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School of Mathematical Sciences

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Michael Tretyakov

Professor of Mathematics, Faculty of Science

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Expertise Summary

Research Summary

Current Research interests: stochastic numerics (numerical methods for stochastic differential equations); SDE-based sampling and optimisation for Bayesian statistics and machine learning; financial… read more

Selected Publications

  • MILSTEIN, G. N. and TRETYAKOV, M. V., 2021. 2nd. Springer.
  • M.V. TRETYAKOV, 2013. Imperial College Press.
  • TRETYAKOV, M. V., 2025. SIAM Journal on Scientific Computing. 47(3), A1681-A1701
  • CAUSON, M.E., IGLESIAS, M.A., MATVEEV, M.Y., ENDRUWEIT, A. and TRETYAKOV, M.V., 2024. Composites Part A: Applied Science and Manufacturing. 185, 108355

Current Research

Current Research interests: stochastic numerics (numerical methods for stochastic differential equations); SDE-based sampling and optimisation for Bayesian statistics and machine learning; financial mathematics; uncertainty quantification and stochastic modelling in applications, especially composites manufacturing; stochastic dynamics.

  • M.A. IGLESIAS, CAUSON, M. E., MATVEEV, M. Y., ENDRUWEIT, A. and TRETYAKOV, M.V., 2026. DeepONet-accelerated Bayesian inversion for moving boundary problems Computer Methods in Applied Mechanics and Engineering (CMAME). 457, 118988
  • YAN, S., MATVEEV, M. Y., CAUSON, M. E., ENDRUWEIT, A., IGLESIAS, M. A. and TRETYAKOV, M. V., 2026. Composites Part A: Applied Science and Manufacturing. 206, 109783
  • GARCIA, J. A., GIMENO, R., HINDS, P. D., SU, H. and TRETYAKOV, M. V., 2026.
  • TRETYAKOV, M. V., 2025. SIAM Journal on Scientific Computing. 47(3), A1681-A1701
  • BHARATH, K., LEWIS, A., SHARMA, A. and TRETYAKOV, M. V., 2025. Journal of Machine Learning Research. 26(71), 1-50
  • HINDS, P. D., SHARMA, A. and TRETYAKOV, M. V., 2025. Mathematical Models and Methods in Applied Sciences. 35(8), 1845-1887
  • CAUSON, M.E., IGLESIAS, M.A., MATVEEV, M.Y., ENDRUWEIT, A. and TRETYAKOV, M.V., 2024. Composites Part A: Applied Science and Manufacturing. 185, 108355
  • SU, H., TRETYAKOV, M. V. and NEWTON, D. P., 2024. Management Science. 71(4), 2922-2952
  • HINDS, PIERS D. and TRETYAKOV, MICHAEL V., 2023. Journal of Computational Finance. 27(3), 1-41,
  • KALISE, D., SHARMA, A. and TRETYAKOV, M. V., 2023. Mathematical Models and Methods in Applied Sciences. 33(2), 289-339
  • LEIMKUHLER, B., SHARMA, A. and TRETYAKOV, M. V., 2023. The Annals of Applied Probability. 33(3), 1904-1960
  • ENDRUWEIT, A., MATVEEV, M. Y. and TRETYAKOV, M. V., 2022. Polymer Composites. 43(11), 8308-8321
  • IGLESIAS, M., MCGRATH, D. M., TRETYAKOV, M. V. and FRANCIS, S. T., 2022. Physics in Medicine & Biology. 67(23), 235003
  • MILSTEIN G.N. and TRETYAKOV M.V., 2021. Mean-square approximation of Navier-Stokes equations with additive noise in vorticity-velocity formulation Numerical Mathematics: Theory, Methods and Applications. 14(1), 1-30
  • MATVEEV, M. Y., ENDRUWEIT, A., LONG, A. C., IGLESIAS, M. A. and TRETYAKOV, M. V., 2021. Composites Part A: Applied Science and Manufacturing. 143, 106323
  • MILSTEIN, G. N. and TRETYAKOV, M. V., 2021. 2nd. Springer.
  • BAILEY, N. Y., HIBBERD, S., POWER, H. and TRETYAKOV, M., V, 2019. PROCEEDINGS OF THE 10TH INTERNATIONAL CONFERENCE ON ROTOR DYNAMICS - IFTOMM, VOL. 4. 63, 443-459
  • BAYLISS, C. D., FALLAIZE, C., HOWITT, R. and TRETYAKOV, M. V., 2019. BULLETIN OF MATHEMATICAL BIOLOGY. 81(3), 639-675
