Kamran Arora

Maths PhD student at the University of Bath, supervised by Federico Cornalba and Tony Shardlow. Previously, MMathPhys in Maths and Physics at the University of Warwick.

I study problems at the interface between interacting particle systems and stochastic PDEs using tools from numerical and stochastic analysis.

Research and software

Preprint · 2026

On reduced SPDE models for stochastic Cucker-Smale flocking dynamics

We introduce, analyse and simulate a class of reduced SPDE models for stochastic Cucker-Smale dynamics.Our models are a computationally cheaper alternative that preserve the flocking behaviour of the underlying particle system.

Kamran Arora, Federico Cornalba, Ana Djurdjevac

Preprint · 2026

A discontinuous Galerkin approximation of the Dean-Kawasaki equation

We introduce a spatial dG approximation of the Dean-Kawasaki equation. The key ingredient is a general procedure for discretising multiplicative, divergence-form noise on finite element spaces whilst preserving its cross-variation structure.

Kamran Arora, Federico Cornalba and Tony Shardlow

Software · 2026+

SPDEax

A lightweight JAX + Equinox library of composable spatial discretisations and operators for solving SPDEs with Diffrax. End-to-end differentiable and compatible with jit, grad, vmap.

Kamran Arora

Preprint · 2025

Reversible Deep Equilibrium Models

An algebraically reversible formulation of Deep Equilibrium Models that allows for exact gradient computation with constant memory complexity.

Sam McCallum, Kamran Arora and James Foster