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Publications

My research lies in stochastic analysis with connections to geometry, analysis, and numerics, and with a particular interest in hypoelliptic operators and hypoelliptic diffusion processes on manifolds. Hypoelliptic operators arise naturally in the study of dynamical systems where noise has a lower dimension than the dynamics it enters. Examples for such dynamical systems are constrained physical systems, where the motion of particles or objects is restricted along a set of admissible paths. In my PhD thesisLink opens in a new window, I studied sub-Riemannian diffusions, a special class of hypoelliptic diffusion processes, on manifolds.

In this workLink opens in a new window, I derived a polynomial approximation for Brownian motion and show that the associated fluctuations follow a semicircle law. As discussed in Brownian paths and random polynomialsLink opens in a new window, the polynomial approximation was subsequently implemented into MATLAB by Nick Trefethen as a Chebfun Example. The last figure in that article further illustrates the semicircle law for the fluctuation process.


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Preprints


Proceedings


Theses


Other writings

  • Sub-Riemannian diffusions. CCA mini-project, Working paper, 2014
  • Gaussian beams and the propagation of singularitiesLink opens in a new window, with Dominic Dold and Ellen Powell. Final assignment for the CCA graduate course Analysis of Partial Differential Equations, 2014
  • Numerical evolutions of spherically symmetric spacetimes with the modified Cartoon method. CCA mini-project, Working paper, 2014

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