University of Edinburgh
School of Mathematics
Probability and Stochastic Analysis Group
G. dos Reis homepage Research Conferences and Talks Teaching CV & related


ORCID iD iconOrcid.org/0000-0002-4993-2672
Scopus Author ID: 35191519500
ResearcherID: E-6163-2012
Publons.com/a/1449711/
zbMATH ID dos-reis.goncalo
MathSciNet Author ID: 824226
Authenticus Id: R-000-JPV
Mathematics Genealogy Project: Goncalo dos Reis
RESEARCH TOPICS
WORK IN PROGRESS/Submitted
  1. M. Billen, A. Grutter J. Kalcsics, S. Garcia Quilles and G. dos Reis
    2. A Column-Generation Algorithm for the Intercity Electric Bus Scheduling Problem
    Status: Final redaction
  2. J. Bao, G. dos Reis and Y. Wu
    3. The random periodic solutions of McKean-Vlasov stochastic differential equations
    Status: Final redaction
  3. A. Agarwal and A. Amato and G. dos Reis and S. Pagliarani
    4. Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent (arXiv:2310.13579)
    Status: Submitted
  4. G. dos Reis and Z. J. Wilde
    5. Malliavin differentiability of McKean-Vlasov SDEs with locally Lipschitz coefficients (arXiv:2310.13400)
    Status: Submitted
  5. F. Bernal, X. Chen and G. dos Reis
    6. An iterative method for Helmholtz boundary value problems arising in wave propagation (arXiv:2308.11469)
    Status: Submitted
  6. B. Buke, G. dos Reis and V. Platonov
    7. Many-server queues, strategic servers, measure-valued processes, mean field games (arXiv:2211.04158)
    Status: Submitted
  7. X. Chen, G. dos Reis and W. Stockinger
    8. Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems(arXiv:2302.05133)
    Status: Submitted
  8. G. dos Reis and V. Platonov
    9. On the relation between Stratonovich and Ito integrals with functional integrands of conditional measure flows (arXiv:2111.03523)
    Status: Submitted
  9. Neelima, S. Biswas, C. Kumar, G. dos Reis and C. Reisinger
    10. Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Levy noise, (arXiv:2010.08585)
    Status: Submitted
  10. T. Cass, G. dos Reis and W. Salkeld
    11. The Support of McKean Vlasov Equations driven by Brownian Motion, (arXiv:1911.01992)
    Status: Submitted
    Permanent Preprints

    Published and To appear ARTICLES -- BATTERY research @BLUoE

    Preprint // Accepted for publication // To Appear
    Published work
  11. Data-Driven Battery Characterization and Prognosis: Recent Progress, Challenges, and Prospects
    12. S. Ji, J. Zhu, Y. Yang, G. dos Reis and Z. Zhang
    Small Methods, 2024, 2301021, Wiley doi:10.1002/smtd.202301021.
  12. Early prediction of Lithium-ion cell degradation trajectories using signatures of voltage curves up to 4-minute sub-sampling rates
    13. R. Ibraheem, Y.Wu, T. Lyons and G. dos Reis - (in WoS? [Y])
    Applied Energy, 2023, Vol. 352, 121974, Elsevier, ISSN 0306-2619, doi:10.1016/j.apenergy.2023.121974. Received 14 May 2023, Revised 18 July 2023, Accepted 15 September 2023, Available online 28 September 2023, Version of Record 28 September 2023.
  13. Reduced-order hybrid modelling for powder compaction: Predicting density and classifying diametrical hardness
    14. M. Trower, J. Emerson, M. Yu, V. Vivacqua, T. Johnson, H. Stitt, G. dos Reis
    Powder Technology, 2023, Vol.427, 118745, doi.org/10.1016/j.powtec.2023.118745, ISSN: 0032-5910; Received 26 April 2023, Revised 13 June 2023, Accepted 16 June 2023, Available online 20 June 2023, Version of Record 26 June 2023.
