Dr. Michela Ottobre
Associate Professor (Reader) in Mathematics
Heriot
Watt University
Mathematics Department
Colin Maclaurin Building, Room T.14
Edinburgh, EH14 4AS
Email m.ottobre@hw.ac.uk
Office number +44 (0)131 451 3232
- Research interests: In broad terms, my research interests concern all the
mathematical problems
involving an interplay between probability (mainly
stochastic analysis) and analysis, with applications to statistical mechanics and uncertainty quantification.
In particular,
- (Degenerate) Diffusion Processes - in particular hypoelliptic and UFG-type diffusions
- Diffusion processes with several invariant measures
- Theory of Markov Semigroups
- Markov Chain Monte Carlo methods
- Statistical Mechanics
- Stochastic Analysis
- Anomalous diffusion and random environments
- Collective dynamics, Interacting Particle Systems and Self-Organization
- Nonlinear diffusions (nonlinear in the sense of McKean)
- POSTDOC POSITION AVAILABLE in applied stochastics/applied analysis.
Project details can be found
here ; the link to apply is
here
Warning: I am doing some cleaning up of this webpage,
for a bit it might be not so accurate.
- Publications (partially updated 03/2020)
- Some Invited Talks
- Education and Previous Positions
- EDITORIAL BOARD of the AIMS Journal
Foundations of Data Science
- AWARDS
- Chapman Fellowship (2013)
- Whittaker Prize of the Edinburgh Mathematical Society (2019)
- Leverhulme Research Project Grant 2020-2022
- WORKSHOP and CONFERENCE ORGANIZATION
In reverse chronological order:
- Teaching:
1.
Advanced PhD course:
Markov chain Monte Carlo Methods Winter 2017
1.
Mathematics workshop, Second Year Mathematics Winter 2017
1.
Advanced PhD course:
Theory of Diffusion Processes Autumn 2015, Winter 2018, Autumn 2018
2.
Introductory Mathematics for Economics Autumn
2015
3.
Applied Stochastic Processes Autumn 2013
4.
Functional
Analysis Autumn 2012
5.
Civil Engineering II
Autumn 2011
6.
LaTeX
spring 2012 and 2014
Since the mathematicians have invaded the theory of
relativity,
I do not understand it myself anymore.
—Albert Einstein (1879-1955)