| EPSRC Reference: |
EP/D049792/1 |
| Title: |
NUMERICS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS OF PARABOLIC TYPE |
| Principal Investigator: |
Tretyakov, Professor M |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Mathematics |
| Organisation: |
University of Leicester |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
15 January 2007 |
Ends: |
14 May 2010 |
Value (£): |
81,019
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| EPSRC Research Topic Classifications: |
| Non-linear Systems Mathematics |
Numerical Analysis |
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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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Stochastic partial differential equations (SPDEs) are an essential tool in the description of complex systems affected by external or internal fluctuations arising in physics, chemistry, biology, finance. Effective numerical methods play crucial role in studying models described by SPDEs. Numerics for SPDEs is a relatively new area of stochastic numerical analysis and its further development is essential for both practice and theory. We well know how it is important to have a large arsenal of methods for deterministic equations. This is even more important in the case of SPDEs due to their higher complexity. The proposed research will develop the new approach to numerics for SPDEs and give new methods together with their rigorous analysis using novel ideas of layer methods. The proposed methods will be tested on model problems.
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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: |
http://www.mcs.le.ac.uk/~mtretiakov |
| Further Information: |
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| Organisation Website: |
http://www.le.ac.uk |