  • BAILEY N.Y, HIBBERD S., POWER H. and TRETYAKOV M.V., 2019. IMA J. Appl. Math. 84(3), 632-649
  • M.Y. MATVEEV, F.G. BALL, I.A. JONES, A.C. LONG, P.J. SCHUBEL and M.V. TRETYAKOV, 2018. Journal of Composite Materials. 52,
  • IGLESIAS, MARCO, PARK, MINHO and TRETYAKOV, M., V, 2018. INVERSE PROBLEMS. 34(10),
  • BAILEY, N. Y., HIBBERD, S., POWER, H. and TRETYAKOV, M. V., 2018. JOURNAL OF ENGINEERING MATHEMATICS. 112(1), 17-35
  • M. PARK and M.V. TRETYAKOV, 2017. SIAM/ASA Journal on Uncertainty Quantification. 5(1), 1110鈥�1135
  • R. L. DAVIDCHACK, T. E. OULDRIDGE and M.V. TRETYAKOV, 2017. J. Chem. Phys.. 147(22), 224103
  • G.N. MILSTEIN and M.V. TRETYAKOV, 2016. J. Comp Appl. Maths.. 302, 1鈥�23
  • Z. ZHANG, M.V. TRETYAKOV, B.L. ROZOVSKII and G. E. KARNIADAKIS, 2015. SIAM J. Numer. Anal.. 53(1), 153-183
  • R. L. DAVIDCHACK, T. E. OULDRIDGE and M. V. TRETYAKOV, 2015. J. Chem. Phys.. 142(14), 144114
  • M. PARK and M.V. TRETYAKOV, 2015. Int. J. Uncertainty Quantification. 5(6), 527-544
  • M.V. TRETYAKOV, 2015. . In: BJORN ENGQUIST, ed., Encyclopedia of Applied and Computational Mathematics Springer.
  • M. KRIVKO and M.V. TRETYAKOV, 2014. IMA J. Numer. Anal.. 34, 147鈥�196
  • Z. ZHANG, M.V. TRETYAKOV, B.L. ROZOVSKII and G. E. KARNIADAKIS, 2014. SIAM J. Sci. Comp.. 36(4), A1652-A1677
  • B. LEIMKUHLER, C. MATTHEWS and M.V. TRETYAKOV, 2014. Proc. R. Soc. A. 470(2170), 20140120
  • G.N. MILSTEIN and M.V. TRETYAKOV, 2013. Advances in Applied Probability. 45(3), 742-772
  • M. KRIVKO and M.V. TRETYAKOV, 2013. . In: T. GERSTNER and P.E. KLOEDEN, eds., Recent Developments in Computational Finance World Scientific.
  • A. CANGIANI, R.L. DAVIDCHACK, E. GEORGOULIS, A.N. GORBAN, J. LEVESLEY and M.V. TRETYAKOV, eds., 2013. Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2011, the 9th European Conference on Numerical Mathematics and Advanced Applications, Leicester, September 2011 Springer.
  • M.V. TRETYAKOV and Z. ZHANG, 2013. SIAM J. Numer. Anal.. 51(6), 3135-3162
  • M.V. TRETYAKOV, 2013. Imperial College Press.
  • BAYLISS, C.D., BIDMOS, F.A., ANJUM, A., MANCHEV, V.T., RICHARDS, R.L., GROSSIER, J., WOOLDRIDGE, K.G., KETLEY, J.M., BARROW, P.A., JONES, M.A. and TRETYAKOV, M.V., 2012. Nucleic Acids Research. 40(13), 82152
  • MILSTEIN, GN and TRETYAKOV, MV, 2012. Bit Numerical Mathematics. 52(1), 141-153
  • Z. ZHANG, B. ROZOVSKII, M.V. TRETYAKOV and G. KARNIADAKIS, 2012. Siam Journal On Scientific Computing. 34(2), A914-A936
  • G.N. MILSTEIN and M.V. TRETYAKOV, 2011. Averaging over characteristics with innovation approach in nonlinear filtering. In: Handbook of Nonlinear Filtering (Eds. D. Crisan and B. Rozovskii) Oxford University Press. 892-919
  • V.N. STANCIULESCU and M.V. TRETYAKOV, 2011. Numerical solution of the Dirichlet problem for linear parabolic SPDEs based on averaging over characteristics. In: Stochastic Analysis 2010 (Ed. D. Crisan) Springer. 191-212
  • MATTINGLY, J.C., STUART, A.M. and TRETYAKOV, M.V., 2010. SIAM Journal on Numerical Analysis. 48(2), 552-577
  • MENTINK, J.H., TRETYAKOV, M.V., FASOLINO, A., KATSNELSON, M.I. and RASING, T., 2010. Journal of Physics: Condensed Matter. 22(17), 176001
  • HARDWICK, RJ, TRETYAKOV, MV and DUBROVA, YE, 2009. Molecular Biology And Evolution. 26(11), 2647-2654
  • MILSTEIN, G.N. and TRETYAKOV, M.V., 2009. Mathematics of Computation. 78(268), 2075-2106
  • DAVIDCHACK, RL, HANDEL, R and TRETYAKOV, MV, 2009. Journal Of Chemical Physics. 130(23), -
  • MILSTEIN, G.N. and TRETYAKOV, M.V., 2009. SIAM Journal on Numerical Analysis. 47(2), 887-910
