Dr Andrew Duncan
PhD Mathematics, University of Warwick (advisor: Andrew Stuart); MSc in Scientific Computing, University of Warwick; MSc in Mathematics, University of Malta; BSc Honours (Mathematics and Computer Science), University of Malta.
Andrew now holds a faculty position in the School of Mathematical and Physical Sciences at the University of Sussex. The information below was of relevance whilst a postdoctoral research associate in the Complex Multiscale Systems group.
I am a Postdoctoral Research Associate working jointly in the Departments of Mathematics and Chemical Engineering at Imperial College, currently working with Prof. Grigorios Pavliotis and Prof. Serafim Kalliadasis. Prior to this, I was a postdoctoral research assistant in the Wolfson Center for Mathematical Biology at the University of Oxford, working with Prof. Radek Erban.
I completed my PhD at the University of Warwick under the supervision of Prof. Andrew Stuart. The main topic of my research was the derivation of stochastic models for protein transport on rough and/or rapidly fluctuating cellular membranes, using methods such as stochastic homogenization to coarse grain these models. Prior to this, I had completed an MSc in Scientific Computing also at the University of Warwick, and earlier a MSc in Mathematics from the University of Malta where I studied some problems related to Quantum Logic.
My interests lie generally within the intersection between Computation, Analysis and Probability, with a particular focus on applications in Biology and Chemistry, particularly systems involving stochasticity and/or multiple scales. These include the analysis and construction of MCMC-based methods for sampling from probability distributions, coarse graining of stochastic models involving multiple scales, classical and stochastic homogenization of PDEs and SDEs, and the Bayesian formulation of inverse problems.
- Duncan AB, Elliott CM, Pavliotis GA, Stuart AM et al., A Multiscale Analysis of Diffusions on Rapidly Varying Surfaces, Journal of Nonlinear Science 25, 389-449 (2015)
- Duncan AB, Homogenization of Lateral Diffusion on a Random Surface, Multiscale Modeling & Simulation 13, 1478-1506 (2015)
- Duncan AB, Pavliotis GA, Lelievre T, Variance Reduction using Nonreversible Langevin Samplers, Journal of Statistical Physics 163, 457-491 (2016)