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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.


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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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 journalArticle

Open Access
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 journalArticle

Open Access
Exponential Integrators
Stochastic Partial Differential Equations
Additive Noise
Finite Element Discretization
Semi-implicit Scheme
Open Access

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 journalArticle

Open Access
Nonlinear Stochastic Systems
Time Stepping
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 journalArticle

Open Access
Discrete event simulation
Porous materials