Random Dynamical Systems with Non-Gaussian Noises

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.

Event Topic

Stochastic & Multiscale Modeling and Computation