The averaging principle for SDEs with monotone coefficients

发布时间:2023年10月09日 作者:陈思彤   阅读次数:[]

报告题目:The averaging principle for SDEs with monotone coefficients

报告人:柳振鑫教授(大连理工大学)

时间:2023年10月13日(周五)下午15:00 - 18:00

地点:腾讯会议:338-905-852

报告摘要:Averaging principle is an effective method for investigating multi-scale dynamical systems. In this talk, we will discuss three types of averaging principle for monotone stochastic differential equations, which includes monotone SPDEs, stochastic complex Ginzburg-Landau equations and finite dimensional monotone SDEs. Furthermore, we investigate the small fluctuations of the monotone SDEs around its average, and show that the normalized difference weakly converges to an Ornstein-Uhlenbeck type process, which can be viewed as a functional central limit theorem. This talk is based on joint works with Mengyu Cheng and Michael Röckner.

报告人简介:柳振鑫,大连理工大学数学科学学院教授。主要从事随机动力系统的研究,在随机Conley指标理论、随机动力系统中的回复性和稳定性、Kolmogorov平稳分布极限问题等方面做出系统深入的研究工作。目前已发表学术论文40余篇。2010年获全国百篇优秀博士学位论文提名奖;2015年获得国家优秀青年科学基金资助;2019年获得国家杰出青年科学基金资助。



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