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Laboratory for Stochastic Dynamics & Computation

Illinois Institute of Technology

Department of Applied Mathematics

Chicago, IL 60616, USA

Honorary Director: Stephen Wiggins

Director: Jinqiao Duan

Research Activities

1.      Stochastic dynamical systems & stochastic partial differential equations

2.      Computational & stochastic modeling for geophysical systems (Arctic ice, transport & mixing, gravity)

3.      Computational & stochastic modeling for biophysical systems (Gene regulation, cellular processes)

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

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

6.      Nonlinear dynamical systems and applications

7.      Data assimilation and predicting dynamical behaviors

Research Funding

1.      NSF/CBMS Regional Conference in the Mathematical Sciences (Supported by NSF) Nonlocal Dynamics: Theory, Computation and Applications, Jinqiao Duan & Xiaofan Li, 2016--2018

2.      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


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,


Visiting Professors

1.      Professor Ludiwg Arnold, Bremen University, Germany

2.      Professor Bjorn Schmalfuss, Jena University, Germany

3.      Professor Wei Yan, Henan Normal University, China

4.      Professor Hongjun Gao, Nanjing Normal University, China

Graduate Students

1.      Zhuan Cheng, PHD candidate, Illinois Institute of Technology, Email:

2.      Hansen Ha, PhD candidate, Illinois Institute of Technology, Email:

3.      Senbao Jiang, PhD candidate, Illinois Institute of Technology



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.