Tim Sullivan

Junior Professor in Applied Mathematics:
Risk and Uncertainty Quantification

Free University of Berlin

Courses Taught

Students Supervised

  1. Oliver Schreiber, Bachelor Thesis, 2016: “Einführung in das Itô-Kalkül und andere stochastische Integrale”

University of Warwick

Courses Taught

Students Supervised

  1. Joy Tolia, MA469 Fourth Year Project, 2015: “Asynchronous Parallel Numerical Optimization”
  2. Calvin Khor, MA469 Fourth Year Project, 2015: “The Bayesian Inverse Problem for Traffic Flow”
  3. Matthew Egginton, Jamie Lukins, Jack Skipper, MASDOC (PhD master's year) Research Study Group, 2013–2014: “Model-Based Emissions Control”
  4. Daniel Wilson, MA469 Fourth Year Project, 2014: “Uncertainty Quantification for Spectral Properties of Multilayer Composite Materials Using Generalized Polynomial Chaos Expansions”
  5. Thomas Whitaker, MA469 Fourth Year Project, 2014: “Analysing Page Rank of Random Graphs”
  6. Jamie Brennan, MA469 Fourth Year Project, 2014: “Some optimal inequalities for vector-valued random variables”

Notes from Courses Taught by Others

California Institute of Technology

Students Supervised

  1. Lan Huong Nguyen, Summer Undergraduate Research Fellowship, 2012 (jointly supervised with Houman Owhadi): “Dimensional Collapse in Optimal Uncertainty Quantification”
  2. Yutong Chen, Senior Thesis, 2012 (jointly supervised with Houman Owhadi): “On a Chebyshev-Type Inequality for Sums of Independent Random Variables”

Miscellaneous Notes and Slides

  • PDF The Gauge Integral of Denjoy, Luzin, Perron, Henstock and Kurzweil A brief introduction to the gauge integral, which is a simple modification of the Riemann integral but has better convergence theorems and other properties than the Lebesgue integral.
  • PDF A Hitchhiker's Guide to Γ-Convergence A brief introduction to de Giorgi's notion of Γ-convergence, a notion of convergence suitable for variational problems. The correspondence between Γ-convergence of functionals and Kuratowski-convergence of their epigraphs is emphasized.