| EPSRC Reference: |
EP/L018969/1 |
| Title: |
Nonlinear Stochastic Equations in Two and Three Dimensions |
| Principal Investigator: |
Weber, Professor H |
| Other Investigators: |
|
| Researcher Co-Investigators: |
|
| Project Partners: |
|
| Department: |
Mathematics |
| Organisation: |
University of Warwick |
| Scheme: |
First Grant - Revised 2009 |
| Starts: |
02 February 2014 |
Ends: |
31 March 2016 |
Value (£): |
93,355
|
| EPSRC Research Topic Classifications: |
|
| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
|
|
| Related Grants: |
|
| Panel History: |
| Panel Date | Panel Name | Outcome |
|
27 Nov 2013
|
Mathematics Prioritisation Panel Meeting Nov 2013
|
Announced
|
|
|
Summary on Grant Application Form |
Stochastic partial differential equations (SPDE) describe the behaviour of spatially extended systems under the influence of noise. They arise naturally in various fields of applications as diverse as data mining, mathematical finance, and population dynamics and genetics.
The present proposal aims to study a class of stochastic partial differential equations from statistical mechanics. Many particle models exhibit a behaviour called phase transition, where the behaviour of the system changes drastically when one changes a given system parameter beyond a critical point. It is a very exciting question to understand the behaviour of such a system near a critical point.
In such a regime one expects the dynamics to be governed by a non-linear SPDE. Analytically the understanding of these equations is very challenging, because of the interaction between the rough noise term and the non-linear evolution. But this is also what gives rise to interesting phenomena.
In this proposal, we aim to deepen the understanding of these equations. On the one hand we will study the behaviour under the influence of a small noise term. Then we will establish that two different kinds of particle models can indeed be described by such an SPDE.
|
|
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 |