Stochastic Modelling of Deterministic Time Series

The proposed research project will implement and further develop the methods of Stemler et al. for modelling deterministic time series with stochastic models. The project will implement the Kramers-Moyal expansion to determine Fokker-Planck coefficients of a deterministic time series. Furthermore, these methods will be applied to gain new insights into a chaotic semiconductor laser driven by optical feedback, whose noise appears dynamical and state dependent. The major research components of the proposed project are developing appropriate stochastic models for deterministic time series and adapting these methods to better understand the noise component of a chaotic semiconductor laser driven by optical feedback.

Jack Mulqueeney

The University of Western Australia

Jack is a third year student at the University of Western Australia studying mathematics, statistics, and economics. He is interested in the application of mathematics to understand various types of behaviour, both physical and social. For this reason, he conducted a research project on mathematical and stochastic properties of networks in his second year. Furthermore, he completed an internship at a Perth NFP, Communicare, which ignited his interest in social behaviour and how mathematics can be applied to such systems. His research interests lie in modelling behaviour accurately to gain insights into their fundamental properties and forecasting, with some degree of confidence, their behaviour into the future.

You may be interested in

Macey Lawson

Macey Lawson

Analysis of Humpback Whale Songs using Information Theory Techniques
Jack Mills

Jack Mills

Supercritical Percolation Cluster of Independent Bond Percolation of the Hypercube.
Joel Denning

Joel Denning

Prophet Inequalities
Georgio Hawi

Georgio Hawi

Polynomial Method in Additive Combinatorics: Extension of CAP Sets Problem to More Than Three Points
Contact Us

We're not around right now. But you can send us an email and we'll get back to you, asap.

Not readable? Change text.