Imperial College London

Professor Grigorios A. Pavliotis

Faculty of Natural SciencesDepartment of Mathematics

Professor of Applied Mathematics



+44 (0)20 7594 8564g.pavliotis Website




736aHuxley BuildingSouth Kensington Campus





  • Statistical dynamics, McKean-Vlasov-Fokker-Planck equations. Global optimization, optimal control for PDEs and Machine Learning. Analysis, statistical inference and numerical methods for multiscale stochastic dynamical systems. Molecular dynamics and computational statistical mechanics.
  1.   Global optimization, optimal control for PDEs, machine learning: Development and analysis of global optimization algorithms. Optimal control for agent-based models and for McKean-Vlasov PDEs. Applications to learning algorithms.
  2.  Numerical Analysis and Statistical Inference: Parameter estimation for multiscale diffusions and for McKean SDEs.
  3.  Markov Chain Monte Carlo: Development and analysis of accelerated sampling techniques. MCMC for multiscale probability measures. Computational statistical mechanics.
  4. Diffusion processes and stochastic differential equations: spectral theory for hypoelliptic operators, asymptotic problems for non-Markovian processes, averaging/homogenization for SDEs. 
  5.  Statistical mechanics: dynamical density functional theory, mean field limits for interacting diffusions, nonequilibrium statistical mechanics, kinetic theory and transport processes.