Random Dynamical Systems with Non-Gaussian Noises
Department of Applied Mathematics
Illinois Institute of Technology
Gaussian processes, such as Brownian motion, have been widely used in modeling fluctuations, while some complex phenomena in engineering and science involve non-Gaussian Levy motions. Thus dynamical systems driven by non-Gaussian noises have attracted considerable attention recently.
The speaker first reviews dynamical issues for nonlinear systems with non-Gaussian Levy noises, and then presents recent work on the exit phenomenon, bifurcation and random invariant manifolds. The differences in dynamics under Gaussian and non-Gaussian noises are highlighted, theoretically or numerically.