Cel 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) Dziedzina nauki engineering and technologyelectrical engineering, electronic engineering, information engineeringelectronic engineeringcontrol systemsnatural sciencescomputer and information sciencesinternetnatural sciencesmathematicspure mathematicsmathematical analysisdifferential equationsnatural sciencesmathematicsapplied mathematicsnumerical analysis Program(-y) FP4-TMR - Specific research and technological development programme in the field of the training and mobility of researchers, 1994-1998 Temat(-y) 0302 - Post-doctoral research training grants TM24 - Applied Mathematics Zaproszenie do składania wniosków Data not available System finansowania RGI - Research grants (individual fellowships) Koordynator UNIVERSITY OF MANCHESTER Wkład UE Brak danych Adres Oxford Road M13 9PL MANCHESTER Zjednoczone Królestwo Zobacz na mapie Koszt całkowity Brak danych
