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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 Agent-based Modeling of Angiogenisis and Tissue Growth, 2007-2010


Available publications for further reading are available here:

Graduate Students

Vena Pearl Bongolan-Walsh (Ph.D. 05)
Aijun Du (Ph.D. 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: