Overview
Topic status: We're looking for students to study this topic.
Diffusion and transport in heterogeneous media often exhibit complex features on many scales in space and time. Their large-scale dynamics coupled with microscopic effects and other uncertainties can be naturally modelled by stochastic partial differential equations whose solutions are space-time random fields. The analytical and numerical aspects of these equations have been treated extensively, but many key problems are still outstanding for their statistical analyses. This project aims to obtain new rigorous limit theorems for the macroscopic description of such systems. The results will play a key role in the statistical estimation of these systems based on observed data.
Recent developments in geophysics, space physics, environmental sciences, biological systems and mathematical finance require the modelling of phenomena with complex features in space and time. We will formulate suitable stochastic models and estimate their parameters based on observed data for the description and simulation of these phenomena.
- Study level
- PhD, Masters
- Supervisors
- QUT
- Organisational unit
Science and Engineering Faculty
- Research area
- Contact
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Please contact the supervisor.
Professor Vo Anh
