1993, Length scales in solutions of the Navier-Stokes equations (pdf), Nonlinearity 6(4), pp. 549-568.
  3. Malham, S. and Xin, J. 1998, Global solutions to a reactive Boussinesq system with front data on an infinite domain (pdf), Comm. Math. Phys. 193(2), pp. 287-316.
  4. Balmforth, N.J., Craster, R.V. and Malham, S.J.A. 1999, Unsteady fronts in an autocatalytic system (pdf), Proc. R. Soc. Lond. A 455, pp. 1401-1433.
  5. Malham, S.J.A. and Oliver, M. 2000, Accelerating fronts in autocatalysis (pdf) , Proc. R. Soc. Lond. A 456, pp. 1609-1624.
  6. Ford, R., Malham, S.J.A. and Oliver, M. 2002, A new model for shallow water in the low Rossby-number limit (pdf) , JFM 450, pp. 287-296.
  7. Aparicio, N.D., Malham, S.J.A. and Oliver, M. 2005, Numerical evaluation of the Evans function by Magnus integration (pdf), BIT 45, pp. 219-258.
  8. Lord, G., Malham, S.J.A. and Wiese, A. 2008, Efficient strong integrators for linear stochastic systems (arxiv link), SIAM J. on Numerical Analysis 46(6) (2008), pp. 2892-2919.
  9. Malham, S. and Niesen, J., Evaluating the Evans function: order reduction in numerical methods (arxiv link), Math. Comp. 77 (2008), pp. 159-179.
  10. Malham, S.J.A. and Wiese, A., Stochastic Lie group integrators (arxiv link), SIAM J. Sci. Comput. 30 (2) (2008), pp. 597-617.
  11. Ledoux, V., Malham, S.J.A. and Thummler, V., Grassmannian spectral shooting (arxiv link), Math. Comp. 79 (2010), pp. 1585-1619.
  12. Malham, S.J.A. and Wiese, A., Chi-square simulation of the CIR process and the Heston model (arxiv link), International Journal of Theoretical and Applied Finance 16(3) (2013).
  13. Ledoux, V., Malham, S.J.A., Niesen, J. and Thummler, V., Computing stability of multi-dimensional travelling waves (arxiv link), SIAM J. on Applied Dynamical Systems 8(1) (2009), pp. 480-507.
  14. Malham, S.J.A. and Wiese, A., Stochastic expansions and Hopf algebras (arxiv link), Proc. R. Soc. A 465 (2009), pp. 3729-3749. doi:10.1098/rspa.2009.0203
  15. Malham, S.J.A. and Wiese, A., Efficient almost-exact Levy area sampling (arxiv link), Statistics and Probability Letters 88 (2014), pp. 50-55.
  16. Ebrahimi-Fard, K., Lundervold, A., Malham, S.J.A., Munthe-Kaas, H. and Wiese, A., Algebraic structure of stochastic expansions and efficient simulation (arxiv link), Proc. R. Soc. A 468 (2012), pp. 2361-2382.
  17. Curry, C., Ebrahimi-Fard, K., Malham, S.J.A. and Wiese, A., Levy processes and quasi-shuffle algebras (arxiv link), Stochastics 86(4) (2014) pp. 632-642.
  18. Beck, M. and Malham, S.J.A. 2014, Computing the Maslov index for large systems (arxiv link), Proc. Am. Math. Soc. (doi.10.1090/S0002-9939-2014-12575-5).
  19. Karambal, I. and Malham, S.J.A., Evans function and Fredholm determinants, (arxiv link), Proc. R. Soc. A:2015471 20140597;DOI: 10.1098/rspa.2014.0597. Published 14 January 2015.
  20. Ebrahimi-Fard, K., Malham, S.J.A., Patras, F. and Wiese, A., Flows and stochastic Taylor series in Ito calculus, (arxiv link), 2015 J. Phys. A: Math. Theor. 48: 495202 doi:10.1088/1751-8113/48/49/495202
  21. Ebrahimi-Fard, K., Malham, S.J.A., Patras, F. and Wiese, A., The exponential Lie series for continuous semimartingales, (arxiv link), Proc. R. Soc. A :2015 471 20150429; DOI: 10.1098/rspa.2015.0429. Published 16th December 2015.
  22. Curry, C., Ebrahimi-Fard, K., Malham, S.J.A. and Wiese, A., Algebraic structures and stochastic differential equations driven by Levy processes, (arxiv link), Submitted 2015.

Unpublished manuscripts/reviews/notes/thesis

  1. Malham, S.J.A., Regularity assumptions and length scales for the Navier-Stokes equations, PhD Thesis (July 1993), 129 pages.
  2. Malham, S.J.A., An introduction to asymptotic analysis, Lecture notes (Nov 2005), 56 pages.
  3. Malham, S.J.A., Differential equations and linear algebra, Lecture notes (March 2008), 95 pages.
  4. Ledoux, V. and Malham, S.J.A., Spectral shooting is Schubert calculus, Unpublished working manuscript (Nov 2009), 14 pages.
  5. Ledoux, V. and Malham, S.J.A., Introductory Schubert calculus, Review notes (v1: Jan 2010; v2: Sept 2010), 18 pages.
  6. Malham, S.J.A. and Wiese, A., An introduction to SDE simulation, Lecture notes (Feb 2010), 27 pages.
  7. Karambal, I., Ledoux, V., Malham, S.J.A. and Niesen, J., Introductory Fredholm theory and computation, Review notes (v1: Nov 2010; v2: Aug 2014), 16 pages.
  8. Malham, S.J.A., Fundamental functional analysis, Lecture notes (Aug 2011), 7 pages.
  9. Malham, S.J.A., A Navier-Stokes equations regularity tutorial and solutions, Tutorial notes (Sept 2011), 4 pages.
  10. Malham, S.J.A., Summary: Constantin and Fefferman's regularity result, Summary lecture notes (April 2015), 6 pages.
  11. Malham, S.J.A., An introduction to Lagrangian and Hamiltonian mechanics, Lecture notes (Aug 2016), 87 pages. (Complete detailed solutions available on request.)
  12. Malham, S.J.A., Introductory fluid mechanics, Lecture notes (Sept 2014), 74 pages. (Complete detailed solutions available on request.)

Miscellaneous


Last updated: 23rd August 2016. simonm [at] ma.hw.ac.uk

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