报告人:邵井海
报告地点:数学与统计学院415报告厅
报告时间:2025年07月31日星期四09:30-10:30
邀请人:杨青山
报告摘要:
This talk concerns the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an infinitely countable state space. The ergodicity of the fast process has important impact on the limit system and the averaging principle. We showed that under strongly ergodic condition, the limit system admits a unique solution, and the slow process converges in the L^1-norm to the limit system. However, under certain weaker ergodicity condition, the limit system admits a solution, but not necessarily unique, and the slow process can be proved to converge weakly to a solution of the limit system. Furthermore, some results on LDP of such two time-scale system are also discussed.
主讲人简介:
邵井海,天津大学应用数学中心教授,博士生导师。2006 年获得北京师范大学与法国第戎大学理学博士学位,同年在北京师范大学留校任教。2007年,赴德国伯恩大学跟随 K. Sturm 教授做两年博士后研究。2017 年被天津大学聘为教授。主要主要从事概率论遍历性理论、随机分析、随机微分方程方面的研究工作,在轨道空间和环空间上运输不等式、Monge-Kantorovich最优映射问题,以及带切换扩散过程长时间行为等问题的研究中取得了一些重要成果。多篇论文发表在著名数学刊物,包括 J.Functional Analysis, Probability Theory and Related Fields,SIAM J. Control Optim, SIAM J. Math. Anal., Stochastic Processes and their Applications。2007 年,邵井海教授获得中国数学学会“钟家庆数学奖”,2008 年,获得“全国百篇优秀博士学位论文奖”。