Catherine E. Powell's research page

Research interests

My research is mainly concerned with numerical analysis (linear algebra, fast solvers, error estimation) related to the numerical solution of partial differential equations (PDEs). In particular, I am interested in the numerical solution of PDE models with uncertain/random inputs, and efficient algorithms for uncertainty quantification (UQ).


An Introduction to Computational Stochastic PDEs (by G. Lord, C.E. Powell and T. Shardlow). Preface.

This is a new graduate textbook, designed to introduce recent graduates with a good grounding in applied mathematics and numerical analysis to stochastic differential equations. It assumes no prior knowledge of probability.

More information can be found at the CUP book web page, the Amazon UK book web page or the Amazon US web page .

An electronic version of the book in secure pdf format is also available from Note that although other electronic formats are available, the mathematics only displays correctly in pdf format.

MATLAB files associated with the book and solutions (for verified course instructors only) are available HERE .


Lecture Notes

Journal Papers & Preprints

Most of the following pieces of work can be obtained from journals or as preprints. Copies of papers which have no active links can be obtained from me by sending me an e-mail and asking nicely.


Past Research Projects