| EPSRC Reference: |
GR/S40404/01 |
| Title: |
Invariant diffusions - (visits to Le Jan) |
| Principal Investigator: |
Elworthy, Professor KD |
| Other Investigators: |
|
| Researcher Co-Investigators: |
|
| Project Partners: |
|
| Department: |
Mathematics |
| Organisation: |
University of Warwick |
| Scheme: |
Overseas Travel Grants Pre-FEC |
| Starts: |
13 February 2003 |
Ends: |
12 February 2005 |
Value (£): |
5,771
|
| EPSRC Research Topic Classifications: |
|
| EPSRC Industrial Sector Classifications: |
| No relevance to Underpinning Sectors |
|
|
| Related Grants: |
|
| Panel History: |
|
|
Summary on Grant Application Form |
|
The proposal is for a series of visits, over 18 months, by the two investigators to Professor Yves Le Jan of the Mathematics Department, Universite de Paris Sud, Orsay. The three have done collaborative work before producing two research articles and a monograph. Out of that work also grew several other research articles by the investigators and by others. The collaboration which this proposal will support will take this work further and in new directions. The previous collaboration has involved the theory of dynamics under the influence of white noise perturbations, using Ito calculus. This theory has applications in many areas of applied mathematics including engineering, biology, and financial mathematics.. We considered the geometry which the system induced on the state space and used this geometry to analyse the dynamics, analyse the law of the dynamics from the viewpoint of analysis on the infinite dimensional space of trajectories, and especially to filter out the noise in the system which is not involved in a given trajectory. In the present proposal more complex relationships between the dynamics and the state space will be allowed and the geometry can be expected to be particularly rich.
|
|
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 |