  • MILSTEIN, GN and TRETYAKOV, MV, 2009. Advances In Applied Probability. 41(1), 63-100
  • MILSTEIN, GN and TRETYAKOV, MV, 2007. Physica D-Nonlinear Phenomena. 229(1), 81-95
  • FEDOTOV, S, MILSTEIN, GN and TRETYAKOV, MV, 2007. Journal Of Physics A-Mathematical And Theoretical. 40(22), 5769-5782
  • MILSTEIN, GN and TRETYAKOV, MV, 2007. Ima Journal Of Numerical Analysis. 27(1), 24-44
  • MILSTEIN, GN and TRETYAKOV, MV, 2006. Siam Journal On Scientific Computing. 28(2), 561-582
  • MILSTEIN, GN and TRETYAKOV, MV, 2005. Siam Journal On Numerical Analysis. 43(3), 1139-1154
  • G.N. MILSTEIN and M.V. TRETYAKOV, 2005. Numerical analysis of Monte Carlo evaluation of Greeks by finite differences. Journal of Computational Finance. 8(3), 1-33
  • MILSTEIN, GN and TRETYAKOV, MV, 2004. Journal Of Computational Physics. 197(1), 275-298
  • G.N. MILSTEIN and M.V. TRETYAKOV, 2004. Springer.
  • MILSTEIN, GN and TRETYAKOV, MV, 2003. Ima Journal Of Numerical Analysis. 23(4), 593-626
  • MILSTEIN, GN and TRETYAKOV, MV, 2002. Theory Of Probability And Its Applications. 47(1), 53-68
  • MILSTEIN, GN, REPIN, YM and TRETYAKOV, MV, 2002. Siam Journal On Numerical Analysis. 40(4), 1583-1604
  • MILSTEIN, GN and TRETYAKOV, MV, 2002. Ima Journal Of Numerical Analysis. 22(4), 599-622
  • MILSTEIN, GN, REPIN, YM and TRETYAKOV, MV, 2002. Siam Journal On Numerical Analysis. 39(6), 2066-2088
  • TRETYAKOV, MV and FEDOTOV, S, 2001. Physica D. 159(3-4), 190-201
  • MILSTEIN, GN and TRETYAKOV, MV, 2001. Ima Journal Of Numerical Analysis. 21(4), 887-917
  • MILSTEIN, GN and TRETYAKOV, MV, 2000. Physica D. 140(3-4), 244-256
  • MILSTEIN, GN and TRETYAKOV, MV, 2000. Numerical Algorithms For Semilinear Parabolic Equations With Small Parameter Based On Approximation Of Stochastic Equations Mathematics Of Computation. 69(229), 237-267
  • MILSTEIN, GN and TRETYAKOV, MV, 1999. Simulation Of A Space-Time Bounded Diffusion Annals Of Applied Probability. 9(3), 732-779
  • MILSTEIN, GN and TRETYAKOV, MV, 1999. Journal Of Physics A-Mathematical And General. 32(31), 5795-5805
  • TRETYAKOV, MV, 1998. Physical Review E. 57(4), 4789-4794
  • MILSTEIN, GN and TRETYAKOV, MV, 1997. Siam Journal On Numerical Analysis. 34(6), 2142-2167
  • MILSTEIN, GN and TRETYAKOV, MV, 1997. Siam Journal On Scientific Computing. 18(4), 1067-1087
  • MILSHTEIN, GN and TRETYAKOV, MV, 1994. Journal Of Statistical Physics. 77(3-4), 691-715
  • TRETYAKOV, MV and TRETJAKOV, SV, 1994. Physics Letters A. 194(5-6), 371-374
  • BUYEVICH, YA and TRETYAKOV, MV, 1994. The Initiating Rate Of A Heterogeneous Reaction Journal De Physique Ii. 4(9), 1605-1616
  • BUYEVICH, YA, FEDOTOV, SP and TRETYAKOV, MV, 1993. Heterogeneous Reaction Affected By External Noise Physica A. 198(3-4), 354-367
  • BUYEVICH, YA and TRETYAKOV, MV, 1992. Covering Of Solid-Surface By A New Phase Under Conditions Of Metastability Reduction By Growing Nuclei Doklady Akademii Nauk. 323(2), 306-310
  • BUYEVICH, YA, TRETYAKOV, MV and FEDOTOV, SP, 1991. A Model Of The Stochastic Growth Of New Phase Islands On Solid-Surface Doklady Akademii Nauk Sssr. 321(5), 1005-1008
  • FEDOTOV, SP and TRETYAKOV, MV, 1991. Combustion Science And Technology. 78(1-3), 1-6
  • FEDOTOV, SP and TRETYAKOV, MV, 1991. Stochastic Particle Combustion Khimicheskaya Fizika. 10(2), 238-241
  • TRETYAKOV, MV and FEDOTOV, SP, 1990. Stationary Regimes Of Heterogeneous Reaction In The Presence Of White Poisson Noise Khimicheskaya Fizika. 9(2), 252-257

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