Nonlinear and Stochastic Dynamical Systems

                         A Programme at the Morningside Center of Mathematics

                         The Chinese Academy of Sciences, Beijing, China

                                            February 1 --- May 31, 2004


 
 
 

Organizers:

Duan Jinqiao (duan@iit.edu)                 Illinois Institute of Technology, Chicago, USA
Jing Zhujun  (jingzj@math.ac.cn          The Chinese Academy of Sciences
Lu Kening (klu@math.msu.edu)            Michigan State University, USA

Shang Zaijiu (zaijiu@math.ac.cn)          The Chinese Academy of Sciences

Ye Xiangdong (yexd@ustc.edu.cn)      The University of Science and Technology of China
 

Aim and scope of the programme:


This programme seeks to inspire new research on current issues in nonlinear and stochastic dynamical systems. Lecturers and participants (including young researchers and graduate students) will discuss research topics on:
Nonautonomous  dynamical systems,  random dynamical systems, ergodic theory,
stochastic partial differential equations, infinite dimensional dynamical systems,  invariant manifolds,  bifurcation, and applications to engineering and science.

Session 1: Nonlinear and Stochastic Dynamical Systems (March 1---April 15, 2004)

Session 2: Ergodic and Topological Dynamical Systems (April 15---May 31, 2004)

Session 3: Applied Dynamical Systems (February 1---March 15, 2004)
 
 

Programme Description:


It has long been clear that it is indispensable to take nonlinearity into account,
in order to better understand complex systems. There is a growing recognition
of a role for the inclusion of nonautonomous terms and stochastic terms in the modeling of complex, multi-scale phenomena in scientific and engineering systems.
Taking nonautonomous and stochastic effects into account is of central importance for the
development of mathematical models of these systems.

Macroscopic models in the form of  ordinary/partial differential equations  contain
such nonautonomous terms or randomness as time-dependent forcing, stochastic forcing, uncertain parameters, random sources or inputs, and time-dependent or random initial and boundary conditions. Nonlinear stochastic or nonautonomous ordinary/partial differential
equations are appropriate models for nonautonomously or randomly influenced systems.
The addition of such terms has led to interesting new mathematical problems
at the interface between two fields among probability theory, dynamical systems, bifurcation, topology, and numerical  analysis.
 

The central issues in nonlinear and stochastic dynamical systems include irregular behavior,
invariant measures, ergodic theory, invariant manifolds and attractors, averaging principle and effective reduction, efficient numerical simulation, and bifurcation. The core questions in  the modeling, analysis, simulation and prediction of complex engineering and scientific systems under uncertainty include: exploring appropriate ways to take stochastic effects
into account; understanding the impact of randomness on the evolution of complex systems;
and designing efficient numerical algorithms to simulate random phenomena.

During the last decade significant progress has been made towards building a comprehensive
theory of nonautonomous and random dynamical systems.  However, some fundamental
issues remain unsolved, such as, a random dynamics approach for general stochastic partial
differential equations; interactions among noise, nonlinearity, multiple scales and instability;
random pattern formation; and efficient numerical methods for stochastic partial differential
equations.

There have been some promising applications of nonlinear and stochastic dynamics to many
fields of engineering and science, such as environmental fluid dynamics, geophysical flows, climate dynamics,  electronical and telecommunication systems, and finance,
to name just a few.  On the other hand,  the applications of these random dynamics ideas  to
engineering and scientific problems have not yet been fully explored. In fact such an endeavor
is still in its infancy. It appears that it would be a timely effort to foster such promising
interaction of the theory of nonautonomous and stochastic dynamical systems and these applied fields. It is expected that such interaction may lead to new advances in the theory of nonlinear and stochastic dynamical systems. For example, problems arising in the context of climate change and geophysical flows have inspired interesting research topics about the interaction between noise and multiple scales, and statistics and dynamics (ergodicity).

This programme seeks to build bridges between the theoretical and applied communities by
promoting themes of common interest in emerging areas of  nonlinear and stochastic
dynamics, and to educate graduate students, postdoctoral fellows and young researchers for working in these emerging areas.