EPSRC Reference: |
GR/L48867/01 |
Title: |
ANALYSIS OF INFINITE DIMENSIONAL DIFFUSIONS |
Principal Investigator: |
Zegarlinski, Professor B |
Other Investigators: |
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Researcher Co-Investigators: |
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Project Partners: |
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Department: |
Mathematics |
Organisation: |
Imperial College London |
Scheme: |
Standard Research (Pre-FEC) |
Starts: |
28 March 1998 |
Ends: |
27 March 1999 |
Value (£): |
40,692
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EPSRC Research Topic Classifications: |
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EPSRC Industrial Sector Classifications: |
No relevance to Underpinning Sectors |
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Related Grants: |
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Panel History: |
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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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Key Findings |
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Potential use in non-academic contexts |
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Impacts |
Description |
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Summary |
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Date Materialised |
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Sectors submitted by the Researcher |
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Project URL: |
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Further Information: |
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Organisation Website: |
http://www.imperial.ac.uk |