Duan : Exit Phenomena under Non-Gaussian Fluctuations
Jun
2
Mon 4:00 PM
When Monday, June 2, 2008
Time
4:00 PM - 5:00 PM
Where Tech M416
Contact Beth Siculan
847-491-3345
Group McCormick-Colloquia Engineering Sciences and Applied Mathematics
Applied Math Colloquium
Title: Exit Phenomena under Non-Gaussian Fluctuations
Speaker: Jinqiao Duan , Illinois Institute of Technology
Abstract: The speaker first reviews dynamical issues for nonlinear systems with non-Gaussian Levy noises, and then presents recent work on transport phenomena through escaping a bounded domain due to non-Gaussian Levy fluctuations. The mean exit time estimates for nonlinear systems driven by various noises are investigated; especially the differences between Gaussian and non-Gaussian noises are highlighted. Some numerical simulations of mean exit time and exit probability are presented.
Title: Exit Phenomena under Non-Gaussian Fluctuations
Speaker: Jinqiao Duan , Illinois Institute of Technology
Abstract: The speaker first reviews dynamical issues for nonlinear systems with non-Gaussian Levy noises, and then presents recent work on transport phenomena through escaping a bounded domain due to non-Gaussian Levy fluctuations. The mean exit time estimates for nonlinear systems driven by various noises are investigated; especially the differences between Gaussian and non-Gaussian noises are highlighted. Some numerical simulations of mean exit time and exit probability are presented.
