Laboratory for Stochastics and Dynamics

Illinois Institute of Technology, Department of Applied Mathematics

Chicago, IL 60616, USA

Honorary Director: Ludwig Arnold
Director: Jinqiao Duan

Research Activities

1. Stochastic dynamical systems & Stochastic Partial Differential Equations

2. Stochastic approaches for multiscale systems

3. Random phenomena: Modeling, Analysis, Simulation and Prediction (MASP)

4. Biomedical & Geophysical systems: Stochastic parameterization and its mathematical justification; stochastic multiscale modeling; density or gravity currents; impact of small/fast/unresolved scales on large/slow/resolved scales; stochastic climate dynamics

5. Nonlinear dynamical systems

Research Funding

Stochastic Agent-based Modeling of Angiogenesis and Tissue Growth, Co-PI, NSF-0731201, 2007-2010.

CMG Collaborative Research: A New Modeling Framework for Nonhydrostatic Simulations of Small-Scale Oceanic Processes, NSF-0620539, 2006-2010.

Seminars

Stochastics & Multiscale Seminars

Publications

Some papers are downloadable here , or on the preprint server arXiv, or on the MathSciNet.

Adjunct Research Professors and Recent Collaborators

Ludwig Arnold, Dirk Blomker, Jim Brannan, Daomin Cao, Tomas Caraballo, 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, Robert S. MacKay, Peter E. Kloeden, Balu Nadiga, Tamay Ozgokmen, Christian Potzsche, Daniel Schertzer, Bjorn Schmalfuss, Stefan Siegmund, Chunyou Sun, Li Wan, Wei Wang, Thomas Wanner, Ed Waymire, Steve Wiggins, Desheng Yang, Zhihui Yang, Chengjian Zhang

Graduate Students

Vena Pearl Bongolan-Walsh (PhD, 2005)
Aijun Du (PhD, 2008)

Baohua Chen

Xingye Kan

Jiarui Yang

Recent Activities

• The US-Asian Workshop on Random Dynamical Systems, June 8—12, 2009, S. S. Chern Institute of Mathematics, Nankai, Tianjin, China
• Oberwolfach Workshop on Infinite Dimensional Random Dynamical Systems, November 2008, Germany
• Banff Focused Research Group: Stochastic Dynamical Systems with Colored Noise, September 2008, Canada
• Workshop on "Mathematical Issues in Stochastic Approaches for Multiscale Modeling", May 2007, MSRI, Berkeley, California, USA
• Workshop on “Stochastic Dynamical Systems and Climate Modeling”, April 15—20, 2007, Banff International Research Station, Canada
• SIAM Conference on “Applications of Dynamical Systems”, May 28-June 1, 2007, Snowbird, Utah, USA
• Workshop on Mathematical and Geophysical Fluid Dynamics: Analytical and Stochastic Methods, February 13 to February 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 U.S.-Asian Workshop on Nonlinear Dynamics and Stochastic Partial Differential Equations,  May 27--31, 2004, Beijing

Book Series and Journal

• 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 1.7GHz Pentium 4 Xeon processors and 2GB RDRAM. All nodes are connected to each other via fast ethernet switch.