Objective
Research objectives and content In this project stochastic functional differential equations (SFDEs) will be considered. These equations play an important role in modelling f.e. population dynamics, stochastic control systems and investment financing, when time delays and stochastic effects have to be taken into account. The analytical theory of SFDEs is relatively well developed, as is the analytical and numerical theory of deterministic functional differential equations (FDEs) and stochastic ordinary differential equations (SODEs). The aim of my project is to develop and analyse numerical methods to solve SFDEs with special emphasis on stochastic delay differential equations (SDDEs). I want to investigate how methods used for FDEs and SODEs can be brought together to yield methods for SFDEs. The objective is to seek a collection of representative model equations with well-known SODE and FDE counterparts and to provide a robust adaptive code for that class of SFDEs. The programmepackage will be made available via internet. Training content (objective, benefit and expected impact) I will gain from the considerable expertise in Manchester on the numerical solution of ordinary and delay differential equations, which for me is a new area of research. Furthermore I can benefit from the fact that the group has links with workers on stochastic equations. I will get experience in a relatively new, but important (espesially with regard to more precise modelling) area of research. Links with industry / industrial relevance (22)
Fields of science (EuroSciVoc)
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
- engineering and technology electrical engineering, electronic engineering, information engineering electronic engineering control systems
- natural sciences computer and information sciences internet
- natural sciences mathematics pure mathematics mathematical analysis differential equations
- natural sciences mathematics applied mathematics numerical analysis
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Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
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Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Coordinator
M13 9PL MANCHESTER
United Kingdom
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.