University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Fractional Differential Equations Arising from Stochastic Dynamical Systems

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹī¸ Information

Fractional Differential Equations Arising from Stochastic Dynamical Systems

Download to your calendar using vCal

If you have a question about this talk, please contact nobody.

FDE2 - Fractional differential equations

Complex dynamical systems are often under random fluctuations. The noisy fluctuations may be Gaussian or non-Gaussian, which are usually modeled by Brownian motion or α-stable Levy motion, respectively.  Stochastic differential equations are appropriate mathematical models for these systems. At a certain ‘macroscopic’ level, non-Gaussianity of the noise manifests as a fractional or nonlocal operator, which facilitates the investigation of stochastic dynamical behaviours.  The speaker will overview recent advances in deterministic methods for non-Gaussian stochastic dynamical systems, including mean exit time, escape probability, and most probable transition pathways.  These methods involve fractional/nonlocal differential equations with singular integral operators.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Dept Chemical Engineering and Biotechnology, New Museums Site, Pembroke Street, CB2 3RA Jasmine meeting room, Microsoft Research Ltd, 7 J J Thomson Avenue (Off Madingley Road), Cambridge Orange Boardroom, Maxwell Building, Cavendish Laboratory

Other talks

Group Work Group Work Group Work Royal Papworth Hospital and Acute Medicine BSU Seminar: "Response Adaptivity Across Clinical Trials In Portfolios of Biomedical Innovations" Cambridge RNA Club - IN PERSON
 

Š 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity