CENTER FOR COMPUTATIONAL MATHEMATICS COLLOQUIUM

UNIVERSITY OF COLORADO AT DENVER

PLACE: Mathematics Conference Room 626 UCD Building, 1250 14th St., Denver

TIME: NOON (Refreshments served at 11:45 am)

DATE:November 15, 1999



             "Modeling Using Stochastic Differential Equations"


                             ABSTRACT

This talk is intended to explain our use of stochastic differential equations
as mathematical models in several different disciplines. Of course, the main
focus of our research has been the use of these equations in modeling
contaminant transport in highly heterogeneous porous media, and a portion of
the talk will focus on these results. However, stochastic differential equation
models have found their way into many other disciplines such as genetics,
stochastic dynamical models, neutron transport, economics, etc. This talk will 
investigate how stochastic differential equations have been used in modeling
problems in many of these areas. Time and technology permitting, we will
demonstrate a program that implements some of these models.
 
Dave Dean
CU-Denver