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SUMMARY:Fractional Differential Equations Arising from Stochastic Dynamica
 l Systems - Jinqiao Duan (Illinois Institute of Technology)
DTSTART:20220425T130000Z
DTEND:20220425T140000Z
UID:TALK170075@talks.cam.ac.uk
DESCRIPTION:Complex dynamical systems are often under random fluctuations.
  The noisy fluctuations may be Gaussian or non-Gaussian\, which are usuall
 y modeled by Brownian motion or &alpha\;-stable Levy motion\, respectively
 . &nbsp\;Stochastic differential equations are appropriate mathematical mo
 dels for these systems.\nAt a certain &lsquo\;macroscopic&rsquo\; level\, 
 non-Gaussianity of the noise manifests as a fractional or nonlocal operato
 r\, which facilitates the investigation of stochastic dynamical behaviours
 .&nbsp\; The speaker will overview recent advances in deterministic method
 s for non-Gaussian stochastic dynamical systems\, including mean exit time
 \, escape probability\, and most probable transition pathways.&nbsp\; Thes
 e methods involve fractional/nonlocal differential equations with singular
  integral operators.
LOCATION:Seminar Room 2\, Newton Institute
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