RSE Saltire Facilitation Network
Stochastic Differential Equations: Theory, Numerics and Applications

Funding Organisations

This RSE Saltire Facilitation Network (01/01/2022-31/12/2023) is warded by the Royal Society of Edinburgh (RSE), in collaboration with the Scottish Funding Council and the Scottish Government.
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Members of the Network

The members of the Network are:

Xuerong Mao (PI), University of Strathclyde, Scotland
Gabriel J. Lord (Co-applicant 1), Radboud University, Netherlands
Evelyn Buckwar (Co-applicant 2), Johannes Kepler University, Austria
Anne Kvarno, Norwegian University of Science and Technology, Norway
Carlo De Michele, Politecnico di Milano, Italy
Conall Kelly, University College Cork, Ireland
John Appleby, City University of Dublin, Ireland
Mireille Bossy, Universite Cote d'Azur, France
Raphael Kruse, Martin Luther University Halle-Wittenberg, Germany
Tomas Caraballo, Universidad de Sevilla, Spain

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Aims of the Network

Stochastic differential equations (SDEs) are used in many branches of science and industry. Many SDE models in practice do not obey the classical linear growth condition, namely they are highly nonlinear. The theory, including numerical analysis, for highly nonlinear SDEs needs to be developed to meet the demand of applications in real world, such as the life sciences. The objective of the proposal is to bring the leading researchers in these areas from 9 universities in Europe together to form a Network to promote, encourage, and influence more collaborations.
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During this 2-year project (01/01/2022-31/12/2023), virtual regular research meetings/seminars (2 per month) will be organised via Zoom; two 3-day workshops will take place at Strathclyde University in Glasgow so that all Network members have the opportunities to have face-to-face interaction between the members and other attendees from Scotland; a number of short visits to Scotland by the Network members will be scheduled.

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