A sunset with the Maths Institute and Green Templeton College
The Mathematics Institute, looking towards the Radcliffe Observatory
(Image Credit: Sheng Peng (DPhil in History) / Graduate Photography Competition)

Mathematics of Random Systems: Analysis, Modelling and Algorithms (CDT)

About the course

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.

You will participate in a comprehensive doctoral training course in stochastic analysis, probability theory, stochastic modelling, computational methods and applications arising in biology, physics, quantitative finance, and data science. The course 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 the following foundation areas:

  • Stochastic analysis: foundations and new directions
  • Stochastic partial differential equations
  • Stochastic computational methods and optimal control

and application areas:

  • Randomness and universal behaviour in physical systems
  • Stochastic modelling and data-driven modelling in finance
  • Mathematical and algorithmic challenges in data science
  • Mean-field models and agent-based modelling

In your first year, you will follow four courses matching your area of interest, and choose a main research topic and a research supervisor. This research project will then be expected to evolve into your DPhil thesis in years two to four.

Throughout the four years of the course, you will participate in various CDT activities, including CDT social events, 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 and finance 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.

The department offers extensive support to students, from skills training and career development sessions to a variety of social events in a welcoming and inclusive atmosphere. You will have the opportunity to interact with fellow students and other members of your research groups, and more widely across the department. The department aims to offer excellent supervision and provide a stimulating research environment.

Attendance

The course is full-time and requires attendance in Oxford. Full-time students are subject to the University's Residence requirements.

Provision exists for students on some courses to undertake their research in a ‘well-founded laboratory’ outside of the University. This may require travel to and attendance at a site that is not located in Oxford. Where known, existing collaborations will be outlined on this page. Please read the course information carefully, including the additional information about course fees and costs.

Resources to support your study

As a graduate student, you will have access to the University's wide range of world-class resources including libraries, museums, galleries, digital resources and IT services.

The Bodleian Libraries is the largest library system in the UK. It includes the main Bodleian Library and libraries across Oxford, including major research libraries and faculty, department and institute libraries. Together, the Libraries hold more than 13 million printed items, provide access to e-journals, and contain outstanding special collections including rare books and manuscripts, classical papyri, maps, music, art and printed ephemera.

The University's IT Services is available to all students to support with core university IT systems and tools, as well as many other services and facilities. IT Services also offers a range of IT learning courses for students, to support with learning and research.

The home of the Mathematical Institute is the purpose-built Andrew Wiles Building, opened in 2013. This provides ample teaching facilities for lectures, classes and seminars.

In year one, you will be based in a cohort study room in the Andrew Wiles Building. In years two to four, you will be allocated an office that you will share with three or six other students.

You will have your own desk with a computer. The Mathematical Institute provides IT support, and students can use the department's Whitehead Library, with an extensive range of books and journals.

Supervision

Research will be supervised by CDT faculty from the Mathematical Institute.

A list of supervisors may be found on the CDT website.

It is not a requirement to contact potential supervisors prior to applying to the CDT. CDT students choose their research project and supervisor by the end of their first term, but you can indicate a preference to work with a CDT faculty member at the time of application if you have one.

The allocation of graduate supervision for this course is the responsibility of the Mathematical Institute and it is not always possible to accommodate the preferences of incoming graduate students to work with a particular member of staff.

You will have the opportunity to interact with your research supervisor through periodic meetings and participation in seminars and working groups throughout the duration of your doctoral studies.

Assessment

The outcome of the research project will be presented in the form of a doctoral thesis which, if successfully defended, will lead to the award of the DPhil degree.

Students will be initially admitted to the status of Probationer Research Student (PRS). Within around 15 months of your course starting you will be expected to apply for transfer of status from Probationer Research Student to DPhil status.

A successful transfer of status from PRS to DPhil status will require completion of assessed work to a satisfactory level. You will be required to acquire transferable skills as part of your training amounting to five days of training prior to transfer of status. Students who are successful at transfer will also be expected to apply for and gain confirmation of DPhil status within nine terms of admission, to verify that their work continues to be on track.

Both milestones involve submission of written work and an interview with two assessors (other than your supervisor) and therefore provide important experience for the final oral examination.

You will be expected to teach at least two sets of classes before transfer of status and at least three additional sets before confirmation of status.

You will be expected to submit an original thesis after three or, at most, four years from the date of admission. To be successfully awarded a DPhil in Mathematics you will need to defend your thesis orally (viva voce) in front of two appointed examiners.

Graduate destinations

After completion of the programme, graduates will be equipped to take up postdoctoral research opportunities in the UK and abroad as well as industry placement opportunities through our numerous industry partners.

Changes to this course and your supervision

The University will seek to deliver this course in accordance with the description set out in this course page. However, there may be situations in which it is desirable or necessary for the University to make changes in course provision, either before or after registration. The safety of students, staff and visitors is paramount and major changes to delivery or services may have to be made if a pandemic, epidemic or local health emergency occurs. In addition, in certain circumstances, for example due to visa difficulties or because the health needs of students cannot be met, it may be necessary to make adjustments to course requirements for international study.

Where possible your academic supervisor will not change for the duration of your course. However, it may be necessary to assign a new academic supervisor during the course of study or before registration for reasons which might include illness, sabbatical leave, parental leave or change in employment.

For further information please see our page on changes to courses and the provisions of the student contract regarding changes to courses.

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