Topics in Averaging and Metastability with Applications

Catalog description

Topics that will be covered include: the averaging principle for stochastic dynamical systems and in particular for Hamiltonian systems; metastability and stochastic resonance. We will also discuss applications in class and in homework problems. In particular we will consider metastability issues arising in chemistry and biology, e.g. in the dynamical behavior of proteins. The course will be largely self contained, but a course in graduate probability theory and/or stochastic calculus will definitely help.