Math @ Duke

Jonathan C. Mattingly, Professor of Mathematics and Statistical Science
 Contact Info:
Teaching (Spring 2016):
 MATH 69040.01, TOPICS IN PROBABILITY
Synopsis
 Gross Hall 318, WF 01:25 PM02:40 PM
 Office Hours:
 TBA
 Education:
Ph.D.  Princeton University  1998 
M.A.  Princeton University  1996 
Auditor  ENS Lyon  1993 
B.S.  Yale University  1992 
High School Diploma  NCSSM  1988 
 Specialties:

Probability
Applied Math Analysis Mathematical Physics
 Research Interests: Applied mathematics, Probability, Ergodic Theory, Stochastic partial differential equations, Stochastic dynamical systems, Stochastic Numerical methods, Fluids
 Areas of Interest:
Ergodic theory Truly infinite dimensional behabior in SPDEs Scaling limited of algorithems used in simulation and data analysis Probabilistic algorithms for large data Stabilization of dynamics my noise scaling limits of stochastic algorithms
 Keywords:
Differential equations, Nonlinear • Ergodic theory • Evolution • Fluid mechanics • Folic Acid • Invariant measures • Lyapunov functions • Malliavin calculus • Mixing • Models, Biological • Nonequilibrium statistical mechanics • Nonlinear Dynamics • Probability Theory • Random dynamical systems • Stochastic analysis • Stochastic differential equations • Stochastic partial differential equations • Stochastic Processes • Turbulence
 Curriculum Vitae
 Current Ph.D. Students
(Former Students)
 Postdocs Mentored
 Herzog David (August, 2011  present)
 Avanti Athreya (2009  2011)
 Oliver Diaz Espinosa (2009  2011)
 Matthias Heymann (September, 2007  August, 2010)
 Boumediene Hamzi (September, 2007  June, 2010)
 Scott McKinley (September 1, 2006  June 1, 2010)
 David Anderson (September, 2005  December, 2005)
 Yuri Bakhtin (2004)
 Undergraduate Research Supervised
 (Paul) Yang Ziquan (June, 2013  present)
 Steve Siyang Wang (June, 2013  November, 2013)
 Christy Vaughn (January, 2013  present)
 Representative Publications
(More Publications)
 with Natesh S. Pillai, Andrew M. Stuart, Diffusion Limits of the Random Walk Metropolis Algorithm in High Dimensions,
Annals of Applied Probability
(June, 2011) [1003.4306] [abs]
 with Martin Hairer, Yet another look at Harris' ergodic theorem for Markov chains
(August, 2008) [arXiv:0810.2777] [abs]
 with David P. Herzog, NoiseInduced Stabilization of Planar Flows II
(Submitted, April, 2014) [arXiv:1404.0955]
 with David P. Herzog, NoiseInduced Stabilization of Planar Flows I
(Submitted, April, 2014) [arXiv:1404.0957]
 with Sean D. Lawley and Michael C. Reed, Stochastic switching in infinite dimensions with applications to random parabolic PDEs
(Submitted, 2014) [arXiv:1407.2264] [abs]
 with Christy Vaughn, Redistricting and the Will of the People
(Preprint, October, 2014) [pdf] [abs]
 Recent Grant Support
 BIGDATA:F: Scalable Bayes uncertainty quantification with guarantees, National Science Foundation, 1546130, 2015/112019/10.
 Analysis and design of robust rare event simulation methods for protein folding and d, University of Chicago, FP055408, 2013/082018/07.
 EMSW21RTG:, National Science Foundation, DMS0943760, 2010/092016/08.
 Multiscale Analysis of Dynamic Graphs, Office of Naval Research, N00014121060101, 2012/082016/07.
 FRG: Collaborative Proposal:, National Science Foundation, DMS0854879, 2009/062013/05.
 MULTISCALE ANALYSIS OF DYNAMIC GRAPHS, Office of Naval Research, N000141210601, 2012/04.
 Visitinig Member, Institut Universitaire de France, 2004/05.
 Conferences Organized
 Organized invited session at SPA2013. August 2013, August, 2013
 Co Organizer (with Amarjit Budhiraja ) : Seminar on Stochastic Processes 2013. March 2013, Co Organizer (with Amarjit Budhiraja ), March, 2013
 Local Orgnaizer (with Rick Durrett) : Woman in Probability III. October 2012, Local Orgnaizer (with Rick Durrett), October, 2012
 SAMSI Stochastic Dynamics tradition workshop. November 2010, November, 2010
 MFO week long school on ergodic theory. October 2010, October, 2010
 local liaison/Organizer SAMSI year on stochastic dynamics. 2009  2010, 2009  2010
 SAMSI Opening Workshop for Stochastic Dynamics. August 2009, August, 2009
 AIM conference: Stochastic numerics methods and application, October, 2007
 Organizer MSRI semster program, December 30, 2006  May 30, 2007
 MSRI: Mathematical Issues in Stochastic Approaches for Multiscale Modeling, May 21, 2007  May 26, 2007
 Minisymposium, SIAM dynamical systems meeting, May, 2007
 MSRI: Stochastic Dynamical Systems and Control, March 26, 2007  February 30, 2007


dept@math.duke.edu
ph: 919.660.2800
fax: 919.660.2821
 
Mathematics Department
Duke University, Box 90320
Durham, NC 277080320

