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Details of Grant 

EPSRC Reference: GR/L48867/01
Title: ANALYSIS OF INFINITE DIMENSIONAL DIFFUSIONS
Principal Investigator: Zegarlinski, Professor B
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Mathematics
Organisation: Imperial College London
Scheme: Standard Research (Pre-FEC)
Starts: 28 March 1998 Ends: 27 March 1999 Value (£): 40,692
EPSRC Research Topic Classifications:
Mathematical Analysis
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:  
Summary on Grant Application Form
The purpose of the project is to study the spectral properties of Markov generators on infinite dimensional spaces. We would like to develop a method for studying the spectral properties of generators of diffusions and apply it to some important models (including e.g. continuous spin systems on a d-dimensional lattice). The idea of the method is based on application of coercive inequalities (as e.g. generalised Nashs inequality), use of duality transformation and scaling properties of the system together with decomposition of the dynamics with respect to a sequence of sigma-algebras.Because the diffusions on infinite or large finite dimensional spaces are very common in many technological, economical and social applications, it would be clearly important to make progress in understanding them.
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Organisation Website: http://www.imperial.ac.uk