Skip to main

Submitted outputs' details

The submitted outputs' details allows you to browse and search for outputs submitted to the REF 2021. Use the search and filters below to find the outputs you are looking for.
Learn about submitted outputs
Download all details for all outputs (spreadsheet)
Download all details for all outputs (spreadsheet) (generating)

Search and filter

Clear search and filter

Filter by

  • Brunel University London
   None selected
  • 10 - Mathematical Sciences
   None selected
   None selected
   None selected
   None selected
Download output details for outputs in the current view (spreadsheet)
Download output details for outputs in the current view (spreadsheet) (generating)
Showing outputs 1 to 66 of 66

A computationally efficient correlated mixed probit model for credit risk infere ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1111/rssc.12352
Open access status
Compliant
Title of journal
Journal Of The Royal Statistical Society: Series C

A fast calibrating volatility model for option pricing

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1016/j.ejor.2014.12.031
Open access status
Out of scope for open access requirements
Title of journal
European Journal Of Operational Research

A frequency-independent boundary element method for scattering by two-dimensional ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1093/imanum/dru043
Open access status
Out of scope for open access requirements
Title of journal
Ima Journal Of Numerical Analysis

A high frequency boundary element method for scattering by a class of multiple o ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2020
DOI
10.1093/imanum/draa025
Open access status
Compliant
Title of journal
Ima Journal Of Numerical Analysis

A high frequency boundary element method for scattering by a class of nonconvex ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1007/s00211-014-0648-7
Open access status
Out of scope for open access requirements
Title of journal
Numerische Mathematik

A hybrid numerical–asymptotic boundary element method for high frequency scattering ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2017
DOI
10.1016/j.wavemoti.2017.12.008
Open access status
Technical exception
Title of journal
Wave Motion

A Modified Bayesian Filter for Randomly Delayed Measurements

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1109/TAC.2016.2531418
Open access status
Out of scope for open access requirements
Title of journal
Ieee Transactions On Automatic Control

A New Bayesian Test to Test for the Intractability-Countering Hypothesis

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1080/01621459.2016.1240684
Open access status
Technical exception
Title of journal
Journal Of The American Statistical Association

A variation of the Azéma martingale and drawdown options

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1111/mafi.12202
Open access status
Technical exception
Title of journal
Mathematical Finance

Acoustic scattering in a waveguide with a height discontinuity bridged by a membrane: ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1007/s10665-016-9885-3
Open access status
Compliant
Title of journal
Journal Of Engineering Mathematics

An a priori error estimate for a temporally discontinuous Galerkin space-time finite ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1016/j.cma.2019.03.025
Open access status
Compliant
Title of journal
Computer Methods In Applied Mechanics And Engineering

An algorithm for moment-matching scenario generation with application to financial ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1016/j.ejor.2014.07.049
Open access status
Out of scope for open access requirements
Title of journal
European Journal Of Operational Research

An asymptotic higher-order theory for rectangular beams

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1098/rspa.2018.0001
Open access status
Compliant
Title of journal
Proceedings Of The Royal Society A: Mathematical, Physical And Engineering Sciences

An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2017
DOI
10.1007/s11009-017-9542-y
Open access status
Compliant
Title of journal
Methodology And Computing In Applied Probability

Analysis of segregated boundary-domain integral equations for BVPs with non-smooth ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1186/s13661-018-0992-0
Open access status
Compliant
Title of journal
Boundary Value Problems

Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2020
DOI
10.1111/mafi.12248
Open access status
Compliant
Title of journal
Mathematical Finance

Bayesian Estimation of Density via Multiple Sequential Inversions of Two-Dimensional ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1080/00401706.2014.923789
Open access status
Out of scope for open access requirements
Title of journal
Technometrics

Bayesian nonparametric estimation of Milky Way parameters using matrix-variate data, ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1214/15-EJS1037
Open access status
Out of scope for open access requirements
Title of journal
Electronic Journal Of Statistics

Bayesian Optimal Design for Ordinary Differential Equation Models With Application ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1080/01621459.2019.1617154
Open access status
Compliant
Title of journal
Journal Of The American Statistical Association

Binary Quantile Regression and Variable Selection: A new Approach

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1080/07474938.2017.1417701
Open access status
Compliant
Title of journal
Econometric Reviews

Biorthogonal quantum mechanics

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1088/1751-8113/47/3/035305
Open access status
Out of scope for open access requirements
Title of journal
Journal Of Physics A: Mathematical And Theoretical

Composite wave models for elastic plates

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1098/rspa.2018.0103
Open access status
Compliant
Title of journal
Proceedings Of The Royal Society A: Mathematical, Physical And Engineering Sciences

