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Details of Grant 

EPSRC Reference: GR/R37227/01
Title: Asymptotic Behaviour of Stochastic Dynamical Systems & the Structure of Asymptotically Stable Sets
Principal Investigator: Liu, Dr K
Other Investigators:
Robinson, Professor JC
Researcher Co-Investigators:
Project Partners:
Department: Mathematical Sciences
Organisation: University of Liverpool
Scheme: Fast Stream
Starts: 01 April 2002 Ends: 30 April 2004 Value (£): 60,989
EPSRC Research Topic Classifications:
Mathematical Analysis
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:
Panel DatePanel NameOutcome
07 Mar 2001 MARCH 2001 Mathematics Responsive Mode Deferred
Summary on Grant Application Form
The aim of this project is to investigate various aspects of the behavior of stochastic (ordinary, partial and functional) differential equations, mainly their stability and stable sets, which are important in physics, biology, finance and so on. Much is known about the behavior of deterministic dynamical systems in finite or infinite dimensions, but for random cases much still remains to be done. The application of existing results to such stochastic systems is rarely straightforward, and new mathematics is required to understand fully the new phenomena which can arise. In particular, we shall study stability criteria for stochastic (functional) evolution equations, and hopefully gain a better knowledge of the structure of asymptotically stable sets of well-understood ODEs and PDEs when randomly perturbed.
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Further Information:  
Organisation Website: http://www.liv.ac.uk