Project description
Solving complex stochastic systems
Stochastic interacting systems, which model complex phenomena like neural networks, hydrodynamics, and financial markets, present intricate mathematical challenges. These systems often involve nonlinear equations with irregular coefficients and high-dimensionality, making them difficult to analyse and compute. Addressing these issues requires a multidisciplinary approach that spans stochastic differential equations, numerical simulation, and other advanced mathematical techniques. With the support of the Marie Skłodowska-Curie Actions programme, the LiBERA project tackles these challenges by uniting experts to explore the regularity and behaviour of solutions in such systems. By leveraging diverse methodologies, LiBERA aims to advance our understanding and practical applications of these models, while also training early career researchers for careers in both academia and industry.
Objective
This SE aims at addressing a number of challenging mathematical problems related to stochastic interacting systems, with particular emphasis on the regularity properties of the solutions, their limiting behaviour and numerical computation. The equations we analyse arise from the modelisation of real-world phenomena in several fields of application, including spiking neural systems, hydrodynamics and financial/energy markets, and share nonlinearity as a common underlying trait. Critically, nonlinearity intertwines with other relevant features that include: low regularity of the coefficients, noise degeneracy, jump-diffusion dynamics, and high-dimensionality.
The study of stochastic interacting systems is highly multidisciplinary from a two-fold perspective. On one hand, they have become a widespread modelling tool in a variety of applications. For example, they are used to model human neuron interfaces, particle systems, but also interacting agents in economics and finance, in relation to managing risk and decentralised production of renewable energy. On the other hand, the set of mathematical and computational tools needed to reach a holistic understanding of stochastic systems is very vast: ranging from stochastic (partial) differential equations, random measures, rough paths, gradient flows in metric measure spaces, numerical probability and computer simulation.
We provide a team of experts that analyse stochastic systems integrating several approaches and techniques. The complementary expertise across the network, together with the consolidated experience and excellence of the key participants in their research areas, places our network in the privileged position to make relevant contributions across interconnected research fields, and to contribute to the training of the early career researchers involved in the project in an exciting field of pure and applied mathematics, with the possibility of boosting their careers in both academic and non-academic sectors.
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 environmental engineering energy and fuels renewable energy
- natural sciences mathematics pure mathematics mathematical analysis differential equations
- natural sciences mathematics applied mathematics mathematical model
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Keywords
Project’s keywords as indicated by the project coordinator. Not to be confused with the EuroSciVoc taxonomy (Fields of science)
Project’s keywords as indicated by the project coordinator. Not to be confused with the EuroSciVoc taxonomy (Fields of science)
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.
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HORIZON.1.2 - Marie Skłodowska-Curie Actions (MSCA)
MAIN PROGRAMME
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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.
Funding Scheme
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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.
HORIZON-TMA-MSCA-SE - HORIZON TMA MSCA Staff Exchanges
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Call for proposal
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Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
(opens in new window) HORIZON-MSCA-2023-SE-01
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40126 Bologna
Italy
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Participants (5)
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02150 Espoo
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75231 Paris
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35122 Padova
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1049 001 Lisboa
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91128 PALAISEAU CEDEX
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Partners (19)
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Bogota Dc
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T5J 4P6 Edmonton
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22460-320 Rio De Janeiro
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Partner organisations contribute to the implementation of the action, but do not sign the Grant Agreement.
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75008 Paris
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14195 Berlin
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113-8654 TOKYO
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Partner organisations contribute to the implementation of the action, but do not sign the Grant Agreement.
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10027 7003 New York
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85257 SCOTTSDALE
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EH8 9YL Edinburgh
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604 8520 Kyoto
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58051 900 Joao Pessoa
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WC2A 2AE London
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Participation ended
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80333 Muenchen
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1015 Lausanne
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1050 BRUXELLES
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Partner organisations contribute to the implementation of the action, but do not sign the Grant Agreement.
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751 05 Uppsala
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Partner organisations contribute to the implementation of the action, but do not sign the Grant Agreement.
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WC1E 6BT London
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Partner organisations contribute to the implementation of the action, but do not sign the Grant Agreement.
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36240 Guanajuato
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Partner organisations contribute to the implementation of the action, but do not sign the Grant Agreement.
Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.
9031281 Santiago
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