Discrete Weibull generalised additive model: an application to count fertility d ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1111/rssc.12311
Open access status
Compliant
Title of journal
Journal Of The Royal Statistical Society: Series C

Efficient semiclassical approach for time delays

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1088/1367-2630/16/12/123018
Open access status
Out of scope for open access requirements
Title of journal
New Journal Of Physics

Electricity futures price models : calibration and forecasting

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1016/j.ejor.2015.05.063
Open access status
Out of scope for open access requirements
Title of journal
European Journal Of Operational Research

Elements of Pólya-Schur theory in the finite difference setting

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1090/proc/13115
Open access status
Out of scope for open access requirements
Title of journal
Proceedings Of The American Mathematical Society

Envelope and phase distribution of a resonance transmission through a complex en ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1103/PhysRevE.97.062202
Open access status
Compliant
Title of journal
Physical Review E

Exact simulation of generalised Vervaat perpetuities

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1017/jpr.2019.6
Open access status
Exception within 3 months of publication
Title of journal
Journal Of Applied Probability

Existence of symmetric and asymmetric spikes for a crime hotspot model

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1137/130922744
Open access status
Out of scope for open access requirements
Title of journal
Siam Journal On Mathematical Analysis

Experimental width shift distribution: A test of nonorthogonality for local and global ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1103/PhysRevLett.113.224101
Open access status
Out of scope for open access requirements
Title of journal
Physical Review Letters

Finite generation and geography of models

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
E - Conference contribution
Year of publication
2016
DOI
10.2969/aspm/07010215
Open access status
Out of scope for open access requirements
Title of conference / published proceedings
Advanced Studies In Mathematics, Minimal Models And Extremal Rays

Fluctuations in an established transmission in the presence of a complex environ ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2017
DOI
10.1103/PhysRevE.96.032221
Open access status
Compliant
Title of journal
Physical Review E

Forecasting Crude Oil Futures Prices Using Global Macroeconomic News Sentiment

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1093/imaman/dpz011
Open access status
Compliant
Title of journal
Ima Journal Of Management Mathematics

Fractional Sobolev Metrics on Spaces of Immersed Curves

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1007/s00526-018-1300-7
Open access status
Compliant
Title of journal
Calculus Of Variations And Partial Differential Equations

High-order space-time finite element schemes for acoustic and viscodynamic wave equations ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1002/nme.4631
Open access status
Out of scope for open access requirements
Title of journal
International Journal For Numerical Methods In Engineering

How rare are power-law networks really?

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2020
DOI
10.1098/rspa.2019.0742
Open access status
Compliant
Title of journal
Proceedings Of The Royal Society A: Mathematical, Physical And Engineering Sciences

Integral potential method for a transmission problem with Lipschitz interface in ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1007/s00033-016-0696-1
Open access status
Compliant
Title of journal
Zeitschrift Fur Angewandte Mathematik Und Physik Zamp

Learning in the absence of training data—A galactic application

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
E - Conference contribution
Year of publication
2019
DOI
10.1007/978-3-030-30611-3_5
Open access status
Exception within 3 months of publication
Title of conference / published proceedings
Springer Proceedings In Mathematics And Statistics

Local rewiring rules for evolving complex networks

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1016/j.physa.2014.08.046
Open access status
Out of scope for open access requirements
Title of journal
Physica A: Statistical Mechanics And Its Applications

Localized boundary-domain singular integral equations of Dirichlet problem for self-adjoint ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1002/mma.4100
Open access status
Compliant
Title of journal
Mathematical Methods In The Applied Sciences

Minimum distance estimation of milky way model parameters and related inference

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1137/130935525
Open access status
Out of scope for open access requirements
Title of journal
Siam-asa Journal On Uncertainty Quantification

New inference for constant-stress accelerated life tests with weibull distribution ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1109/TR.2014.2313804
Open access status
Out of scope for open access requirements
Title of journal
Ieee Transactions On Reliability

Non-rigid quartic 3-folds

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1112/S0010437X15007769
Open access status
Out of scope for open access requirements
Title of journal
Compositio Mathematica

Novel Approaches for Portfolio Construction using Second Order Stochastic Domina ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2017
DOI
10.1007/s10287-017-0274-9
Open access status
Compliant
Title of journal
Computational Management Science

On approximation of ultraspherical polynomials in the oscillatory region

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2017
DOI
10.1016/j.jat.2017.07.003
Open access status
Compliant
Title of journal
Journal Of Approximation Theory

On the mixed problem for the semilinear Darcy-Forchheimer-Brinkman PDE system in ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2017
DOI
10.1002/mma.4562
Open access status
Compliant
Title of journal
Mathematical Methods In The Applied Sciences

