Pathwise numerics and dynamics of stochastic evolution equations

• Applicants: Professor Dr. Peter E. Kloeden; Professor Dr. Björn Schmalfuß
• Subject Area: Mathematics
• Term: from 2006 to 2011
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 29324846

Every finite dimensional Ito stochastic differential equation can be transformed into a pathwise random ordinary differential equation, which means that many dynamical properties can be investigated pathwise and numerical calculations can not only be carried out but also compared pathwise. The aim of this joint proposal is to investigate if such a pathwise equivalence also holds for stochastic evolution equations, in particular for semilinear parabolic stochastic partial differential equations and to exploit it in the context of dynamics and numerics.

• DFG Programme: Research Grants