Stochastic modelling of nonlinear dynamical systems
نویسنده
چکیده
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium (related to driving velocity fields which are generically bound to obey suitable local conservation laws) can be reconciled with the notion of dispersion due to a Markovian diffusion process.
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Multistage Modified Sinc Method for Solving Nonlinear Dynamical Systems
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My current research interests include mathematical modelling of physical, chemical and biological phenomena using deterministic and stochastic tools, and using analytical and numerical tools to more fully understand both ODE and PDE in the stochastic setting. The two main thrusts of my research of late include stochastic perturbations of nonlinear dynamical systems, and energy transfer in compl...
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