Stochastic numerical analysis of nmlinear diffusion phenam
Stochastic numerical analysis of nmlinear diffusion phenam
批准号:
11640108
负责人:
OGAWA Shigeyoshi
金额:
$2.18万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
1999
资助国家:
日本
项目状态:
已结题
起止时间:
1999 至 2001
中文摘要
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英文摘要
Durring the three years period of the research plan, we have got various significant research results on the subjects and exhibited the activity by organizing some Workshops, International or domestic, and also by attending journals or of proceedings of the conferences.Here are the principal research ressults and the activities :1) Main results obtained through the research plan. (a) Studies on the SDE or SPDE models of some important nonlinear phenomea in math physics or math finances. (b) Construction of stochastic solutions of the nonlinear diffusion equations, such as the generalized Burgers eqaution, the equations of Porous medium. (c) Studies of the nunerical approximation schemes of those nonlinear problems with numrical experiments.2) List of organization of Worksyops and Sessions (a) Organization of the 4th (in 1999) and 5th (in 2001) Worksyop on stochastic numerics at RIMS of Kyoto University. (b) Organization of the invited paper session at the 53rd Meeting of ISI in Seoul, in August 2001 (c) Organization of the invited paper session at the 2nd IMACS Conference on MC & QMC conference in Varna Bulgaria, in Septemper 2001 (d) Organization of the invited paper session at the 3rd IMACS Conference on MC & QMC conference in Salzburg, in September 20013) Publication list of the very recent articles is attached in the next page.
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S. OGAWA: "On a determinishc approach to the numerical solution of the SDE"Math. And Computers in Simulation, Elgevitr. 55. 209-214 (2001)
S. OGAWA:“关于 SDE 数值解的确定方法”数学。
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小川重義: "SDEの数値解析"神戸大学数学教室. 55 (2000)
小川茂义:《SDE的数值分析》神户大学数学系55(2000)。
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S. OGAWA: "On the Brcriam ptrhcles equation and the noncausol stochastic calculns"Rendicenti Academia Nazional delk Scienze, Italy. XL.119(to appear). 125-39 (2002)
S. OGAWA:“关于 Brcriam ptrhcles 方程和非因果随机计算”Rendicenti Academia Nazional delk Scienze,意大利。
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小川 重義: "確率微分方程式の数値解法"「数学」日本数学会(岩波書店). 53. 34-45 (2001)
小川茂吉:《随机微分方程的数值解》《数学》日本数学会(岩波书店)53. 34-45(2001)。
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共 6 条
Basic study on noncausal stochastic differential equations
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批准号:22540157
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.16万
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财政年份:2010
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负责人:OGAWA Shigeyoshi
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依托单位:
Studies on Noncausal Problems in Mathematical Sciences
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批准号:19540153
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.25万
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财政年份:2007
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负责人:OGAWA Shigeyoshi
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依托单位:
Stochastic Numerical Analysis of Nonlinear Diffusions
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批准号:09640263
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.3万
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财政年份:1997
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负责人:OGAWA Shigeyoshi
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依托单位:
海外基金