| EPSRC Reference: |
EP/H019588/1 |
| Title: |
Parameter Estimation for Rough Differential Equations with Applications to Multiscale Modelling |
| Principal Investigator: |
Papavasiliou, Dr A |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Statistics |
| Organisation: |
University of Warwick |
| Scheme: |
First Grant - Revised 2009 |
| Starts: |
01 February 2010 |
Ends: |
31 January 2012 |
Value (£): |
99,927
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| EPSRC Research Topic Classifications: |
| Mathematical Analysis |
Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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| Related Grants: |
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| Panel History: |
| Panel Date | Panel Name | Outcome |
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03 Dec 2009
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Mathematics Prioritisation Panel
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Announced
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Summary on Grant Application Form |
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This proposal seeks support for a PDRA (one year), Dr. Christophe Ladroue. The first goal is to develop and implement methods for statistical estimation and inference in the context of differential equations driven by rough paths (RDEs). Such differential equations are very general and can be used to model a large number of dynamical systems. Our motivation comes from multiscale modelling as we hope the approach we will develop could be useful for important applications, such as molecular dynamics or climate modelling. The second goal is to approximate the slow process of a multiscale stochastic differential equation (SDE) by an RDE at small scales. The final goal would be to use our parameter estimation methods to get some information about the limiting dynamics of the slow process using short paths of the multiscale system.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.warwick.ac.uk |