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Mathematics of Random Systems: Analysis, Models and Algorithms (EPSRC CDT) Doctoral Programme

University of Oxford

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Course options

  • Qualification

    Doctoral Programme

  • Location

    University of Oxford

  • Study mode

    Full time

  • Start date

    17-JAN-21, 25-APR-21

  • Duration

    4 years

Course summary

The Centre for Doctoral Training (CDT) in Mathematics of Random Systems is a four-year doctoral programme that offers academically outstanding students training in the areas of probabilistic modelling and stochastic analysis at Imperial and Oxford.

The Mathematics of Random Systems CDT offers a comprehensive four-year doctoral training course in stochastic analysis, probability theory, stochastic modelling, computational methods and applications arising in biology, physics, quantitative finance, healthcare and data science. It provides solid training in core skills related to probability theory, stochastic modelling, data analysis, stochastic simulation, optimal control and probabilistic algorithms.

Research topics focus on five Foundation areas:

1. Stochastic analysis: foundations and new directions
2. Stochastic partial differential equations
3. Random combinatorial structures: trees, graphs, networks, branching processes
4. Stochastic computational methods and optimal control
5. Random dynamical systems and ergodic theory

and five application areas:

6. Randomness and universal behaviour in physical systems
7. Stochastic modelling and data-driven modelling in finance
8. Mathematical modelling in biology and healthcare
9. Mathematical and algorithmic challenges in data science
10. Mean-field models and agent-based modelling

In the first year, students follow four Core courses on Foundation areas and three elective courses, and choose a main research topic and a research supervisor. This research project will then be expected to evolve into a DPhil thesis in years two to four. Progress will be assessed at approximately 15 months (transfer of status) and after 39 months (confirmation of status). These assessments involve the submission of written work and an oral examination.

Throughout the four years of the course, students will participate in various CDT activities with their cohort, including a CDT spring retreat, the annual summer school as well as regular seminars, workshops and training in transferrable skills such as communication, ethics and team-working.

The CDT has multiple industry partners in the areas of data analytics, finance and healthcare who provide funding for DPhil projects linked to their areas of activity. Candidates with an interest in industry-related research projects are encouraged to apply. Industry-funded DPhil projects provide students with the opportunity to actively engage with our industry partners through collaborative research.

Tuition fees

Students living in United States
(international fees)

£ 22,050per year

Tuition fees shown are for indicative purposes and may vary. Please check with the institution for most up to date details.

University information

University of Oxford

  • University League Table

    2nd

  • Campus address

    University of Oxford, University Offices, Wellington Square, Oxford, Oxfordshire, OX1 2JD, England

Subject rankings

  • Subject ranking

    2nd out of 110

    3rd out of 32

    1st out of 72

  • Entry standards

    / Max 236
    239 100%

    1st

    1
  • Graduate prospects

    / Max 100
    91 91%

    18th

  • Student satisfaction

    / Max 5
    n/a

  • Entry standards

    / Max 241
    215 97%

    2nd

  • Graduate prospects

    / Max 100
    88 88%

    8th

  • Student satisfaction

    / Max 5
    3.97 79%

    17th

    6
  • Entry standards

    / Max 236
    228 96%

    3rd

  • Graduate prospects

    / Max 100
    91 91%

    1st

  • Student satisfaction

    / Max 5
    n/a

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