Laboratory for Stochastic Dynamics

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.      Stochastic approaches for multiscale modeling & simulation

3.      Random phenomena: Modeling, Analysis, Simulation and Prediction (MASP)

4.      Biomedical & Geophysical systems: Stochastic parameterization and its mathematical justification; stochastic multiscale modeling; density or gravity currents; impact of small/fast/unresolved scales on large/slow/resolved scales; stochastic climate dynamics

5.      Nonlinear dynamical systems

Research Funding

Stochastic Agent-based Modeling of Angiogenesis and Tissue Growth, Co-PI, NSF-0731201, 2007-2010.

CMG Collaborative Research: A New Modeling Framework for Nonhydrostatic Simulations of Small-Scale Oceanic Processes, NSF-0620539, 2006-2010.

CMG Collaborative Research: Ocean Modeling by Bridging Primitive and Boussinesq Equations. DMS-1025422, 2010-2013, $850000.


Lab Seminars: Stochastic & Multiscale Modeling and Computation Seminars



Some papers are downloadable on the preprint server arXiv, or MathSciNet.


Adjunct Research Professors and Recent Collaborators

Ludwig Arnold, Dirk Blomker, Daomin Cao, Tomas Caraballo, David Cheban, Igor Chueshov, Manfred Denker, Vince Ervin, Paul Fischer,
Xinchu Fu, Andrei V. Fursikov, Hongjun Gao, Beniamin Goldys, Christoph Gugg, Guowei He, Darryl Holm,  Philip Holmes, Traian Iliescu, Peter Imkeller, Xiaofan Li, Kening Lu,  Robert S. MacKay, Yannis G. Kevrekidis
, Peter E. Kloeden, Balu Nadiga, Tamay Ozgokmen, Christian Potzsche, Tony Roberts, Daniel Schertzer, Michael Scheutzow, Bjorn Schmalfuss, Stefan Siegmund, Chunyou Sun, Li Wan, Wei Wang, Thomas Wanner, Steve Wiggins, Desheng Yang, Chengjian Zhang

Graduate Students

Vena Pearl Bongolan-Walsh (PhD 2005; now at University of Philippines)

Aijun Du (PhD 2008; now at Citi Group)

Baohua Chen (PhD 2009; now at University of Miami)

Xingye Kan (PhD 2012; now at IMA, University of Minnesota)

Jiarui Yang (PhD 2012 expected)

Shengqiang Xu (PhD 2013 expected)

Ting Gao (PhD 2014 expected)


Wei Wang, Chunyou Sun, Li Wan, Caidi Zhao

Recent Activities

Book Series and Journal

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 1.7GHz Pentium 4 Xeon processors and 2GB RDRAM. All nodes are connected to each other via fast ethernet switch.