Wiener Measure and Wiener Shift for Stochastic Dynamical Systems
Event Topic Stochastic & Multiscale Modeling and Computation
Event Topic Stochastic & Multiscale Modeling and Computation
Description We will focus on estimating the drift coefficient and the Hurst parameter for some parabolic SPDEs driven by multiplicative fractional noise. Using the singularity of the probability...
Description 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...
Event Topic Stochastic & Multiscale Modeling and Computation
Description Congestion control algorithms were implemented for the internet about two decades ago, however mathematical models of congestion control are relatively newer. This seminar mainly presents...
Speaker Changpin Li Utah State University http://directory.usu.edu/aggie/698e44/ Description In this talk, we firstly recall the simple history of fractional calculus then introduce the definitions of...
Description Micro- and nano-fluidics involve a broad range of scales from the atomic scales to the continuum ones. A full molecular dynamics simulation is able to simulate the fluid flows at the micro...
Description Random dynamical systems are nonlinear systems under uncertainty. Stochastic analytical tools are usually applied to investigate these systems. More recently, topological techniques are...
Description We begin with the Laplace operator on a complete Riemannian manifold. The isotropic transport process is a Markov process on the tangent bundle; in the limit of small mean free path, the...
Event Topic Stochastic & Multiscale Modeling and Computation