Program on Stochastic Dynamics

This year-long SAMSI program was centered around the broad topic of Stochastic Dynamics with particular focus on analysis, computational methods, and applications of systems governed by stochastic differential equations. The term “Stochastic Dynamics” is one which resonates within many fields in statistics and applied mathematics. The numerical analyst designing algorithms for stochastic differential equations, the math biologist studying transport on the cellular level, the analyst trying to understand the effect of stochastic forcing and data in dynamical systems, the statistician trying to characterize the statistics of dynamic networks, and the mathematical modeler trying to bridge the gap between atomistic and continuum physics are all examples of research in stochastic dynamics. Unfortunately it is too often the case that research being done in one of the above scenarios is not being widely disseminated across the spectrum of statistics and applied math. This SAMSI program served to bring together experts in different but highly inter-related research specializations under the broader umbrella of stochastic dynamics in the hopes of creating collaborations which could potentially lead to exciting advances in particular research areas.

Working Groups:

    1. Qualitative Behavior of Stochastic Dynamics
    2. Numerical methods for Stochastic Systems
    3. Data Assimilation
    4. Network Dynamics
    5. Biological Stochastic Dynamics

** To see more in depth information on this program, see the report HERE **