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Applied Mathematics Office
Engineering 1 Building
Room 208
10 West 32nd Street
Chicago, IL 60616
312.567.8980
312.567.3135 fax
amath@iit.edu
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Jinqiao (Jeffrey) Duan
Professor of Applied Mathematics
Ph.D., Cornell University

Research Interests:

Applied Mathematics --- Random dynamics & stochastic partial differential equations; Nonlinear dynamics & partial differential equations; Modeling, analysis, simulation and prediction (MASP) of random and multi-scale phenomena  (fluids, geophysical flows, environmental flows, etc).

Math 545

Math 152 (section 003)



Selected Publications:

  • Escape Probability, Mean Residence Time and Geophysical Fluid Particle Dynamics, with J. Brannan and V. Ervin, Physica D (133) 1999, 23-33.
  • Fractional Fokker--Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Levy stable noises, with D. Schertzer, M. Larcheveque, V. Yanovsky and S. Lovejoy. J. Math. Phys 42 (2001), 200-212.
  • Invariant manifolds for stochastic partial differential equations, with K. Lu and B. Schmalfuss, Ann. Prob. (31) 2003, 2109-2135.
  • Stochastic parameterization for large eddy simulation of geophysical flows, with B. Nadiga. Proc. Amer. Math. Soc. 135 (2007), 1187-1196.
  • Effective macroscopic dynamics of stochastic partial differential equations in perforated domains, with W. Wang and D. Cao. SIAM J. Math. Anal., 38(2007), 1508-1527.
 

 

Jeffrey Duan

10 W. 32nd Street
Engineering 1 Room 115b
Chicago, IL 60616
312.567.5335
312.567.3135 fax

duan AT iit DOT edu

www.iit.edu/~duan

Office Hours:
Mon and Wed 1:30pm--2:30pm
and by appointment

 

 

Last updated by skougeo AT iit DOT edu on 08/23/07

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