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Center for Stochastic and Chaotic Processes in Science and Technology

Goal of the Center

The goal of the Center for Stochastic and Chaotic Processes in Science and Technology (CSCPST) is to organize, encourage and support research on, and education in stochastic and chaotic processes techniques as applied in science and technology and to provide leadership in these areas in Ohio, and at the national and international level. A study of related foundational and theoretical mathematical and statistical issues is an integral part of the Center's research.

The unique feature of this Center is a synergistic interaction between viewpoints of mathematicians, statisticians, scientistis and engineers, working in the Center on equal footing. Besides development of fundamental knowledge in the area, one of the major goals of this cooperative effort will be the education of future leaders, who would be comfortable with and fluent in both powerful mathematical techniques and the natural sciences and technology idiom, including, in some cases, experimental verification.

Rationale for the Center Random and chaotic motions and fluctuations provide the unifying intellectual theme of the Center. This choice represents a focus where certain frontiers of mathematics, statistics, the sciences, and engineering can fully overlap on problems that are fundamental and yet have practical aspects in technology. Starting from observations of particles moving in random trajectories and observations of errors in measurement, along with questions that had their origin in simple games of chance, very rich theories of fluctuations have been devised. This Center organizes new and innovative channels to facilitate transfer of such knowledge in both directions. The community of mathematicians learns about important problems involving random and chaotic fluctuations confronting the science and engineering community. Moreover, the science and engineering community learns and helps frame new and powerful techniques to understand fluctuations and chaos in nature.

Research of the Center

The following areas are emphasised at this time:

  • Linear and Non-linear Stochastic Differential Equations. including applications to problems of stability, filtering and control and foundational issues related to the theory of stochastic integrals and stochastic partial differential equations.
  • Stochastic Processes and Random Fields in Condensed Matter Physics. Particular attention is given to the use of Brownian techniques in liquid-solid transitions, thin film and interface growth, multiscale processes. Some examples include: macroscopic vs. microscopic and mezoscopic theories, Brownian dynamics of molecular chains (also in C) coarsening effects in material in the process of spinodal decomposition governed by highly nonlinear (Landau-Ginzburg type), far from equilibrium, stochastic equations, coagulation processes in colloids as a Brownian motion in a force field with a random history, dispersive mixing operations and ceramic processing, and phase separation. Foundational problems related to approximation for nonlinear diffusion and reaction-diffusion processes will also be addressed.
  • Random Structures. This includes graph-valued Markov processes and random partitions as applied in polymerization theories and the theory of stochastic algorithms, measure-valued diffusions and population models. Also percolation theory, kinetics and size distribution in depolymerizing branched structures, and a study of aggregation phenomena will fall into this research program.
  • Stochastic Methods in Molecular Science and Engineering. In particular, dense ensembles of molecules with considerable internal structure including semi-flexible chains, single and multicomponent systems of molecules and their phase equilibria, relaxational dynamics of physical aging in the glassy state, relaxational phenomena in dielectrics. Theories and measurements of monolayes of long molecules are also of special interest here.
  • Random Fields and Stochastic Partial Differential Equations with Applications in Physical Oceanography, Surface Chemistry and Astrophysics. Geophysical waves in presence of external noise and random, rough bottom and coastal topography, theory of capillary waves in presence of organic surface films. Random velocity flows of hydrodynamic type, Burgers (including fractal) stochastic flows, passive tracer transport and the adhesion model for the large scale structure of the universe.
  • Theoretical Aspects of Probability, Stochastic Processes and Chaotic Dynamics. Issues related to the previously mentioned applied problems, including the theory of polynomial chaos, non-Gaussian stochastic analysis, multiple stochastic integrals, functional limit theorems, combinatorial problems in the theory of random graphs and partitions. Computational and theoretical dynamical systems with emphasis on attractors, turbulence and chaotic Kolmogorov flows.

Activities of the Center

  • Educational Activities
  • Knowledge Transfer
  • Cooperation with Other Centers and Industry

Contact Information

For further information concerning the Center's activities and opportunities for interaction with the Center (short and long term visitors, graduate assistantships) contact

Director, CSCPST
Wojbor Woyczynski
Department of Statistics
Case Western Reserve University
Yost Hall
10900 Euclid Avenue
Cleveland, OH 44106-7054
waw@po.cwru.edu
phone: 216-368-6941
fax: 216-368-0252

Associate Director - Technology
J. Adin Mann
Department of Chemical Engineering
Case Western Reserve University
Cleveland, OH 44106
jam12@po.cwru.edu
tel: 216-368-4122
fax: 216-368-0252

Associate Director - Science
Philip L. Taylor
Departments of Physics and Macromolecular Science
Case Western Reserve University
Cleveland, OH 44106
plt@po.cwru.edu
tel: 216-368-4044
fax: 216-368-0252

 

CWRU Research Staff

Nessan Fitzmaurice, Computational nonlinear dynamical systems,turbulence, chaotic behavior

David Gurarie, Partial differential equations, mathematical physics, Schrodinger operators

Steven Izen, Microlocal analysis, image reconstruction, mathematical tomography

Joseph Koonce, Control of biological systems

Kenneth Loparo, Stochastic control,Lyapunov exponents

J. Adin Mann, Surface chemistry, thin films, experimental spectroscopy

Philip L.Taylor, Solid state physics, macromolecular science,statistical mechanics

Rolfe Petschek, Statistical mechanics of polymers

Peter Ritchken, Financial mathematics, option pricing

Robert Simha, Macromolecular science

Lajos Takacs, Stochastic processes, combinatorial methods

Shi-Qing Wang, Hydrodynamics of polymer solutions,renormalization groups

Wojbor A.Woyczynski, Stochastic processes, applied probability in physical chemistry and oceanography

Center Bulletins

Center Bulletin #1
Center Bulletin #2
Center Bulletin #3
Center Bulletin #4
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Center Bulletin #6
Center Bulletin #7
Center Bulletin #8

 

 

 
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