Halmos Hosts Talk on Alpha-Stable Integro-Differential Equations

The Halmos College of Arts and Sciences Department of Mathematics will host guest speaker Xiaofan Li, Ph.D., as part of their Mathematics Colloquium Series.  Li will be discussing a numerical algorithm to simulate the nonlocal Fokker-Planck equations using the Toeplitz matrix structure of the time-space discretization. The algorithm utilizes first exit time, escape probability and transitional probability densities to quantify dynamical behaviors of stochastic differential equations with non-Gaussian, alpha-stable type Lévy motions.

Li received his B.S. in Applied Mathematics from Zhejiang University, and an M.A. and Ph.D. in Applied Mathematics from UCLA. He was a postdoc at UCSD and The Ohio State University. Li joined the Department of Applied Mathematics at Illinois Institute of Technology in 1999, serving as Assistant Professor, Associate Professor and Professor. He has served as the Director of Graduate Studies since 2005, was Associate Dean of the Graduate College from 2011-2013, was an Associate Dean in College of Science from 2013-2019 and has served as an Associate Dean in College of Computing since 2019. His research interests include moving boundary value problems in fluid mechanics and materials science, numerical methods for nonlocal equations, nonlinear standing waves in acoustics and transport equations in ion channels

“Numerical Schemes for Integro-Differential Equations Related to Alpha-Stable Processes,” will take place on Thursday, March 10^th from 12:30 – 1:20 p.m. on Zoom.  The entire NSU community, including students at all levels of mathematics, is invited and encouraged to attend.

Posted 02/27/22