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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
Directions and Map
Laboratory for Stochastics and Dynamics
Department of Applied Mathematics
Illinois Institute of Technology, Chicago, USA


Honorary Director: Ludwig Arnold
Director: Jinqiao Duan

Research Topics
1. Stochastic dynamics and stochastic partial differential equations
2. Stochastic & computational approaches for multiscale systems
3. Random phenomena: Modeling, Analysis, Simulation and Prediction
4. Geophysical systems: Stochastic parameterization and its mathematical justification; stochastic multiscale modeling; density or gravity currents; impact of small/fast/unresolved scaes on large/slow/resolved scales; stochastic climate dynamics
5. Biomedical systems: Stochastic agent-based modeling
6. Non-autonomous dynamics and applied partial differential equations
Stochastics and Computation Seminars
Click here for the coming talks Seminars & Colloquia
Research Grants
NSF: CMG Collaborative Research: A New Modeling Framework for Nonhydrostatic Simulations of Small-Scale Oceanic Processes, 2006-2009
NSF: Stochastic Agnet-based Modeling of Angiogenisis and Tissue Growth, 2007-2010
Publications
Available publications for further reading are available here:
Graduate Students
Vena Pearl Bongolan-Walsh (PhD 05)
Aijun Du (PhD 07)
Baohuan Chen
Adjunct Research Professors and Recent Collaborators
Ludwig Arnold, Dirk Blomker, Jim Brannan, Daomin Cao, David Cheban, Igor Chueshov, Manfred Denker, Vince Ervin, Paul Fischer, Xinchu Fu, Andrei V. Fursikov, Hongjun Gao, Beniamin Goldys, Christoph Gugg, Darryl Holm, Philip Holmes, Traian Iliescu, Peter Imkeller, Kening Lu, Peter E. Kloeden, Balu Nadiga, Tamay Ozgokmen, Christian Potzsche, Daniel Schertzer, Bjorn Schmalfuss, Stefan Siegmund, Chunyou Sun, Wei Wang, Thomas Wanner, Ed Waymire, Steve Wiggins, Desheng Yang
Book Series and Journal
Additional publications available for further reading:
Computing Resources
PCs and Sun Workstations are available in this laboratory and in other university computer laboratories.
Beowulf Linux Cluster "Menger" is a computer cluster consisting of one master node and eight slave nodes. Each node is equipped with dual 1.7 GHz Pentium 4 Xeon processors and 2GB RDRAM. All nodes are connected to each other via a fast ethernet switch.
Useful Links
Other links available for further investigation:
Contact Us
To find out more about the Laboratory and how you can contribute, please email:

Last updated by jmillham AT iit DOT edu on 11/29/07

© 2008 Illinois Institute of Technology 3300 South Federal Street, Chicago, IL 60616-3793 Tel 312.567.3000