Humboldt-Universität zu Berlin - Mathematisch-Naturwissen­schaft­liche Fakultät - International Research Training Group 1740

Video Conference (4/12)

  • Wann 12.12.2012 von 17:00 bis 18:00 (Europe/Berlin / UTC100)
  • Wo ESZ 0'110, PIK
  • Termin zum Kalender hinzufügen iCal




Video-Conference was canceled!

evy diusions arising in conceptual climate models"


Energy balance models with random perturbations at small intensity are on the top-level of reduced complexity in the hierachy of climate modelling. They may provide insight in the qualitative behavior of agregate climate quantities, such as mean temperature. Such a behavior can involve for instance stochastic resonance, stochastic bifurcations or metastability. The basis for either of these phenomena is the understanding of the rst passage time of a stochastically perturbed particle in a static energy landscape from one well of a local minimum to another one. Motivated by statistics of paleoclimatic data we are going to focus on the asymptotic rst passage time problem for (heavy-tailed) stable Levy diusions at small intensity in dierent settings.

We start with a non-mathematical motivation and a very short introduction to Levy processes and diusions. Then, we explain the expected rst passage times for case of gradient systems of ordinary dierential equations with (symmetric) stable Levy noise, which was wellstudied in the last years by Imkeller, Pavlyukevich and others. Recently this has been done for an innite dimensional system with spatial diusion by Debussche, Hogele and Imkeller.

In the end of this talk we will also present a recent result for limit cycles of planar systems, which are the easiest case of generic non-gradient systems. This is joint work with I. Pavlyukevich, FSU Jena.