Grant: Discovery Grants Program - Individual
Grant MacEwan University
$16,000.00
Numerical methods for stochastic differential equations
FY 2021-22
Summary
convergence analysis for numerical schemes; error analysis for stochastic symplectic schemes; numerical schemes; ordinary stochastic differential equations; stochastic Hamiltonian and quasi-Hamiltonian systems; uncertainty quantification
Program
Discovery Grants Program - Individual
Recipient
Location
Alberta, Canada
Recipient Type
Academia
Type
Grant
Source
NSERC's Awards Data
As published
Application id
RGPIN-2018-04449
Name nom
Anton, Cristina
Department département
Mathematics and Statistics
Organization id
3205
Institution établissement
Grant MacEwan University
Province en
Alberta
Province fr
Alberta
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2018
Award amount
16000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
405
Area of application group en
Environment
Area of application group fr
Environnement
Area of application en
Modelling and mathematical simulation of natural processes
Area of application fr
Modélisation et simulation mathématique des processus naturels
Research subject code
2955
Research subject group en
Applied mathematics
Research subject group fr
Mathématiques appliquées
Research subject en
Numerical analysis
Research subject fr
Analyse numérique
Installment
inst:4
Partie
1
Nb partie
5
Application title
Numerical methods for stochastic differential equations
Keyword
NSERC
Application summary
convergence analysis for numerical schemes; error analysis for stochastic symplectic schemes; numerical schemes; ordinary stochastic differential equations; stochastic Hamiltonian and quasi-Hamiltonian systems; uncertainty quantification
