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Details of Grant 

EPSRC Reference: EP/C500229/1
Title: Stochastic processes in random media: an approach using intersection local times
Principal Investigator: Morters, Professor P
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Mathematical Sciences
Organisation: University of Bath
Scheme: Standard Research (Pre-FEC)
Starts: 01 April 2005 Ends: 30 April 2008 Value (£): 149,937
EPSRC Research Topic Classifications:
Mathematical Analysis
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
A key aim of the research on stochastic systems in random media is to offer case studies for the possible effects of an irregular or random medium on the qualitative behaviour of the system. In this project we propose to study at least two interesting models: Diffusions in random media, and spatial branching processes (superprocesses) interacting with random catalysts. In the first model we expect to observe an intermittency effect, which cannot be observed in spatially homogeneous models: In the long term the mass of the system is concentrated on spatially isolated islands. In the second model we expect a qualitatively different fluctuation behaviour around a non-random scaling limit. For both problems we expect to make use of new results on self-intersections of stochastic processes, in particular Brownian motion and random walks, some of which will be developed as part of the project.
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Organisation Website: http://www.bath.ac.uk