Research Output per year

## Personal profile

### Research interests

My research interests are in the area of applied computational mathematics. I am interested in developing efficient numerical techniques to simulate systems numerically on a computer and in proving convergence of these methods. Much of my recent work has looked at the role of noise in systems and how this can be simulated and methods for reducing uncertainty and hence obtain better predictions.
I am interested in the efficient simulation of porous media flows - such as contamination of ground water or modelling of underground reservoirs, eg relevant to petroleum. These models are typically stochastic PDEs with advection diffusion and reaction terms. I also research in computational neuroscience looking at models at the single neuron scale - these might be a mix of stochastic PDEs and stochastic ODEs. I am also interested in models of neural fields- these are typically time dependent integral equations.

### Biography

I obtained my PhD from Bath university where I worked with Prof Andrew Stuart on the dynamics of numerical methods for initial value problems. After my PhD I had a post-doc position at Bristol university working on localized solutions and cylinder buckling.
I worked in industry for three years at the National Physical Laboratory where there is a great interest in noise an uncertainty in measurements. I returned to academia and started at Heriot-Watt in 2000.

## Fingerprint Dive into the research topics where Gabriel James Lord is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Exponential Integrators
Mathematics

Stochastic PDEs
Mathematics

Stochastic Partial Differential Equations
Mathematics

Stochastic Equations
Mathematics

Differential equation
Mathematics

Buckling
Mathematics

Parabolic Partial Differential Equations
Mathematics

Parabolic Equation
Mathematics

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Co Author Network
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## Research Output 1995 2019

## A new class of exponential integrators for SDEs with multiplicative noise

Erdogan, U. & Lord, G. J., Apr 2019, In : IMA Journal of Numerical Analysis. 39, 2, p. 820-846 27 p.Research output: Contribution to journal › Article

Open Access

File

Exponential Integrators

Multiplicative Noise

Stochastic Equations

Differential equations

Differential equation

## Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise

Lord, G. J. & Tambue, A., Feb 2019, In : Applied Numerical Mathematics. 136, p. 163-182 20 p.Research output: Contribution to journal › Article

Open Access

File

Exponential Integrators

Stochastic Partial Differential Equations

Additive Noise

Finite Element Discretization

Semi-implicit Scheme

## A modified semi-implicit Euler-Maruyama scheme for finite element discretization of SPDEs with additive noise

Lord, G. J. & Tambue, A., 1 Sep 2018, In : Applied Mathematics and Computation. 332, p. 105–122Research output: Contribution to journal › Article

Open Access

File

## Adaptive timestepping strategies for nonlinear stochastic systems

Kelly, C. & Lord, G. J., 21 Aug 2017, In : IMA Journal of Numerical Analysis. 38, 3, p. 1523–1549 27 p.Research output: Contribution to journal › Article

Open Access

File

Nonlinear Stochastic Systems

Time Stepping

Non-Lipschitz

Numerical Scheme

Test Problems

## Asynchronous Discrete Event Schemes for PDEs

Stone, D., Geiger, S. & Lord, G. J., 1 Aug 2017, In : Journal of Computational Physics. 342, p. 161–176 16 p.Research output: Contribution to journal › Article

Open Access

File

Advection

Discrete event simulation

Porous materials

Fluxes

Experiments