Problems at the Applied Mathematics / Statistics Interface

应用数学/统计接口的问题

• 批准号: EP/F050798/1
• 负责人: Andrew Stuart
• 金额: $ 86.68万
• 依托单位: University of Warwick
• 依托单位国家: 英国
• 项目类别: Research Grant
• 财政年份: 2008
• 资助国家: 英国
• 起止时间: 2008 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=EP%2FF050798%2F1
• 关键词: Problems; Applied; Mathematics; Statistics; Interface

Mathematics is the language of science, and applied mathematics is concerned with developing models with predictive capability, and with probing those models to obtain qualitative and quantitative insight into the phenomena being modelled. Statistics is data-driven and is aimed at the development of methodologies to optimize the information derived from data. The increasing complexity of phenomena that scientists and engineers wish to model, together with our increased ability to gather, store and interrogate data, mean that the subjects of applied mathematics and statistics are increasingly required to work in conjunction in order to significantly progress understanding.The research will facilitate the development of research at the interface between applied mathematics and statistics, both by the study of fundamental theoretical questions, and by their application to problems of importance in science and technology, such as chemical reactions and weather prediction.The work will thus make fundamental progress on theoretical research questions in mathematics and statistics, and will have direct application in a range of applications from the physical sciences and beyond.

数学是科学的语言，而应用数学关注的是开发具有预测能力的模型，并探索这些模型，以获得对正在建模的现象的定性和定量见解。统计是以数据为导向的，目的是制定方法，以优化从数据中得出的信息。科学家和工程师希望模拟的现象日益复杂，以及我们收集、存储和询问数据的能力不断增强，这意味着应用数学和统计学的学科越来越需要协同工作，以显著提高理解。这项研究将通过研究基本理论问题，并通过将其应用于重要的科学和技术问题，如化学反应和天气预报，促进应用数学和统计之间的研究发展。因此，这项工作将在数学和统计的理论研究问题上取得根本性进展，并将直接应用于从物理科学到其他领域的一系列应用。

项目成果

Weak Error Estimates for Trajectories of SPDEs Under Spectral Galerkin Discretization

• DOI: 10.4208/jcm.1607-m2016-0539
• 发表时间: 2018-04
• 期刊: Journal of Computational Mathematics
• 影响因子: 0.9
• 作者: Charles-Édouard Bréhier;M. Hairer;Andrew M. Stuart

Optimal tuning of the hybrid Monte Carlo algorithm

• DOI: 10.3150/12-bej414
• 发表时间: 2013-11-01
• 期刊: BERNOULLI
• 影响因子: 1.5
• 作者: Beskos, Alexandros;Pillai, Natesh;Stuart, Andrew
• 通讯作者: Stuart, Andrew

Accuracy and stability of filters for dissipative PDEs

• DOI: 10.1016/j.physd.2012.11.005
• 发表时间: 2012-03
• 期刊: Physica D: Nonlinear Phenomena
• 作者: C. Brett;K. F. Lam;K. Law;D. McCormick;M. Scott;A. Stuart

Hybrid Monte Carlo on Hilbert spaces

• DOI: 10.1016/j.spa.2011.06.003
• 发表时间: 2011-10-01
• 期刊: STOCHASTIC PROCESSES AND THEIR APPLICATIONS
• 影响因子: 1.4
• 作者: Beskos, A.;Pinski, F. J.;Stuart, A. M.
• 通讯作者: Stuart, A. M.

Stiff Oscillatory Systems, Delta Jumps and White Noise

刚性振荡系统、Delta 跳跃和白噪声

• DOI: 10.1007/s10208001002
• 发表时间: 2013
• 期刊: Foundations of Computational Mathematics
• 影响因子: 3
• 作者: Cano B