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Stochastic Analysis Lab
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The lab uses the mathematics of probability to uncover the laws of physical phenomena in irregular environments.
AboutAbout the lab
Uncovering the laws of an irregular world through rigorous mathematics
The lab specializes in stochastic analysis, aiming to understand the laws of physical phenomena occurring in disordered media through mathematically rigorous reasoning.
It investigates the properties of the mathematical models that describe these phenomena by combining operator analysis and Fourier analysis with methods of stochastic analysis.
Undergraduate students are assigned to the Division of Mathematical and Information Sciences and carry out their graduation research there (in the graduate school, the Division of Mathematical and Information Sciences in the Department of Human and Environmental Studies, Graduate School of Human and Environmental Studies).
Key terms
- Stochastic analysis
- Mathematics that uses differentiation and integration to study how quantities affected by chance change
- Eigenvalue
- A special number that characterizes the properties of an operator (an operation that maps functions to functions)
ResearchResearch themes
The lab studies mathematical models of physical phenomena in disordered media using methods of stochastic analysis, such as the theory of stochastic differential equations.
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MembersFaculty
- ProfessorNaomasa Ueki
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Random walk simulation” Sławomir Biały / CC BY-SA 4.0 (cropped)
- Random Schrödinger Operators: “Fig sinc” Sergey69 / CC BY-SA 3.0 (cropped)
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（足立 匡義） ): “Interference of Waves” Psgs123xyz / Public domain (cropped) - Related lab (力学系理論
（木坂 正史） ): “Exp-esc” Arnaud Cheritat / CC0 (cropped) - Related lab (数学
（角 大輝） ): “Spirals in self-similarity” PantheraLeo1359531 / CC BY-SA 4.0 (cropped)
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