2009-10 Program on Stochastic Dynamics

Course Name: Stochastic Dynamics: Theory, Modeling, and Computation

Instructors: Priscilla Greenwood, Jonathan Mattingly, and guest lectures.

Course Day and Time: Course will be hold at SAMSI (driving directions) in RTP.
Wednesdays: 4:30 -7:00, in Room 150
Starting September 9, 2009, ending December 9, 2009.

Prerequisites: Graduate probability, basic stochastic processes and basic ordinary and partial differential equations. Some familiarity with stochastic differential equations and basic numerical methods will be useful but not required.

Course Description:

This course will introduce background material in dynamical systems theory and some basic principles regarding the behavior of associated stochastic dynamical systems. Examples will be drawn from a number of settings including population dynamics, modeling of biological systems, fluid mixing and transport, and simple physical systems.

No background in any particular field of application will be assumed. The course will examine both analytical and numerical approaches as well as discuss the art of stochastic modeling.

Registration for this course is being processed through your university.

Course Numbers:
Duke: Math 295.01 and STA 294-01
NCSU: MA/ST 810-006
UNC: MATH 891-001/STOR 891/001

Questions about the course or the Stochastic Dynamics program should be emailed to stochastic-dynamics@samsi.info

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