Speaker: Professor Ian Melbourne (University of Warwick)

Homogenization is a mechanism whereby systems with multiple timescales reduce to a lower dimensional stochastic differential equation comprising only the slow variables (The underlying system may be deterministic or stochastic). Here we describe recent work with various co-authors, especially David Kelly, providing a general framework for homogenization of deterministic fast-slow systems of ODES.  This includes obtaining the correct interpretation of the stochastic integrals in the reduced equation.

About Statistics, modelling and operations research seminars

Students, staff and visitors to UQ are welcome to attend our regular seminars.

The events are jointly run by our Operations research and Statistics and probability research groups.

The Statistics, modelling and operations research (SMOR) Seminar series seeks to celebrate and disseminate research and developments across the broad spectrum of quantitative sciences. The SMOR series provides a platform for communication of both theoretical and practical developments, as well as interdisciplinary topics relating to applied mathematics and statistics.


Priestley Building (67)