讲座题目:Averaging principle for stochastic differential equations
主办单位:三峡数学研究中心/理学院
报告专家:程梦雨 博士(北京理工大学)
报告时间:2024年9月25日(星期三)9:00
报告地点:腾讯会议 721667113
报告摘要:Averaging principle is an effective method for investigating dynamical systems with highly oscillating components. Under suitable conditions, the fast variable can be“averaged out”to produce an averaged system, which is easier for analysis and governs the evolution over a long time scale. In this talk, we establish the averaging principle for monotone SDEs and singular SDEs respectively.
报告人简介:程梦雨,北京理工大学博士后,2022年在大连理工大学获理学博士学位。目前主要从事随机动力系统方向的研究,已在 SIAM J. Math. Anal., Bernoulli,J. Differential Equations等国际权威期刊发表多篇学术论文。