Current Research and Projects

Stochastic Modeling of Fast Scales

Projects on Stochastic Modeling

  • Applications in atmospheric dynamics
  • Interactions between coherent structures and Noise
  • Numerical Multiscale Methods

    (Not Yet)

    Projects on Numerical Multiscale Methods

    (Not Yet)

    Predictability of Dynamical Systems

    Projects on Predictability

  • Seasonal Variations of Predictability in the Two-Layer Model



  • Software

  • C++ code for integrating Deterministic and Stochastic Differential Equations
    In addition to integrating your system of choice, you can automatically add noise into equations and compute various statistics, such as means, variances, higher moments, 1D and 2D histograms (PDFs), phase distributions. Easy to use with a friendly intuitive interface. Examples of Lorenz 63, Rossler, Double-Well and some Matlab plotting scripts are included.

    Graduate student E. Kikinzon has also contributed to this code.

    Please let me know if you find any bugs or would like to see some improvements.

    This work was partially supported by an NSF grant "Reduced Stochastic Dynamics for Spatially Extended Systems".
    last modified 6/4/06