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, and colleagues in the Centre for Applications in Natural Resource Mathematics.

Seminars are usually held on Tuesdays from 11am to 12pm.

Information for speakers

Plan to speak for up to 40 minutes, and allow up to 15 minutes for questions and discussion.

Pitch your presentation to an interdisciplinary mathematical audience.

To avoid technical delays on the day, contact us a few days in advance of your presentation to discuss requirements.

You can either email us your presentation in advance, or save it to a memory stick. Microsoft PowerPoint presentations and PDFs are the most convenient file formats, but you can also run the talk from your own laptop.

Venue

Priestley Building (67)
Room: 
442