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Averaging principle for monotone and singular SDEs
时间:2024年10月31日 20:36 点击数:

报告人:程梦雨

报告地点:腾讯会议ID: 513157445

报告时间:2024年11月04日星期一14:30-15:30

邀请人:马俊

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. This talk is based on joint works with Zimo Hao, Zhenxin Liu, Michael Röckner and Xicheng Zhang.

主讲人简介:

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。

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