IIT: Laboratory for Stochastics and Dynamics

By duan
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The Department of Applied Mathematics at Illinois Institute of Technology (IIT) offers B.S., M.S. and Ph.D. degrees. For students at all levels, we offer personal attention, small class size, an active seminar and colloquium series, and easy access to all the benefits of living in a world-class city.

One very active research area for Ph.D students is Random Dynamical Systems. Dynamical systems arising from engineering, science and other fields are sometimes subject to such uncertainties as random forcing, fluctuating parameters, random boundary conditions or inputs, and unknown mechanisms or processes (due to lack of knowledge). Random dynamical systems are usually in the form of stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs). New frameworks and techniques are being developed to understand random dynamical behaviors and to quantify uncertainty. More information is on the following webpage:

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