  14. Online Lifetime Prediction for Lithium-Ion Batteries with Cycle-by-Cycle Updates, Variance Reduction, and Model Ensembling
    15. C. Strange, R. Ibraheem and G. dos Reis - (in WoS? [Y])
    Energies, Special issue Advances in Modeling Methods for Battery Life Prediction and Performance Evaluation 2023, 16(7), 3273, doi:10.3390/en16073273, Received: 15 March 2023 / Revised: 30 March 2023 / Accepted: 3 April 2023 / Published: 6 April 2023.
  15. Capacity and Internal Resistance of lithium-ion batteries: Full degradation curve prediction from Voltage response at constant Current at discharge
    16. R. Ibraheem, C. Strange and G. dos Reis - (in WoS? [Y])
    Journal of Power Sources, 2023, Vol. 556, 232477, Elsevier, doi:10.1016/j.jpowsour.2022.232477. Received 11 October 2022, Revised 18 November 2022, Accepted 28 November 2022, Available online 14 December 2022, Version of Record 14 December 2022.
  16. Automatic method for the estimation of li-ion degradation test sample sizes required to understand cell-to-cell variability
    17. C. Strange, M. Allerhand, P. Dechent, G. dos Reis - (in WoS? [Y])
    Energy and AI, 2022, Vol. 9, 100174 doi:10.1016/j.egyai.2022.100174, ISSN (online): 2666-5468. Received 24 April 2022; Received in revised form 30 May 2022; Accepted 2 June 2022, Available online 9 June 2022
  17. "Knees" in lithium-ion battery aging trajectories (arXiv:2201.02891 )
    18. P. M. Attia, A. Bills, F. B. Planella, P. Dechent, G. dos Reis, M. Dubarry, P. Gasper, R. Gilchrist, S. Greenbank, D. Howey, O. Liu, E. Khoo, Y. Preger, A. Soni, S. Sripad, A. G. Stefanopoulou, V. Sulzer - (in WoS? [Y])
    Journal of The Electrochemical Society, 2022, Vol. 169, No. 6, 060517 doi:10.1149/1945-7111/ac6d13, Submitted January 12, 2022; revised manuscript received April 8, 2022. Published June 10, 2022
  18. Prediction of future capacity and internal resistance of Li-ion cells from one cycle of input data (patent associated)
    19. C. Strange and G. dos Reis - (in WoS? [Y])
    Energy and AI, 2021, Vol. ??, 100097 doi:10.1016/j.egyai.2021.100097, ISSN (online): 2666-5468. Submitted: 2021 May 14; Accepted: 2021 Jun 19; Published online 2021 Jun 26
  19. Lithium-ion battery data and where to find it
    20. G. dos Reis, C. Strange, M. Yadav and S. Li - (in WoS? [Y])
    Energy and AI, 2021, Vol. 5, 100081 doi:10.1016/j.egyai.2021.100081, ISSN (online): 2666-5468. Submitted: 2021 Feb 17; Accepted: 2021 Apr 22; Published online 2021/Apr/30
