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 → Research → Probability and stochastic analysis
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Probability and stochastic analysis

Research areas

The research activities of our group cover the following areas

Stochastic (partial) differential equations 

These equations are used for modelling various dynamical phenomenons (physical, chemical, biological, economic etc.) significantly affected by random effects (random noise). We study equations with random effects, which can be correlated in time (so called fractional noise), with focus on parameter estimation and asymptotic behavior of these models.

OU process

 Stochastic geometry and spatial statistics

This field of probability theory has many applications in image analysis and material science. We focus on spatial and spatio-temporal models of unions of interacting particles.

 Metadynamics and molecular simulations

We study mathematical properties (mainly convergence and its speed) of enhanced sampling techniques for molecular simulations, with focus on techniques based on additional (artificial) potential (such as metadynamics, „flying gaussians“ etc.)

molekulární statistika

Statistical analysis support

We provide support with statistical analysis and modelling to other cooperating departments. We participated on:

  • Modelling gass permeation through grafen-oxid membranes
  • Quality assessment of the distillation column models
  • Analysis of  exhaust emissions measurement


Presentation card

Contact persons:

Y Ing. Mgr. Pavel Kříž, Ph.D. - team representative
b pavel.kriz@vscht.cz
e 220445034

Y RNDr. Leszek Szala, Ph.D.
b leszek.szala@vscht.cz
e 220445030

Y Mgr. Jana Šnupárková, Ph.D.
b jana.snuparkova@vscht.cz
e 220445032

Y Mgr. Markéta Zikmundová, Ph.D.
b marketa.zikmundova@vscht.cz
e 220445032

brownův pohyb


Recent publications

  • Kříž P.: A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations,  Stochastics and Dynamics, DOI: 2050019. 10.1142/S0219493720500197, 2019
  • Natov P.; Nuhlíček O.; Dvořák J.; Szala L. M.; Syrovátková H.: Analysis of volume differences occuring during timber scaling on different production locations ,Zprávy lesnického výzkumu (Reports of Forestry Research), 64, 1, 45-50, 2019
  • Jankovský M.; Natov P.; Dvořák J.; Szala L. M.: Norway spruce bark thickness models based on log midspan diameter for use in mechanized forest harvesting in Czechia, Scandinavian Journal of Forest Research, 34, 7, 617-626, 2019
  • Čoupek P., Maslowski B., Šnupárková J.: SPDEs with Volterra Noise, kapitola v knize Stochastic Partial Differential Equations and Related Fields, In Honor of Michael Roeckner SPDERF, Bielefeld, Germany, October 10 -14, 2016, 147 - 158, 2018.
  • Maslowski B., Šnupárková J.: Stochastic Affine Evolution Equations with Multiplicative Fractional Noise, Appl. Math., 63(1), 7 - 35, 2018.
  • Kříž P., Maslowski B.: Central Limit Theorems and Minimum-Contrast Estimators for Linear Stochastic Evolution Equations,  Stochastics 91, 1-32, DOI: 10.1080/17442508.2019.1576688., 2019
  • Kříž P., Šućur Z., Spiwok V.: Free Energy Surface Prediction by Flying Gaussian Method: Multi-System Representation, Journal of Physical Chemistry B 121(46) 10479-10483, 2017.
  • Hošek P., Kříž P., Toulcová D., Spiwok V.: Multisystem altruistic metadynamics—Well-tempered variant, The Journal of Chemical Physics 146, 125103, 2017.
  • Garrido–Atienza, M.; Maslowski, B.; Šnupárková,J.: Semilinear stochastic equations with bilinear fractional noise, Discrete Contin. Dyn. Syst. Ser. B, 21(9), 3075 - 3094, 2016.
  • Szala L.: Chaotic behaviour of uniformly convergent nonautonomous systems with randomly perturbed trajectories. J. Differ. Equ. Appl., 21, 592-605, 2015.
  • Zikmundová M., Staňková Helisová K., Beneš V.: On the use of particle Markov chain Monte Carlo in parameter estimation of space-time interacting discs,  Methodology And Computing in Applied Probability, 16(2), 451-463, 2014.
  • Beneš V., Zikmundová M.: Functionals of spatial point process having density with respect to the Poisson process, Kybernetika 49, 896-913, 2014.
  • Szala L.: Recurrence in systems with randomly perturbed trajectories on the n-dimensional cube. Internat. J. Bifur. Chaos Appl. Sci. Engrg., 24, 1450137, 2014.
  • Gosiewski T., Szala L., Pietrzyk A., Brzychczy-Wloch M., Heczko P., Bulanda M.: Comparison of Methods for Isolation of Bacterial and Fungal DNA from Human Blood. Current Microbiology, 68, 149-155, 2014.
Updated: 24.2.2020 09:44, Author: um

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