| Project/Area Number |
11640108
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Kanazawa University |
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Principal Investigator |
OGAWA Shigeyoshi Kanazawa University, Gradnate School of Sciences and Technd professor, 自然科学研究科, 教授 (80101137)
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| Project Period (FY) |
1999 – 2001
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| Project Status |
Completed (Fiscal Year 2001)
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| Budget Amount *help |
¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2001: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2000: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 1999: ¥1,400,000 (Direct Cost: ¥1,400,000)
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| Keywords | stochachic numerics / nonlinear diffusion / nonlinear SDE / nonlinear SPDE / noncausal stochalic cilculas / Turbulent / random numbers / quasi Monte Car Po Methods / ブラウン粒子方程式 / 非線形SPDE / 非線形拡散 / 準モンテロルロ法 |
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| Research Abstract |
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 2001
3) Publication list of the very recent articles is attached in the next page.
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