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Stochastic Dynamical Systems and Control

March 26, 2007 to March 30, 2007
Organized By: Jonathan Mattingly (Duke), Igor Mezic (UCSB-Chair), Andrew Stuart (Warwick)
 
Parent Programs:
Dynamical Systems
 
Return to Workshop Description
 

Transients + instabilities + noise = structure?

Tuesday March 27, 2007

10:30AM - 11:30AM

Speakers:
Rachel Kuske

Abstract:

Transient or unstable behavior is often ignored in considering long time dynamics in
the deterministic world. However, stochastic effects can change the picture dramatically,
so that the transients can dominate the long range behavior.
Coherence resonance is one relatively simple example of this transformation,
and we consider others such as noise-driven synchronization in networks, asset pricing in
periodically modulated environments, sustained recurrence of
disease, and amplitude-driven phase dynamics. The questions that arise in these contexts illustrate the influence of
multiple time scales, cooperation of both discrete and continuous aspects in the dynamics,
and the remnants of underlying bifurcation structure visible through the noise.
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