Dr Upanshu Sharma

Dr Upanshu Sharma

Lecturer
Science
School of Mathematics & Statistics

Since 2023, I am a lecturer at the School of Mathematics and Statistics, UNSW Sydney.  

During 2021-2022, I was a Humboldt Research Fellow jointly at the Computational Statistical and Biological Physics group (FU Berlin) and the Stochastics and Applications group (BTU Cottbus-Senftenberg). During 2019-2020 I was a PostDoc at the Institute of Mathematics (FU Berlin) and during 2017-2019 I was a PostDoc at CERMICS (École des Ponts ParisTech). I defended my PhD thesis in 2017 at CASA (TU Eindhoven). 

My research lies at the intersection of partial differential equations, probability theory and computational statistical mechanics. The general themes of my research are

  • Coarse-graining of stochastic dynamics and associated evolution equations

  • Connection between large deviations and variational structures for evolution equations arising from stochastic particle systems 

  • Sampling algorithms for molecular dynamics

For more information see my homepage

 

 

 

 

Location
School of Mathematics and Statistics, Anita B. Lawrence Centre (H13) - Room 4112, UNSW Sydney, NSW 2052
  • Journal articles | 2024
    Hilder B; Sharma U, 2024, 'QUANTITATIVE COARSE-GRAINING OF MARKOV CHAINS', SIAM Journal on Mathematical Analysis, 56, pp. 913 - 954, http://dx.doi.org/10.1137/22M1473996
    Journal articles | 2024
    Patterson RIA; Renger DRM; Sharma U, 2024, 'Variational Structures Beyond Gradient Flows: a Macroscopic Fluctuation-Theory Perspective', Journal of Statistical Physics, 191, http://dx.doi.org/10.1007/s10955-024-03233-8
    Journal articles | 2023
    Renger DRM; Sharma U, 2023, 'Untangling dissipative and Hamiltonian effects in bulk and boundary-driven systems', Physical Review E, 108, http://dx.doi.org/10.1103/PhysRevE.108.054123
    Journal articles | 2022
    Legoll F; Lelièvre T; Sharma U, 2022, 'An Adaptive Parareal Algorithm: Application to the Simulation of Molecular Dynamics Trajectories', SIAM Journal on Scientific Computing, 44, pp. B146 - B176, http://dx.doi.org/10.1137/21m1412979
    Journal articles | 2021
    Breiten T; Hartmann C; Neureither L; Sharma U, 2021, 'Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: A stochastic control approach', Journal of Mathematical Physics, 62, http://dx.doi.org/10.1063/5.0051796
    Journal articles | 2021
    Sharma U; Zhang W, 2021, 'NonReversible Sampling Schemes on Submanifolds', SIAM Journal on Numerical Analysis, 59, pp. 2989 - 3031, http://dx.doi.org/10.1137/20m1378752
    Journal articles | 2020
    Hartmann C; Neureither L; Sharma U, 2020, 'Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging', SIAM Journal on Mathematical Analysis, 52, pp. 2689 - 2733, http://dx.doi.org/10.1137/19m1299852
    Journal articles | 2020
    Hilder B; Peletier MA; Sharma U; Tse O, 2020, 'An inequality connecting entropy distance, Fisher Information and large deviations', Stochastic Processes and their Applications, 130, pp. 2596 - 2638, http://dx.doi.org/10.1016/j.spa.2019.07.012
    Journal articles | 2019
    Legoll F; Lelièvre T; Sharma U, 2019, 'Effective dynamics for non-reversible stochastic differential equations: a quantitative study', Nonlinearity, 32, pp. 4779 - 4816, http://dx.doi.org/10.1088/1361-6544/ab34bf
    Journal articles | 2018
    Duong MH; Lamacz A; Peletier MA; Schlichting A; Sharma U, 2018, 'Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics', Nonlinearity, 31, pp. 4517 - 4566, http://dx.doi.org/10.1088/1361-6544/aaced5
    Journal articles | 2017
    Duong MH; Lamacz A; Peletier MA; Sharma U, 2017, 'Variational approach to coarse-graining of generalized gradient flows.', Calc Var Partial Differ Equ, 56, pp. 100, http://dx.doi.org/10.1007/s00526-017-1186-9
    Journal articles | 2015
    Sharma U; Duits R, 2015, 'Left-invariant evolutions of wavelet transforms on the similitude group', Applied and Computational Harmonic Analysis, 39, pp. 110 - 137, http://dx.doi.org/10.1016/j.acha.2014.09.001
  • Preprints | 2022
    Hilder B; Sharma U, 2022, Quantitative coarse-graining of Markov chains, , http://arxiv.org/abs/2201.10256v2
    Preprints | 2022
    Montefusco A; Sharma U; Tse O, 2022, Fourier-Cattaneo equation: stochastic origin, variational formulation, and asymptotic limits, , http://arxiv.org/abs/2211.07265v1
    Preprints | 2022
    Renger DRM; Sharma U, 2022, Untangling Dissipative and Hamiltonian effects in bulk and boundary driven systems, , http://arxiv.org/abs/2205.05327v2
    Preprints | 2021
    Breiten T; Hartmann C; Neureither L; Sharma U, 2021, Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: a stochastic control approach, http://dx.doi.org/10.1063/5.0051796
    Preprints | 2021
    Patterson RIA; Renger DRM; Sharma U, 2021, Variational structures beyond gradient flows: a macroscopic fluctuation-theory perspective, , http://arxiv.org/abs/2103.14384v2
    Preprints | 2020
    Sharma U; Zhang W, 2020, Non-reversible sampling schemes on submanifolds, , http://arxiv.org/abs/2011.02835v2
    Preprints | 2019
    Hartmann C; Neureither L; Sharma U, 2019, Coarse-graining of non-reversible stochastic differential equations: quantitative results and connections to averaging, , http://arxiv.org/abs/1911.06081v2
    Preprints | 2018
    Hilder B; Peletier MA; Sharma U; Tse O, 2018, An inequality connecting entropy distance, Fisher Information and large deviations, , http://arxiv.org/abs/1812.04358v1
    Preprints | 2018
    Legoll F; Lelièvre T; Sharma U, 2018, Effective dynamics for non-reversible stochastic differential equations: a quantitative study, http://dx.doi.org/10.1088/1361-6544/ab34bf
    Preprints | 2017
    Duong MH; Lamacz A; Peletier MA; Schlichting A; Sharma U, 2017, Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics, http://dx.doi.org/10.1088/1361-6544/aaced5
    Preprints | 2015
    Duong MH; Lamacz A; Peletier MA; Sharma U, 2015, Variational approach to coarse-graining of generalized gradient flows, , http://arxiv.org/abs/1507.03207v2
    Preprints | 2013
    Sharma U; Duits R, 2013, Left-invariant evolutions of wavelet transforms on the Similitude Group, , http://arxiv.org/abs/1306.1800v3