| EPSRC Reference: |
GR/N00340/01 |
| Title: |
NUMERICAL ANALYSIS OF RANDOM DYNAMICAL SYSTEMS |
| Principal Investigator: |
Stuart, Professor A |
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| Department: |
Mathematics |
| Organisation: |
University of Warwick |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 April 2000 |
Ends: |
31 December 2003 |
Value (£): |
146,909
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| Chemicals |
No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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Randomly evolving differential equations are pervasive in the sciences and engineering and are of intrinsic mathematical interest. The aim of this work is to develop a general framework for the design and analysis of numerical algorithms applied to random differential equations. Both ordinary differential equations with random data and stochastic differential equations will be studied; the former arise naturally in, for example, molecular modelling or materials and the latter in applications where an incompletely understood environment is modelled as white noise.For stochastic differential equations the work will concentrate on studying the existence and convergence of invariant measures and random attractors under computational approximation. These are natural objects of interest for any long-time simulation since they encode the statistical properties which underlie any extraction of meaningful data. For ordinary differential equations with random data the work will concentrate on studying the approximation of projections of the data onto low computational statistical mechanics where the objective of the computation is the accurate prediction of an observable and accuracy is not required for the remaining variables in the problem.
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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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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 |