Author: Alexander Teplyaev

Archived 2015 Announcements

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Alexander Teplyaev – The Spectral Dimension of the Universe

May 29, 2015

Professor Alexander Teplyaev will explain some ideas behind the notion of spectral dimension and how they are related to research being done in our department.

Masha Gordina – Random thoughts on Brownian motion

June 5, 2015

Professor Masha Gordina will talk about the fascinating history of the Brownian motion and its applications in the real world.

Keith Conrad – Continued Fractions

June 12, 2015

Professor Keith Conrad will talk about continued fractions, how to compute them, some of their properties, and how to answer seemingly unanswerable questions like this: if an unknown fraction is roughly 2.32558, what is it? (The answer is not 232558/100000.)

Thomas Laetsch – From Brownian motion cometh

June 19, 2015

Following Dr. Gordina’s talk developing Brownian motion, Thomas Laetsch will take us on a short drunkard’s walk through several theories stemming from or related to Brownian motion. R(E)U ready?

Joe Chen – Drunkard, Octopus, and Electrical Networks

June 26, 2015

Joe Chen  will summarize the main ideas behind electrical networks and describe two unexpected applications to probability.

Stochastic Stability of Planar Flows

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Publication: arXiv:1510.09221

Journal reference: Stochastics and Dynamics, Vol. 17, No. 6 (2017) 1750046
DOI: 10.1142/S0219493717500460

Group Members

Lance Ford, Derek Kielty, Rajeshwari Majumdar, Heather McCain, Dylan O’ConnellREU2015-Stochastics

Supervisors

Joe P Chen, FanNy Shum

Overview

We investigated systems of complex-valued ordinary differential equations (ODEs) that blows up in finite time, which we refer to as explosive systems. The goal is to understand for what initial conditions does the system explode and will the addition of noise stabilize it; that is, if we were to perturb the system with an additive Brownian motion, will the system of stochastic differential equation (SDE) still be explosive? In fact, we were able to prove a toy model of the stochastic Burgers’ equation to be ergodic; that is, the SDE is nonexplosive and it has a unique limiting distribution.

Presentation

Poster