Optimal design of experiments on connected units with application to social netw ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1111/rssc.12170
Open access status
Technical exception
Title of journal
Journal Of The Royal Statistical Society: Series C (Applied Statistics)

Origin Preserving Path Formulation for Multiparameter Z_2-Equivariant Corank 2 Bifurcation ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2020
DOI
10.1142/S0218127420501400
Open access status
Compliant
Title of journal
International Journal Of Bifurcation And Chaos

Prospect theory-based portfolio optimization: an empirical study and analysis using ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1080/14697688.2016.1149611
Open access status
Out of scope for open access requirements
Title of journal
Quantitative Finance

Quasi-optimal degree distribution for a quadratic programming problem arising from ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1016/j.dam.2013.08.040
Open access status
Out of scope for open access requirements
Title of journal
Discrete Applied Mathematics

Replication of Wiener-Transformable Stochastic Processes with Application to Financial ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
E - Conference contribution
Year of publication
2018
DOI
10.1007/978-3-030-02825-1_14
Open access status
Compliant
Title of conference / published proceedings
Springer Proceedings In Mathematics & Statistics

Schemes and estimates for the long-time numerical solution of Maxwell’s equations ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
Open access status
Out of scope for open access requirements
Title of journal
International Journal Of Numerical Analysis And Modeling

Single-index composite quantile regression for massive data

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2020
DOI
10.1016/j.jmva.2020.104669
Open access status
Access exception
Title of journal
Journal Of Multivariate Analysis

Smallest state spaces for which bipartite entangled quantum states are separable

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1088/1367-2630/17/9/093047
Open access status
Out of scope for open access requirements
Title of journal
New Journal Of Physics

Social Discounting and the Long Rate of Interest

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1111/mafi.12122
Open access status
Out of scope for open access requirements
Title of journal
Mathematical Finance

Stable spike clusters for the precursor Gierer-Meinhardt system in R2

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2017
DOI
10.1007/s00526-017-1233-6
Open access status
Compliant
Title of journal
Calculus Of Variations And Partial Differential Equations

Surveying Points in the Complex Projective Plane

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1016/j.aim.2015.09.022
Open access status
Out of scope for open access requirements
Title of journal
Advances In Mathematics

The dynamics of the stochastic shadow Gierer-Meinhardt system

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1016/j.jde.2015.08.047
Open access status
Out of scope for open access requirements
Title of journal
Journal Of Differential Equations

The effect of interfirm financial transactions on the credit risk of small and medium-sized ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1111/rssa.12500
Open access status
Compliant
Title of journal
Journal Of The Royal Statistical Society. Series A: Statistics In Society

Theoretically optimal forms for very long span bridges under gravity loading

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2018
DOI
10.1098/rspa.2017.0726
Open access status
Compliant
Title of journal
Proceedings Of The Royal Society A: Mathematical, Physical And Engineering Sciences

Time-decoupled high order continuous space-time finite element schemes for the heat ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2014
DOI
10.1137/130914589
Open access status
Out of scope for open access requirements
Title of journal
Siam Journal On Scientific Computing

Time-optimal navigation through quantum wind

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2015
DOI
10.1088/1367-2630/17/3/033048
Open access status
Out of scope for open access requirements
Title of journal
New Journal Of Physics

Transmission Problems for the Navier–Stokes and Darcy–Forchheimer–Brinkman Systems ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1007/s00021-016-0273-6
Open access status
Compliant
Title of journal
Journal Of Mathematical Fluid Mechanics

Uniqueness of the Fisher-Rao metric on the space of smooth densities

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1112/blms/bdw020
Open access status
Out of scope for open access requirements
Title of journal
Bulletin Of The London Mathematical Society

Using Autoregressive Logit Models to Forecast the Exceedance Probability for Financial ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2016
DOI
10.1111/rssa.12176
Open access status
Out of scope for open access requirements
Title of journal
Journal Of The Royal Statistical Society Series A

Wave impacts on structures with rectangular geometries: Part 2 decks, baffles and ...

Submitting institution
Brunel University London
Unit of assessment
10 - Mathematical Sciences
Type
D - Journal article
Year of publication
2019
DOI
10.1016/j.apor.2019.06.007
Open access status
Compliant
Title of journal
Applied Ocean Research
Showing outputs 1 to 66 of 66

Filter by higher education institution

Select one or more of the following higher education institutions and then click Apply selected filters when you have finished.
No higher education institutions found.

Filter by unit of assessment

Select one or more of the following units of assessment and then click Apply selected filters when you have finished.
No unit of assessments found.

Filter by output type

Select one or more of the following output types and then click Apply selected filters when you have finished.

Filter by year

Select one or more of the following years and then click Apply selected filters when you have finished.

Filter by open access status

Select one or more of the following open access statuses and then click Apply selected filters when you have finished.