| EPSRC Reference: |
GR/R91106/01 |
| Title: |
WORKSHOP ON SDEs AND SPDEs: NUMERICAL METHODS AND APPLICATIONS |
| Principal Investigator: |
Lord, Professor G |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
S of Mathematical and Computer Sciences |
| Organisation: |
Heriot-Watt University |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
15 May 2003 |
Ends: |
14 March 2004 |
Value (£): |
23,288
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| EPSRC Research Topic Classifications: |
| Mathematical Analysis |
Numerical Analysis |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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| Panel History: |
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Summary on Grant Application Form |
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Theoretical numerical analysis of SDEs has developed in tandem with the increasing computer power available over the past 25 years and with the increasing sophistication of models in physics, chemistry, biology and finance. The power and elegance of stochastic methods is now brought to bear in a wide range of applications. It is essential that mathematicians working at the theoretical end interact with those developing models based on SDE and PDE, to the benefit of both groups.
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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.hw.ac.uk |