Show navigation Hide navigation

Laboratory for Stochastic Dynamics & Computation

Illinois Institute of Technology

Department of Applied Mathematics

Chicago, IL 60616, USA

Honorary Director: Ludwig Arnold

Director: Jinqiao Duan

Research Activities

1.      Stochastic dynamical systems & stochastic partial differential equations

2.      Numerical methods for nonlocal PDEs, computational fluid dynamics, computational materials science, computational acoustics, boundary elements method

3.      Numerical methods for non-equilibrium systems, interfacial instabilities, morphologies, pattern formation, crystal growth and nanostructure patterning in thin films

4.      Computational & stochastic modeling for geophysical systems and biophysical systems

5.      Nonlinear dynamical systems and applications

Research Funding

  • NSF/CBMS Regional Conference in the Mathematical Sciences (Supported by NSF) Nonlocal Dynamics: Theory, Computation and Applications, Jinqiao Duan & Xiaofan Li, 2016--2018
  • NSF NSF-DMS 1620449 "Theoretical and Numerical Studies of Nonlocal Equations Derived from Stochastic Differential Equations with Levy Noises". Xiaofan Li & Jinqiao Duan, 2016--2019.

Lab Seminars

1.      Stochastic & Multiscale Modeling and Computation Seminar


  • An Introduction to Stochastic Dynamics, Cambridge University Press, 2015.
  • Effective Dynamics of Stochastic Partial Differential Equations (with Wei Wang), Elsevier, 2014.
  • Restoration of rhythmicity in diffusively coupled dynamical networks. Nature Communications, July 15, 2015. DOI: 10.1038/ncomms8709. (with W. Zou, D. V. Senthilkumar, R. Nagao, I. Z. Kiss, Y. Tang, A. Koseska and J. Kurths).


Graduate Students



Book Series and Journals

Computing Resources

  • PCs and Sun Workstations are available in this Laboratory 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.