Speaker: Pro.Jinqiao Duan（Illinois Institute of Technology）

Title: Nonlocal Partial Differential Equations for Stochastic Dynamics

Time: Thus, Jun.13, PM:16:30-17:30

Location: Room 4318, Building No.4, Wushan Campus

Abstract:

        Gaussian processes, such as Brownian motion, have been widely used in modeling fluctuations, while some complex phenomena involve non-Gaussian Levy noise. Thus dynamical systems driven by non-Gaussian noise have attracted considerable attention recently. At certain ‘macroscopic’ level, non-Gaussianity of the noise manifests as nonlocality (or nonlocal operators in the Fokker-Planck equations). The speaker will present recent work on escape probability, mean exit time, bifurcation and random invariant manifolds for non-Gaussian stochastic dynamical systems.  The differences in dynamics under Gaussian and non-Gaussian noises are highlighted, theoretically or numerically.