| EPSRC Reference: |
GR/N20096/01 |
| Title: |
COMPUTATIONAL STOCHASTIC DIFFERENTIAL EQUATIONS |
| Principal Investigator: |
Stuart, Professor A |
| Other Investigators: |
|
| Researcher Co-Investigators: |
|
| Project Partners: |
|
| Department: |
Mathematics |
| Organisation: |
University of Warwick |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 March 2001 |
Ends: |
31 May 2001 |
Value (£): |
14,715
|
| EPSRC Research Topic Classifications: |
| Mathematical Analysis |
Numerical Analysis |
|
| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
|
|
| Related Grants: |
|
| Panel History: |
|
|
Summary on Grant Application Form |
|
Differential equations in random environments arise in a significant number of models arising in the biological, physical, engineering, social and financial sciences. Thus the need for efficient and accurate computational tools for their simulation is clear. Computational simulation can also be used as a guiding tool in the analysis of SDEs and SPDEs so that a rigorous theory governing simulations is very important. However the theory and the practice of algorithms for SDEs and SPDEs is only just starting to develop into a coherent whole. The Workshop will bring together research workers from probability theory, computational mathematics and application areas who have interests in computational aspects of stochastic differential equations. By sharing perspectives in this developing area, it is believed that clearer definitions of important questions will emerge and that some initial inroads will be made in to their resolution.
|
|
Key Findings |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
|
Potential use in non-academic contexts |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
|
Impacts |
|
| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
|
| Date Materialised |
|
|
|
|
Sectors submitted by the Researcher |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
| Project URL: |
|
| Further Information: |
|
| Organisation Website: |
http://www.warwick.ac.uk |