Computational Approaches to Stochastic Models, Partial Differential Equations and SOC Models

Bjorn Birnir

Professor of Mathematics and Director of The Center for Nonlinear Science
Department of Mathematics
Univ. of California, Santa Barbara CA 93106

Systems of color (SOC) present a new paradigm in biology, these are systems that magnify the white noise in the environment are then driven by large colored noise. The mathematical models that have been developed to describe such systems consist of stochastic partial differential equations driven by colored noise. Such equations are notoriously hard to solve numerically. In this talk we will explain the computational pitfalls, by the example of landsurface evolution, show how standard methods fail and discuss the methods that work.