Maths Research Associates 2021 Strathclyde
Lead Research Organisation:
University of Strathclyde
Department Name: Mathematics and Statistics
Abstract
Abstracts are not currently available in GtR for all funded research. This is normally because the abstract was not required at the time of proposal submission, but may be because it included sensitive information such as personal details.
Publications
Coffie E
(2023)
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling
in Journal of Theoretical Probability
D'Ambrosio H
(2023)
The effect of the spatial variation of the evaporative flux on the deposition from a thin sessile droplet
in Journal of Fluid Mechanics
Wilson, S.K.
(2023)
Evaporation of sessile droplets
in Annual Review of Fluid Mechanics
| Description | Collaboration with Professor Frank Proske, University of Oslo. |
| Organisation | University of Oslo |
| Country | Norway |
| Sector | Academic/University |
| PI Contribution | To produce research on the analysis of a Generalised Rough Ait-Sahalia interest rate model |
| Collaborator Contribution | Provide expertise in stochastic analysis of model in finance. |
| Impact | A paper has been written and submitted for publication. Paper listed in outputs of grant. |
| Start Year | 2022 |
| Description | Collaboration with Professor Frank Proske, University of Oslo. |
| Organisation | University of Oslo |
| Country | Norway |
| Sector | Academic/University |
| PI Contribution | To produce research on the analysis of a Generalised Rough Ait-Sahalia interest rate model |
| Collaborator Contribution | Provide expertise in stochastic analysis of model in finance. |
| Impact | A paper has been written and submitted for publication. Paper listed in outputs of grant. |
| Start Year | 2022 |
| Description | Collaborators in India |
| Organisation | Indian Institute of Technology Bombay |
| Country | India |
| Sector | Academic/University |
| PI Contribution | Collaborated on research in Stochastic Effects in Liquid Crystals. Introduce random noise into class continuum models. |
| Collaborator Contribution | Expertise in liquid crystal modelling especially in numerical modelling. |
| Impact | Working paper in preparation is listed under outputs section. |
| Start Year | 2022 |
| Description | Research talks given at University of Ghana |
| Form Of Engagement Activity | A talk or presentation |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Postgraduate students |
| Results and Impact | EM gave a series of research talks to postgraduate student at the University of Ghana and AIMS in Ghana. |
| Year(s) Of Engagement Activity | 2022 |
| Description | Visit to Mexico City |
| Form Of Engagement Activity | A formal working group, expert panel or dialogue |
| Part Of Official Scheme? | No |
| Geographic Reach | International |
| Primary Audience | Other audiences |
| Results and Impact | James Dalby (RA) visited La Salle and UNAM University in Mexico City to met Professor Humberto Hijar and his group to discuss the connections between continuum and molecular models for liquid crystals. |
| Year(s) Of Engagement Activity | 2022 |