A Physical Approach to Stochastic Dynamics

Speaker:Jie Li
Cheung Kong Scholar Professor, Tongji University
Shanghai, P. R. ChinaAbstract: Where is the source of randomness? How to model a stochastic process? In the trodational Stochastic Dynamics, there exist a number of unresolved problems. In this presentation, the author tries to give a new physical approach to stochastic dynamics. By introducing stochastic modeling principle, we have got new models for earthquake ground motions and wind speed process, two kind of typical stochastic process. From these examples, it may be found that by introducing physical relationship into a stochastic system, the source of randomness would be revealed. And by introducing physical relationship, the essential relationship between the deterministic systems and the stochastic systems can be revealed as well. This will supply a new way to approach a series of hard problems, such as analysis of nonlinear stochastic systems, the reliability assessment of dynamical systems and the control of nonlinear stochastic systems. Furthermore, the above viewpoints show that, in the research on a objective reality, not only need to deal with the relationship among the physical phenomenon, but also need to investigate the transmit process of randomness.

Location: Kaprielian Hall (KAP) - 203

Audiences: Everyone Is Invited

Contact: Linda Mizushima