| EPSRC Reference: |
EP/D00375X/1 |
| Title: |
Langevin Algorithms : Questions at the Numerical Analysis / Applied Probability Interface |
| Principal Investigator: |
Stuart, Professor A |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Mathematics |
| Organisation: |
University of Warwick |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 October 2005 |
Ends: |
31 March 2008 |
Value (£): |
101,530
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| EPSRC Research Topic Classifications: |
| Numerical Analysis |
Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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The aim of the proposal is to develop and analyze a broad and effective class of MCMC methods, termed Langevin algorithms; in particular we aim to cross-fertilize between the fields of Numerical Analysis and Applied Probability to obtain potentially significant benefits in both the understanding of existing algorithms, and in the development of new ones.
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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 |