The Centre for Doctoral Training (CDT) in Mathematical Modelling 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 Mathematical Modelling 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 physics, quantitative finance, biology, 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.
This is a new programme and there are no alumni yet. The CDT in Mathematical Modelling of Random Systems will aim to provide postdoctoral research opportunities in the UK and abroad through the CDT's international network of academic partners, and by providing industry placement opportunities through our numerous industry partners.
- DPhil in Mathematics
- CDT in Industrially Focused Mathematical Modelling
- MSc in Mathematical and Computational Finance
- MSc in Mathematical Finance
- MSc in Mathematical Sciences
- MSc in Mathematical Modelling and Scientific Computing
- MSc in Mathematics and Foundations of Computer Science
- MSc in Mathematical and Theoretical Physics
- DPhil in Statistics
- MSc in Statistical Science
Changes to the course
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. For further information, please see our page on changes to courses.
Entry requirements for entry in 2019-20
Within equal opportunities principles and legislation, applications will be assessed in the light of an applicant’s ability to meet the following entry requirements:
1. Academic ability
Proven and potential academic excellence
Applicants are normally expected to be predicted or have achieved a first-class undergraduate degree with honours (or equivalent international qualifications), as a minimum, in mathematics or a related discipline.
For applicants with a degree from the USA, the minimum GPA sought is 3.7 out of 4.0.
A previous master's degree is not required, although the requirement for a first-class undergraduate degree with honours may be alternatively demonstrated by strong performance in a master's degree.
If you hold non-UK qualifications and wish to check how your qualifications match these requirements, you can contact the National Recognition Information Centre for the United Kingdom (UK NARIC).
No Graduate Record Examination (GRE) or GMAT scores are sought.
Other appropriate indicators will include:
You will be required to supply supporting documents with your application, including references and an official transcript. See 'How to apply' for instructions on the documents you will need and how these will be assessed.
Performance at interview(s)
Technical interviews are normally held as part of the admissions process.
If invited you can expect to be interviewed by at least two people and for the interview to last around 30 minutes. The interview could take place face-to-face or by telephone or Skype.
It is expected that interviews will take place around three to five weeks after an application deadline.
Publications are not expected.
Other qualifications, evidence of excellence and relevant experience
Research or working experience in the proposed research may be an advantage.
2. English language requirement
Applicants whose first language is not English are usually required to provide evidence of proficiency in English at the standard level required by the University.
3. Availability of supervision, teaching, facilities and places
The following factors will govern whether candidates can be offered places:
- The ability of the Mathematical Institute to provide the appropriate supervision, research opportunities, teaching and facilities for your chosen area of work.
- Minimum and maximum limits to the numbers of students who may be admitted to Oxford's research and taught programmes.
The provision of supervision, where required, is subject to the following points:
- The allocation of graduate supervision 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.
- Under exceptional circumstances a supervisor may be found outside the Mathematical Institute.
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 sabbatical leave, maternity leave or change in employment.
4. Disability, health conditions and specific learning difficulties
Students are selected for admission without regard to gender, marital or civil partnership status, disability, race, nationality, ethnic origin, religion or belief, sexual orientation, age or social background.
Decisions on admission are based solely on the individual academic merits of each candidate and the application of the entry requirements appropriate to the course.
Further information on how these matters are supported during the admissions process is available in our guidance for applicants with disabilities.
All recommendations to admit a student involve the judgment of at least two members of academic staff with relevant experience and expertise, and additionally must be approved by the Director of Graduate Studies or Admissions Committee (or equivalent departmental persons or bodies).
Admissions panels or committees will always include at least one member of academic staff who has undertaken appropriate training.
6. Other information
Whether you have yet secured funding is not taken into consideration in the decision to make an initial offer of a place, but please note that the initial offer of a place will not be confirmed until you have completed a Financial Declaration.
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, students are based in a cohort study room in the Andrew Wiles Building. In years two to four, each student is allocated an office that they will share with three or six other students. Each student has their 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. Students will be expected to travel to visit Imperial College London, and travel costs will be covered by the CDT. At Imperial students will be provided access to library facilities and to a dedicated working space where "hot-desks" will be available.
