Laboratory for Stochastics and Dynamics
Department of Applied Mathematics
Illinois Institute of Technology, Chicago, USA
Honorary Director: Ludwig Arnold
Director: Jinqiao Duan
Research Topics
- Stochastic dynamics and stochastic partial differential equations
- Stochastic & computational approaches for multiscale systems
- Random phenomena: Modeling, Analysis, Simulation and Prediction
- Geophysical systems: Stochastic parameterization and its mathematical justification; stochastic multiscale modeling; density or gravity currents; impact of small/fast/unresolved scaes on large/slow/resolved scales; stochastic climate dynamics
- Biomedical systems: Stochastic agent-based modeling
- Non-autonomous dynamics and applied partial differential equations
Stochastics and Computation Seminars
Click here for the coming talks Seminars & ColloquiaResearch Grants
NSF: CMG Collaborative Research: A New Modeling Framework for Nonhydrostatic Simulations of Small-Scale Oceanic Processes, 2006-2009NSF: Stochastic Agent-based Modeling of Angiogenisis and Tissue Growth, 2007-2010
Publications
Available publications for further reading are available here:
* Prof. Jinqiao Duan's Publications at IIT
* Prof. Jinqiao Duan's Publications at arXiv
* American Mathematical Society MathSciNet
Graduate Students
Vena Pearl Bongolan-Walsh (Ph.D. 05)Aijun Du (Ph.D. 07)
Baohuan Chen
Adjunct Research Professors and Recent Collaborators
Ludwig Arnold, Dirk Blomker, Jim Brannan, Daomin Cao, David Cheban, Igor Chueshov, Manfred Denker, Vince Ervin, Paul Fischer, Xinchu Fu, Andrei V. Fursikov, Hongjun Gao, Beniamin Goldys, Christoph Gugg, Darryl Holm, Philip Holmes, Traian Iliescu, Peter Imkeller, Kening Lu, Peter E. Kloeden, Balu Nadiga, Tamay Ozgokmen, Christian Potzsche, Daniel Schertzer, Bjorn Schmalfuss, Stefan Siegmund, Chunyou Sun, Wei Wang, Thomas Wanner, Ed Waymire, Steve Wiggins, Desheng YangBook Series and Journal
Additional publications available for further reading:
- Book Series: "Interdisciplinary Mathematical Sciences"
- Journal: "Stochastics and Dynamics"
Computing Resources
PCs and Sun Workstations are available in this laboratory and in other university computer laboratories.Beowulf Linux Cluster "Menger" is a computer cluster consisting of one master node and eight slave nodes. Each node is equipped with dual 1.7 GHz Pentium 4 Xeon processors and 2GB RDRAM. All nodes are connected to each other via a fast ethernet switch.
Useful Links
Other links available for further investigation:- J. Duan co-organized the Workshop on "Mathematical Issues in Stochastic Approaches for Multiscale Modeling" May 2007, MSRI, Berkeley, California, USA
- J. Duan co-organized the SIAM Conference on "Applications of Dynamical Systems", May 28-June 1, 2007, Snowbird, UT, USA
- J. Duan co-organized the Workshop on "Stochastic Dynamical Systems and Climate Modeling" April 15-20, 2007, Banff International Research Station, Canada
- Workshop on Mathematical and Geophysical Fluid Dynamics: Analytical and Stochastic Methods, February 13-17, 2006 American Institute of Mathematics Palo Alto, California
- HolmesFest: International Workshop on Applied Dynamical Systems, October 15-16, 2005, Montreal, Canada
- Workshop on Collaborations in the Mathematical Geosciences NISS/SAMSI, October 5-7, 2005
- Petrovskii Conference: Differential Equations and Related Topics May 16-22, 2004, Moscow, Russia
- NSF-CBMS Regional Conference on Stochastic Partial Differential Equations and their Applications May 19-23, 2003, Chicago, USA
- International Workshop on the Foundations of Nonautonomous Dynamical Systems
- The US-Asian Workshop on Nonlinear Dynamics and Stochastic Partial Differential Equations May 27-31, 2004, Beijing, China
Contact Us
To find out more about the Laboratory and how you can contribute, please email:- Professor Jinqiao Duan, Professor of Applied Mathematics