  20. Elbows of Internal Resistance Rise Curves in Li-Ion Cells
    21. C. Strange, S. Li, R. Gilchrist and G. dos Reis - (in WoS? [?])
    Energies, Special issue Li-Ion Batteries: Modelling and Control from Manufacturing to Performance Evaluation 2021, Vol. 14, No. 4, 1206, doi:10.3390/en14041206, ISSN (online): 1996-1073. Submitted 2021/Jan/09; Accepted 2021/Jan/13; Published 2021/Feb/23
    Supplementary Material: one dataset hosted at Edinburgh DataShare https://datashare.ed.ac.uk/handle/10283/3798, doi:10.7488/ds/2957
  21. Identification and machine learning prediction of knee-point and knee-onset in capacity degradation curves of lithium-ion cells
    22. P. Fermin, E. McTurk, M. Allerhand, E. Medina-Lopez, M. A. Anjos, J. Sylvester and G. dos Reis - (in WoS? [Y])
    Energy and AI, 2020, Vol. 1, 100006 doi:10.1016/j.egyai.2020.100006, ISSN (online): XXX. Submitted 2020/Feb/14; Accepted 2020/Apr/11; Published online 2020/Apr/23


    Published and To appear ARTICLES -- MATHEMATICS research

    Accepted for publication // To Appear
  22. S. Biswas, C. Kumar, Neelima, G. dos Reis and C. Reisinger
    23. An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift (arXiv:2208.10052)
    Status: To Appear in Annals of Applied Probability
    Published work
  23. High Order Splitting Methods for SDEs Satisfying a Commutativity Condition (arXiv:2210.17543)
    24. J. Foster, G. dos Reis and C. Strange - (in WoS? [Y])
    SIAM Journal on Numerical Analysis, 2024, Vol. 62, Iss. 1, pages 500--532, doi:10.1137/23M155147X, ISSN (online): ????. Received by the editors February 6, 2023; accepted for publication (in revised form) October 30,2023; published electronically February 15, 2024.
  24. Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction (arXiv:2208.12772)
    25. X. Chen and G. dos Reis - (in WoS? [Y])
    IMA Journal of Numerical Analysis, 2022, Vol. 42, No. 1, pages 874--922, 10.1093/imanum/drad022, ISSN (online): 0272-4979. Submitted 22 December 2021; Revision received: 19 January 2023; Accepted: 23 March 2023; Published: 11 May 2023
  25. Importance Sampling for McKean-Vlasov SDEs (arXiv:1803.09320)
    26. G. dos Reis, G. Smith and P. Tankov - (in WoS? [Y])
    Applied Mathematics and Computation, 2023, Vol. 453, pages 128078, doi:10.1016/j.amc.2023.128078, ISSN (online): 0096-3003; Received 7 Sep 2022, Revised 17 Feb 2023, Accepted 24 April 2023, Available online 4 May 2023, Version of Record 4 May 2023.
  26. Regression-type analysis for multivariate extreme values (arXiv:2102.09497)
    27. M. de Carvalho, A. Kumukova and G. dos Reis - (in WoS? [Y])
    Extremes, 2022, Vol. 25, No. 4, pages 595--622, doi:10.1007/s10687-022-00446-6, Received: 25 July 2021, Revised: 6 May 2022; Accepted: 7 August 2022; Published: 21 October 2022; Issue Date: December 2022;
  27. Rough Weierstrass functions and dynamical systems: the smoothness of the SBR measure (arXiv:2009.03628)
    28. P. Imkeller, O. Menoukeu Pamen, G. dos Reis and A. Reveillac - (in WoS? [N])
    online journal Pure and Applied Functional Analysis (PAFA), in Special issue on Differential Equations and Dynamical Systems dedicated to Professor Peter Kloeden on the occasion of his 70th birthday, 2022, Vol. 7, No. 4, pages 1273-1305 (32 pages), ISSN (online) 2189-3764, Submitted: 2020 Sep 08; Accepted: 2021 Apr 21, Published 2022
  28. Operator-splitting schemes for degenerate, non-local, conservative-dissipative systems (arXiv:2111.11146)
    29. D. Adams, M. H. Duong and G. dos Reis - (in WoS? [?])
    Discrete and Continuous Dynamical Systems, 2022, Vol. 42, No. 11, pages 5453-5486, doi:10.3934/dcds.2022109, Received 2021 Jul, Revised 2022 Mar, revised 2022 Jun, Early access Aug 2022, Published 2022 Nov.
  29. Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (arXiv:2012.01235)
    30. G. dos Reis and V. Platonov - (in WoS? [Y])
    SIAM Journal on Financial Mathematics, 2022, Vol. 13, No. 3, pages 844--876, doi:10.1137/20M138421X , MR4461576; Received 07 Dec 2020, Accepted 14 Mar 2022, Available online 04 Aug 2022.