In addition to the common room, where graduate students regularly gather for coffee and other social occasions, there is also a café in the Andrew Wiles Building.
The department offers extensive support to students, from regular 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.
Funding and costs
There are over 1,000 full graduate scholarships available across the University, and these cover your course fees and provide a grant for living costs. If you apply by the relevant January deadline and fulfil the eligibility criteria you will be automatically considered. Over two thirds of Oxford scholarships require nothing more than the standard course application. Use the Fees, funding and scholarship search to find out which scholarships you are eligible for and if they require an additional application, full details of which are provided.
Annual fees for entry in 2019-20
Annual Course fees
|Home/EU (including Islands)||£7,665|
Course fees are payable each year, for the duration of your fee liability (your fee liability is the length of time for which you are required to pay course fees). For courses lasting longer than one year, please be aware that fees will usually increase annually. For details, please see our guidance on likely increases to fees and charges.
Course fees cover your teaching as well as other academic services and facilities provided to support your studies. Unless specified in the additional information section below, course fees do not cover your accommodation, residential costs or other living costs. They also don’t cover any additional costs and charges that are outlined in the additional information below.
Following the period of fee liability, you may also be required to pay a University continuation charge and a college continuation charge. The University and college continuation charges are shown on the Continuation charges page.
For more information about course fees and fee liability, please see the Fees section of this website. EU applicants should refer to our dedicated webpage for details of the implications of the UK’s plans to leave the European Union.
There are no compulsory elements of this course that entail additional costs beyond fees (or, after fee liability ends, continuation charges) and living costs. However, please note that, depending on your choice of research topic and the research required to complete it, you may incur additional expenses, such as travel expenses, research expenses, and field trips. You will need to meet these additional costs, although you may be able to apply for small grants from your department and/or college to help you cover some of these expenses.
In addition to your course fees, you will need to ensure that you have adequate funds to support your living costs for the duration of your course.
For the 2019-20 academic year, the range of likely living costs for full-time study is between c. £1,058 and £1,643 for each month spent in Oxford. Full information, including a breakdown of likely living costs in Oxford for items such as food, accommodation and study costs, is available on our living costs page. When planning your finances for any future years of study in Oxford beyond 2019-20, you should allow for an estimated increase in living expenses of 3% each year.
How to apply
You are welcome to contact academics involved in their preferred area of research, although this is not a necessary prerequisite to the application process. If you are unsure of who to contact, please use the contact details provided on this page and your email will be forwarded onto the relevant academic.
The set of documents you should send with your application to this course comprises the following:
Your transcripts should give detailed information of the individual grades received in your university-level qualifications to date. You should only upload official documents issued by your institution and any transcript not in English should be accompanied by a certified translation.
More information about the transcript requirement is available in the Application Guide.
A CV/résumé is compulsory for all applications. Most applicants choose to submit a document of one to two pages highlighting their academic achievements and any relevant professional experience.
Statement of purpose/personal statement:
Up to two pages
Your statement should be written in English and explain your motivation for applying for the course at Oxford, your relevant experience and education, and the specific areas that interest you and/or you intend to specialise in.
This will be assessed for evidence of motivation for and understanding of the proposed area of study and whether a suitable supervisor can be provided.
References/letters of recommendation:
Three overall, generally academic
Whilst you must register three referees, the department may start the assessment of your application if two of the three references are submitted by the course deadline and your application is otherwise complete. Please note that you may still be required to ensure your third referee supplies a reference for consideration.
Your references should generally be academic, though up to one professional reference will be accepted.
Your references will support intellectual ability, academic achievement, motivation and your ability to work in a group.
Start or continue an application
Step 1: Carefully read the entry requirements on this course page to make sure you meet all the criteria.
Step 2: Check above what documents are required and prepare to apply by reading our Application Guide.
Step 3: Apply as soon as possible. Consult the Application Guide for more information about deadlines.