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Center for Stochastic Dynamics

The Center for Stochastic Dynamics helps substantially grow Illinois Tech's stochastic modeling  & data-driven prediction capacity in research and education.

Mission and Vision

Mission   

The Center's mission is to partner with relevant units of Illinois Tech community to conduct impactful research and innovation in data-driven predictive modeling and simulation for systems under uncertainty, and emerging stochastic dynamics and data science techniques inspired by science and engineering advances.

Vision

The Center's vision is to be recognized in Chicago, the nation, and globally for promoting data-driven research and training in stochastic dynamics.

Center Leadership

Director:

Jinqiao Duan, Professor of Applied Mathematics  

Jinqiao Duan

 

 

 

 

 

 

 

 

 

Associate Director:

Matthew Dixon, Associate Professor of Applied Mathematics    

Matthew Dixon

 

 

 

 

 

 

 

 

 

Associate Director:

Romit Maulik, Research Assistant Professor of Applied Mathematics and Argonne National Laboratory  

maulik

 

 

 

 

 

 

 

 

 

 

Honorary Director:

Steve Wiggins, Research Professor of Applied Mathematics, University of Bristol

Steering Committee

Core Faculty

Mustafa Bilgic
Associate Professor of Computer Science Program Director, Master of Artificial Intelligence
Yuhan Ding
Senior Lecturer of Applied Mathematics Program Director, Master of Data Science
Yue Duan
Gladwin Development Chair Assistant Professor of Computer Science
Georgia Papavasiliou
Professor of Biomedical Engineering Associate Dean for Undergraduate Affairs, Armour College of Engineering Visiting Professor, Department of Anatomy and Cell Biology, Rush Medical College
Hemanshu Kaul
Co-Director, M.S. in Computational Decision Science and Operations Research (CDSOR) Associate Professor of Applied Mathematics
Xiaofan Li
Professor of Applied Mathematics Associate Dean, College of Computing
Ali Cinar
Professor of Chemical Engineering Director of the Engineering Center for Diabetes Research and Education Hyosung S. R. Cho Endowed Chair in Engineering
Scott Dawson
Assistant Professor of Mechanical and Aerospace Engineering
Mudassir Rashid
Research Assistant Professor
Assistant professor Binghui Wang
Assistant Professor of Computer Science

The center benefits Illinois Tech’s stochastic dynamics community in the following ways:

  • Offering minicourses on new or emerging topics in stochastic dynamics & data science, by visiting scholars, as a supplement to our exiting academic programs
  • Serving as one interdisciplinary hub to facilitate research and collaboration, especially among junior faculty and postdocs
  • Hosting visitors (especially pass by visitors) for research and seminars
  • Hosting graduate student seminars
  • Sponsoring undergraduate research (minority/women students, pre-REU, REU);
  • Organizing activities such as joint workshops, including DEI workshops with Argonne National Laboratory and the NSF Institute for Mathematical and Statistical Innovation

The center plays a key role to partner effectively with corporate, university, national laboratory, and governmental stakeholders by driving collaborative, computational and data-driving research involving faculty and students from several disciplines, and by promoting diversity, equity, and inclusion.

Many funding opportunities call for expertise from various disciplines and the center, with people who share the same mission and vision, can put people in a team to respond to these opportunities. The center will appoint some research scientists at Argonne National Laboratory as research faculty, to facilitate collaborative research and educational activities.

Research 

Research activities include:

  • Data science inspired by dynamical systems 
  • Data-driven predictive modeling and simulation
  • Stochastic dynamical systems & stochastic partial differential equations
  • Non-equilibrium statistical mechanics and quantum mechanics
  • Numerical methods for nonlocal PDEs, computational fluid dynamics, computational materials science, computational acoustics, boundary elements method
  • Numerical methods for non-equilibrium systems, interfacial instabilities, morphologies, pattern formation, crystal growth and nanostructure patterning in thin films
  • Computational & stochastic modeling for geophysical systems and biophysical systems
  • Nonlinear dynamical systems and applications
  • Data assimilation and predicting dynamical behaviors

Publications

  1. An Introduction to Stochastic Dynamics , Cambridge University Press, 2015.
  2. Effective Dynamics of Stochastic Partial Differential Equations (with Wei Wang), Elsevier, 2014.
  3. Nonlocal PDEs & Non-Gaussian Stochastic Dynamics Institute for Pure and Applied Mathematics, Institute for Pure and Applied Mathematics.

Graduate & Undergraduate Students

  1. William (Jake) McClure 
  2. Alex Negron 
  3. Stanley Nicholson
  4. Qi Zhang

Postdocs

Jessica Xie

Meetings

SIAM Conference on Applications of Dynamical Systems , May 2021, Portland, Oregon

NSF-CBMS conference on Nonlocal Dynamics: Theory, Computation and Applications (Supported by NSF),Chicago , June 4--9, 2017

SIAM Conference on Applications of Dynamical Systems, May 2019, Snowbird, Utah

The 5th International Conference on Random Dynamical Systems --- Celebrating Ludwig Arnold's 80th birthday,, June 2017, Wuhan, China

AMS Fall Central Section meeting, Chicago, October 3-4, 2015. Special Session:"Nonlocal Diffusions and Non-Gaussian Stochastic Dynamics"

NSF-CBMS Regional Conference on Recent Advances in the Numerical Approximation of Stochastic Partial Differential Equations, August 9-13, 2010, Chicago, USA

AMS Fall West Section meeting, April 9--10, 2016, Univ of Utah, USA

Book Series and Journals

Book Series: "Interdisciplinary Mathematical Sciences"

Journal: "Stochastics and Dynamics"

Computing Resources

PCs and Sun Workstations are available in this Center 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 fast ehternet switch.

Contact Center for Stochastic Dynamics

Department Type

Center

Office Location

14th Floor, Michael P. Galvin Tower