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Mathematics

D-Index
33
Citations
6042
World Ranking
3013
National Ranking
195

Overview

Dan Crisan is affiliated with Imperial College London in the United Kingdom. Their research spans multiple fields, primarily focused on Earth and Planetary Sciences as well as Mathematics. Within these areas, their work engages with subfields such as Computational Mechanics, Atmospheric Science, Finance, Oceanography, and Applied Mathematics.

The research topics addressed by Dan Crisan include stochastic processes and financial applications, meteorological phenomena and simulations, fluid dynamics and turbulent flows, Navier-Stokes equation solutions, oceanographic and atmospheric processes, climate variability and models, and target tracking and data fusion in sensor networks.

They have published extensively, with several papers recognized across notable venues. Recent publications include:

  • A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria, 2022, Memoirs of the American Mathematical Society
  • Data Assimilation for a Quasi-Geostrophic Model with Circulation-Preserving Stochastic Transport Noise, 2020, Journal of Statistical Physics
  • A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation, 2020, SIAM/ASA Journal on Uncertainty Quantification
  • Variational principles for fluid dynamics on rough paths, 2022, Advances in Mathematics
  • Well-posedness for a stochastic 2D Euler equation with transport noise, 2022, Stochastic Partial Differential Equations Analysis and Computations

Their co-authorship network features frequent collaborations with Oana Lang, Darryl D. Holm, Ajay Jasra, Hamza Ruzayqat, and Alexandros Beskos.

Dan Crisan's work is also featured repeatedly in several publication venues, particularly:

  • arXiv (Cornell University)
  • Stochastic Partial Differential Equations Analysis and Computations
  • SIAM/ASA Journal on Uncertainty Quantification
  • Chaos An Interdisciplinary Journal of Nonlinear Science
  • SSRN Electronic Journal

In addition to articles, they have contributed to several books published by Springer International Publishing, including:

  • Stochastic Transport in Upper Ocean Dynamics, 2022
  • Stochastic Transport in Upper Ocean Dynamics II, 2023
  • Stochastic Calculus in Infinite Dimensions and SPDEs, 2024

Best Publications

  • A survey of convergence results on particle filtering methods for practitioners

    D. Crisan;A. Doucet

  • Fundamentals of Stochastic Filtering

    Alan Bain;Dan Crisan

  • The Oxford Handbook of Nonlinear Filtering

    Dan Crisan;Boris Lʹvovich Rozovskiĭ

  • On the stability of sequential Monte Carlo methods in high dimensions

    Alexandros Beskos;Dan Crisan;Ajay Jasra

  • Particle Filters — A Theoretical Perspective

    Dan Crisan

  • A Probabilistic approach to classical solutions of the master equation for large population equilibria

    Jean-François Chassagneux;Dan Crisan;François Delarue

  • Solution Properties of a 3D Stochastic Euler Fluid Equation

    Dan Crisan;Franco Flandoli;Darryl D. Holm

  • A particle approximation of the solution of the Kushner–Stratonovitch equation

    D. Crisan;T. Lyons

  • Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing

    D. Crisan;K. Manolarakis

  • Approximate McKean–Vlasov representations for a class of SPDEs

    Dan Crisan;Jie Xiong

  • Convergence of a branching particle method to the solution of the Zakai equation

    Dan Crisan;Jessica Gaines;Terry Lyons

  • Convergence of Sequential Monte Carlo Methods

    Dan Crisan;Arnaud Doucet

  • Nested particle filters for online parameter estimation in discrete-time state-space Markov models

    Dan Crisan;Joaquín Míguez

  • Numerically Modeling Stochastic Lie Transport in Fluid Dynamics

    Colin J. Cotter;Dan Crisan;Darryl D. Holm;Wei Pan

  • Nonlinear filtering and measure-valued processes

    Dan Crisan;Terry Lyons

  • Smoothing properties of McKean–Vlasov SDEs

    Dan Crisan;Eamon McMurray

  • Solution properties of a 3D stochastic Euler fluid equation

    Dan Crisan;Franco Flandoli;Darryl D. Holm

  • Second order discretization of backward SDEs and simulation with the cubature method

    Dan Crisan;Konstantinos Manolarakis

  • Robust filtering: Correlated noise and multidimensional observation

    D. Crisan;J. Diehl;P. K. Friz;H. Oberhauser

  • Interacting particle systems approximations of the Kushner-Stratonovitch equation

    D. Crişan;P. Del Moral;T. J Lyons

  • Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation

    D. A. N. Crisan

  • A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria

    Unknown

Frequent Co-Authors

Darryl D. Holm
Darryl D. Holm Imperial College London
Wei Pan
Wei Pan University of Hong Kong
Jie Xiong
Jie Xiong University of Electronic Science and Technology of China
Terry Lyons
Terry Lyons University of Oxford
François Delarue
François Delarue Université Côte d'Azur
Thomas G. Kurtz
Thomas G. Kurtz University of Wisconsin–Madison
Peter K. Friz
Peter K. Friz Technical University of Berlin
Petar M. Djuric
Petar M. Djuric Stony Brook University
Arnaud Doucet
Arnaud Doucet University of Oxford
Franco Flandoli
Franco Flandoli Scuola Normale Superiore di Pisa

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