Seminars

【Regular Seminar】Modelling and Simulation for stochastic dynamical systems

Author:Administrator    Publicsh date:2017-04-01    Clicks:356
Modelling and Simulation for stochastic dynamical systems Every Friday 8:30-12:00 am Stochastic dynamical systems driven by noise have attracted a lot of attention recently. It was widely used ......

Modelling and Simulation for stochastic dynamical systems


Every Friday 8:30-12:00 am
Stochastic dynamical systems driven by noise have attracted a lot of attention recently. It was widely used in Physics, biology, economics, ecosystem and control theory. The classical Brownian motion model is not well-suited in these applications due to its continuous sample paths. As a significant class of non-Gaussian processes, Levy processes describes fluctuations with features such as heavy tails and jumps. Through reading textbooks and papers, we will find research problem and subject in our seminar.

The goal of this seminar:
1. Learn dynamical systems methods.
2. Learn numerical methods for dimension reduction, averaging, homogenization, asymptotic approximations, effective reductions.
3. Find some dynamical systems methods to simplify complex systems (effective approximation) and then apply the method to geosystems and Biosystems.
4. Finally, we need verification and validation the results.

Reference:
[1]. Pavliotis G A, Stuart A M. Multiscale Methods: Averaging and Homogenization [J]. Texts in Applied Mathematics, 2008.
[2]. Oberkampf W L, Roy C J. Verification and Validation in Scientific Computing [M]. Cambridge University Press, 2010.