课题基金 / 基金详情

FRG: Collaborative Research: Stochastics and Dynamics: Asymptotic problems

FRG: Collaborative Research: Stochastics and Dynamics: Asymptotic problems
FRG:协作研究:随机学和动力学:渐近问题
批准号:
0854940
负责人:
Michael Cranston
金额:
$14.58万
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2009
资助国家:
美国
项目状态:
已结题
起止时间:
2009-06-01 至 2012-05-31

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中文摘要
翻译
该奖项是根据2009年美国复苏和再投资法案(公法111-5)资助的。同时考虑确定性和随机性因素的数学模型在科学和技术中变得越来越重要。这些模型通常都相当复杂。通常,它们包括许多表征系统的参数(扩散系数、化学反应速率、时间尺度等)。这些参数往往具有不同的尺度,因此在这些模型中考虑各种渐近机制是很自然的。我们将研究具有守恒律的系统的确定性扰动和随机扰动,特别是具有多井哈密顿量的哈密顿系统的扰动。将考虑受噪声干扰的系统的亚稳性和随机共振。我们将研究椭圆型偏微分方程奇摄动的新问题以及导致动力系统一类新的随机摄动的拟线性抛物型方程。将考虑聚合物的数学模型和导致异常颗粒传输的模型。我们计划研究无限维系统的一些渐近问题,特别是随机偏微分方程组的渐近问题。我们将发展随机过程、动力系统和偏微分方程组的渐近分析的新方法。我们将描述与亚稳性、偏微分方程组的奇异摄动、随机介质中的粒子和波动有关的新效应。这项研究涉及到数学的许多分支,在物理、生物学和工程学中都有广泛的应用。渐近方法能够而且应该在培养新一代研究人员方面发挥重要作用。我们计划与研究生和博士后一起工作,举办研讨会,并组织关于这些主题的会议。
英文摘要
This award is funded under the American Recovery and Reinvestment Act of 2009 (Public Law 111-5).Mathematical models taking both deterministic and stochastic factors into account are becoming increasingly important in science and technology. These models, as a rule, are rather complicated. Oftentimes, they include many parameters characterizing the system (diffusion coefficients, rates of chemical reactions, time scales, etc). The parameters often have different scales, so it is natural to consider various asymptotic regimes in these models. We will study deterministic and stochastic perturbations of systems with conservationlaws, in particular, perturbations of Hamiltonian systems with multi-well Hamiltonians. Metastability and stochastic resonance for systems perturbed by noise will be considered. New problems on singular perturbations of elliptic PDE's will be studied as well as quasi-linear parabolic equations which lead to a new class of stochastic perturbations of dynamical systems. Mathematical models of polymers and models leading to anomalous particle transport will be considered. We plan to study a number of asymptotic problems for inifinite-dimensional systems, in particular, for stochastic PDE's.We will develop new methods of asymptotic analysis for stochas-tic processes, dynamical systems and PDE's. New effects related to metastability, singular perturbations of PDE's, particle and wave motion in random media will be described. The research is related to many branches of mathematics and has various applications in physics, biology and engineering. Asymptotic methods can and should play an important role in educating the new generation of researchers. We plan to work with graduate students and postdocs, run seminars and organize conferences on these topics.
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Seminar on Stochastic Processes 2011
  • 批准号:
    1048470
  • 项目类别:
    Standard Grant
  • 资助金额:
    $3.18万
  • 财政年份:
    2010
  • 负责人:
    Michael Cranston
  • 依托单位:
Flows, Polymers and Random Media
  • 批准号:
    1007176
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $35.93万
  • 财政年份:
    2010
  • 负责人:
    Michael Cranston
  • 依托单位:
Some Problems In Stochastic Flows And Random Media
  • 批准号:
    0706198
  • 项目类别:
    Continuing Grant
  • 资助金额:
    $26.0万
  • 财政年份:
    2007
  • 负责人:
    Michael Cranston
  • 依托单位:
Some Problems in Stochastic Flows and Random Media
  • 批准号:
    0450756
  • 项目类别:
    Standard Grant
  • 资助金额:
    $11.0万
  • 财政年份:
    2004
  • 负责人:
    Michael Cranston
  • 依托单位:
海外基金