  30. Ito-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows (arXiv:1910.01892)
    31. G. dos Reis and V. Platonov - (in WoS? [Y])
    Potential Analysis (POTA), 2022, Vol. ??, pages 32, doi: 10.1007/s11118-022-10012-1, ISSN (online): 0096-3003; MR???; Received 11 Nov 2021, Accepted 11 May 2022, Published online 31 May 2022.
  31. Entropic regularization of NonGradient flows (arXiv:2104.04372)
    32. D. Adams, M. H. Duong and G. dos Reis - (in WoS? [Y])
    SIAM Journal on Mathematical Analysis, 2022, Vol. 54, Iss. 4 pages 4495--4535, doi:10.1137/21M1414668, ISSN: 0036-1410; MR4458893; Received 23 Apr 2021, Accepted 24 Jan 2022, Available online 01 Aug 2022
  32. A flexible split-step scheme for solving McKean-Vlasov Stochastic Differential Equations (arXiv:2105.09688)
    33. X. Chen and G. dos Reis - (in WoS? [Y])
    Applied Mathematics and Computation, 2022, Vol. 427, pages 127180, doi:10.1016/j.amc.2022.127180, ISSN (online): 0096-3003; MR4413221; Received 23 May 2021, Revised 8 April 2022, Accepted 11 April 2022, Available online 28 April 2022, Version of Record 28 April 2022.
  33. Large Deviations and Exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts (arXiv:2005.10057)
    34. D. Adams, G. dos Reis, R. Ravaille, W. Salkeld and J. Tugaut - (in WoS? [Y])
    Stochastic Processes and their Applications, 2022, Vol. 146, Pages 264--310, doi: 10.1016/j.spa.2021.12.017, MR4374937, ISSN: 0304-4149, Received 19 January 2021, Revised 24 August 2021, Accepted 30 December 2021, Available online 6 January 2022.
  34. Forward Utilities and Mean-Field Games Under Relative Performance Concerns, (arXiv:2005.09461)
    35. G. dos Reis and V. Platonov - (in WoS? [Y])
    Chapter in From Particle Systems to Partial Differential Equations (International Conference, Particle Systems and PDEs VI, VII and VIII, 2017-2019), Springer Proceedings in Mathematics and Statistics book series (PROMS), 2021, Volume 352, pages 227-251, doi:10.1007/978-3-030-69784-6_11, Online ISBN 978-3-030-69784-6. Accepted 2020 Oct 07; Published online: 2021 May 31
  35. Simulation of McKean Vlasov SDEs with super linear growth (arXiv:1808.05530)
    36. G. dos Reis, S. Engelhardt and G. Smith - (in WoS? [Y])
    IMA Journal of Numerical Analysis, 2022, Vol. 42, No. 1, pages 874--922, 10.1093/imanum/draa099, ISSN (online): 0272-4979. Submitted 2019/Jun/09; Accepted 2020/Dec/09; Published (online) 2021/Jan/28
  36. The Skorokhod embedding problem for inhomogeneous diffusions (arXiv:1810.05098)
    37. S. Ankirchner, S. Engelhardt, A. Fromm and G. dos Reis - (in WoS? [Y])
    Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020, Vol. 56, No. 3, pages 1606--1640, doi:10.1214/19-AIHP1012, ISSN (online): 0246-0203. Submitted 2018/Oct/15; Accepted 2019/Jun/12; Published 2020/Jun/26
  37. Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations (arXiv:1809.09889)
    38. G. dos Reis, M. Pfeuffer and G. Smith - (in WoS? [Y])
    Quantitative Finance, 2020, Vol. 20, No. 7, pages pp.1-15, DOI:10.1080/14697688.2020.1726439, ISSN: 1469-7688. accepted 2020/Jan/31; Published online: 2020/Apr/07
