TITLE:

A GLIMPSE OF STOCHASTIC DYNAMICS.

DATE:

Friday, May 11th, 2012

TIME:

3:00 PM

LOCATION:

GMCS 214

SPEAKER:

Jinqiao Duan.
Institute for Pure and Applied Mathematics. UCLA, Los Angeles.
Dept. of Applied Mathematics, Illinois Institute of Technology, Chicago.

ABSTRACT:

Nonlinear dynamical systems arising in biological, physical and chemical sciences
are often subject to random influences, which are also known as “noise”.
Stochastic differential equations are appropriate models for some of these systems.
The noise in these stochastic differential equations may be Gaussian or nonGaussian in nature. Non-Gaussianity of the noise manifests as nonlocality at some
macroscopic level. In addition, randomness may have delicate, or even profound,
impact on the overall evolution of dynamical systems. The speaker will present an
overview of some available theoretical and numerical techniques for analyzing
stochastic dynamical systems, especially escape probability, mean exit time,
invariant manifolds, bifurcation and quantifying the impact of uncertainty. The
differences in dynamics under Gaussian and non-Gaussian noises are highlighted,
theoretically or numerically.

HOST:

Dr. Sam Shen.

DOWNLOAD:

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