Center for Stochastic Dynamics

Mission and Vision

Mission   

The Center's mission is to partner with relevant units of Illinois Tech community to conduct impactful research and innovation in data-driven predictive modeling and simulation for systems under uncertainty, and emerging stochastic dynamics and data science techniques inspired by science and engineering advances.

Vision

The Center's vision is to be recognized in Chicago, the nation, and globally for promoting data-driven research and training in stochastic dynamics.

Center Leadership

Jinqiao Duan

Director
Professor of Applied Mathematics  

Romit Maulik

Associate Director
Research Assistant Professor of Applied Mathematics and Argonne National Laboratory  

Steve Wiggins

Honorary Director
Research Professor of Applied Mathematics, University of Bristol

The center benefits Illinois Tech’s stochastic dynamics community in the following ways:

• Offering minicourses on new or emerging topics in stochastic dynamics & data science, by visiting scholars, as a supplement to our exiting academic programs
• Serving as one interdisciplinary hub to facilitate research and collaboration, especially among junior faculty and postdocs
• Hosting visitors (especially pass by visitors) for research and seminars
• Hosting graduate student seminars
• Sponsoring undergraduate research (minority/women students, pre-REU, REU);
• Organizing activities such as joint workshops, including DEI workshops with Argonne National Laboratory and the NSF Institute for Mathematical and Statistical Innovation

The center plays a key role to partner effectively with corporate, university, national laboratory, and governmental stakeholders by driving collaborative, computational and data-driving research involving faculty and students from several disciplines, and by promoting diversity, equity, and inclusion.

Many funding opportunities call for expertise from various disciplines and the center, with people who share the same mission and vision, can put people in a team to respond to these opportunities. The center will appoint some research scientists at Argonne National Laboratory as research faculty, to facilitate collaborative research and educational activities.

Research 

Research activities include:

• Data science inspired by dynamical systems 
• Data-driven predictive modeling and simulation
• Stochastic dynamical systems & stochastic partial differential equations
• Non-equilibrium statistical mechanics and quantum mechanics
• Numerical methods for nonlocal PDEs, computational fluid dynamics, computational materials science, computational acoustics, boundary elements method
• Numerical methods for non-equilibrium systems, interfacial instabilities, morphologies, pattern formation, crystal growth and nanostructure patterning in thin films
• Computational & stochastic modeling for geophysical systems and biophysical systems
• Nonlinear dynamical systems and applications
• Data assimilation and predicting dynamical behaviors

Publications

1. An Introduction to Stochastic Dynamics , Cambridge University Press, 2015.
2. Effective Dynamics of Stochastic Partial Differential Equations (with Wei Wang), Elsevier, 2014.
3. Nonlocal PDEs & Non-Gaussian Stochastic Dynamics Institute for Pure and Applied Mathematics, Institute for Pure and Applied Mathematics.

Graduate & Undergraduate Students

1. William (Jake) McClure 
2. Alex Negron 
3. Stanley Nicholson
4. Qi Zhang

Postdocs

Jessica Xie

Meetings

SIAM Conference on Applications of Dynamical Systems , May 2021, Portland, Oregon

NSF-CBMS conference on Nonlocal Dynamics: Theory, Computation and Applications (Supported by NSF), Chicago , June 4--9, 2017

SIAM Conference on Applications of Dynamical Systems, May 2019, Snowbird, Utah

The 5th International Conference on Random Dynamical Systems --- Celebrating Ludwig Arnold's 80th birthday,, June 2017, Wuhan, China

AMS Fall Central Section meeting, Chicago, October 3-4, 2015. Special Session:"Nonlocal Diffusions and Non-Gaussian Stochastic Dynamics"

NSF-CBMS Regional Conference on Recent Advances in the Numerical Approximation of Stochastic Partial Differential Equations, August 9-13, 2010, Chicago, USA

AMS Fall West Section meeting, April 9--10, 2016, Univ of Utah, USA

Computing Resources

PCs and Sun Workstations are available in this Center 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.