  38. An unbiased Ito type stochastic representation for transport PDEs: A Toy Example, (arXi:1804.03563)
    39. G. dos Reis and G. Smith - (in WoS? [?])
    Chapter in Frontiers in Stochastic Analysis - BSDEs, SPDEs and their Applications, Springer Proceedings in Mathematics and Statistics book series (PROMS), 2019, Volume 289, pages 221-260, doi:10.1007/978-3-030-22285-7_8, Online ISBN 978-3-030-22285-7. Accepted 2018/Oct/09; Published online: 2019/Sep/01
  39. Freidlin-Wentzell LDPs in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law, (arXiv:1708.04961)
    40. W. Salkeld, G. dos Reis and J. Tugaut - (in WoS? [Y])
    Annals of Applied Probability, 2019, Vol. 29, No. 3, pages 1487-1540, doi:10.1214/18-AAP1416, ISSN (online): 1050-5164. Submitted 2018/Aug/31; Accepted 2018/Jul/17; Published 2019/Feb/19
  40. Differentiability of SDEs with drifts of super-linear growth, (arXiv:1803.06947)
    41. P. Imkeller, G. dos Reis and W. Salkeld - (in WoS? [Y])
    Electronic Journal of Probability, 2019, Vol. 24, No. 3, (43 pages), doi:10.1214/18-EJP261, ISSN (online): --- - ---. Submitted 2018/Aug/31; Accepted 2018/Dec/29; Published 2019/Feb/08
  41. Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth, (arXiv:1607.06733)
    42. A. Lionet, G. dos Reis and L. Szpruch - (in WoS? [Y])
    Annals of Applied Probability, 2018, Vol. 28, No. 4, 2544-2591 (48 pages), doi:10.1214/17-AAP1366, ISSN (online): --- - ---. Submitted 2016/Jul; Accepted 2017/Oct/3; Published Online 2018/Aug/09
  42. Robust and Consistent Estimation of Generators in Credit Risk, (arXiv:1702.08867)
    43. G. dos Reis and G. Smith - (in WoS? [Y])
    Quantitative Finance, 2018, Vol.18, No. 6, Pages 983-1001 (19 Pages), doi:10.1080/14697688.2017.1383627, ISSN (online): 1469-7688, MR3805311. (Received 2016 Dec 13; Accepted 2017 Sep 15, Published online: 2017 Nov 20)
    Software: CRAN Package ctmcd: Estimating the Parameters of a Continuous-Time Markov Chain from Discrete-Time Data (https://cran.r-project.org/package=ctmcd) [See package "ctmcd" downloads]
  43. Equilibrium pricing under relative performance concerns, (arXiv:1511.04218)
    44. J. Bielagk, A. Lionet and G. dos Reis - (in WoS? [Y])
    SIAM J. Finan. Math., 2017, Vol. 8, No. 1, Pages 435-482 (48 pages), doi:10.1137/16M1082536, ISSN (online): 1945-497X. Submitted 2016/Jun/30; Accepted 2017/Feb/14; Published Online 2017/Jun/29
  44. Hybrid PDE solver for data-driven problems and modern Branching, (arXiv:1705.03666)
    45. F. Bernal, G. dos Reis and G. Smith - (in WoS? [Y])
    European Journal of Applied Mathematics, 2017 (Dec), Vol. 28. Issue 6, pp 949-972 (23 Pages) doi:10.1017/S0956792517000109, ISSN (online): 0956-7925, MR3720228. Submitted 2016/Oct/24; Accepted 2017/Apr/26; Published Online 2017/May/22
    Special issue: Big Data and Partial Differential Equations
  45. Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs, (Local PDF, arXiv)
    46. P. Gassiat, H. Oberhauser and G. dos Reis - (in WoS? [Y])
    Stochastic Processes and their Applications, 2015, Vol. 125, No. 12, Pages 4601-4631, doi: 10.1016/j.spa.2015.07.010, MR3406597, ISSN: 0304-4149
  46. Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs, (Local PDF, arXiv)
    47. A. Lionet, G. dos Reis and L. Szpruch - (in WoS? [?])
    Annals of Applied Probability (accepted Jun 2014), 2015, Vol.15, No.5, Pages 2563-2625 [63 pages] doi: 10.1214/14-AAP1056
  47. A note on comonotonicity and positivity of the control components of quadratic decoupled FBSDE, (Local PDF, arXiv)
    48. G. dos Reis and R. J. N. dos Reis - (in WoS? [Not Yet])
    Stochastics and Dynamics (accepted 11th Jan 2013), 2013, Vol.13, No.4, Pages 1350005 [11 pages] doi: 10.1142/S0219493713500056
  48. Quadratic FBSDE with generalized Burger's type nonlinearities, PDE perturbation and large deviations, (Local PDF, arXiv)
    49. C. Frei, G. Dos Reis - (in WoS? [Y])
    Stochastics and Dynamics, June 2013, Vol. 13, No. 2, Pages 1250015 [37 pages]; (accep. 16 Mar 2012, publ. online 14 Sep 2012) doi: 110.1142/S0219493712500153, MR3039415, ISSN: 0219-4937
  49. FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity, (Local PDF, arXiv)
    50. G. Dos Reis, A. Reveillac, J. Zhang - (in WoS? [Y])
    Stochastic Processes and their Applications, Sep. 2011, Vol. 121, No. 9, Pages 2114-2150, doi: 10.1016/j.spa.2011.05.002, MR2819244, ISSN: 0304-4149
  50. A Financial market with interacting investors: does an equilibrium exist?, (local PDF)
    51. C. Frei, G. Dos Reis - (in WoS? [N])
    Mathematics and Financial Economics, Apr. 2011, Vol. 4, No. 3, Pages 161 - 182, doi: 10.1007/s11579-011-0039-0, MR2796281, ISSN: 1862-9679
  51. Pricing and hedging of derivatives based on non-tradable underlyings, (local PDF or arXiv)
    52. S. Ankirchner, P. Imkeller, G. Dos Reis - (in WoS? [Y])
    Mathematical Finance, Apr. 2010, Vol. 20, No. 2, Pages 289 - 312, doi: 10.1111/j.1467-9965.2010.00398.x, MR2650249, ISSN: 1083-6489
  52. On Securitization, Market Completion and Equilibrium Risk Transfer, (local PDF)
    53. U. Horst, T. Pirvu, G. Dos Reis - (in WoS? [N])
    Mathematics and Financial Economics, March 2010, Vol. 2, No. 4, Pages: 211-252, doi: 10.1007/s11579-010-0022-1, MR2601853, ISSN: 1862-9679
  53. Path regularity and explicit convergence rate for BSDE with truncated quadratic growth, (arXiv)
    54. P. Imkeller, G. Dos Reis - (in WoS? [Y])
    Stochastic processes and their applications, March 2010, Vol. 120, Issue 3, Pages: 348-379, doi: 10.1016/j.spa.2009.11.004, MR2584898, ISSN: 0304-4149
  54. Results on numerics for FBSDE with drivers of quadratic growth, (local PDF or from arXiv)
    55. P. Imkeller, G. Dos Reis, J. Zhang - (in WoS? [N])
    In Contemporary Quantitative Finance (Essays in Honour of Eckhard Platen), (2010)
    Editors: C. Chiarella and A. Novikov, Springer, ISBN: 978-3-642-03478-7 (Book: MR2722977, Chapter: MR2732845, Doi:10.1007/978-3-642-03479-4_9)
  55. Classical and Variational Differentiability of BSDEs with Quadratic Growth, (local PDF or arXiv)
    56. S. Ankirchner, P. Imkeller, G. Dos Reis - (in WoS? [Y])
    Electronic Journal of Probability, Vol. 12 (2007), Pages: 1418-1453, (Electronic), DOI: 10.1214/ejp.v12-462, MR2354164, ISSN: 1083-6489
BOOKS
Software
OTHER PUBLICATIONS


G. dos Reis homepage Research Conferences and Talks Teaching CV & related