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山东大学张良泉博士学术报告

来源: 发布时间:2013-10-09 浏览量:

应王玮明教授邀请,山东大学数学学院张良泉博士于20131010日至13日访问我校应用数学研究所并作学术报告,特别是将在微分方程领域开展合作研究。
Title: Random Perturbation of Some Multi-dimensional Non-Lipschitz Ordinary Differential Equations
Abstract: For multi-dimensional ODEthere is a general local existence theory if b is only supposed to be continuous (Peano's Theorem), even though uniqueness may lost in this case. However, when adding a small random noise (standard Brownian motion), one can obtain a perturbed SDE which admits a unique strong solution even when the drift is assumed to be continuous and bounded. Moreover, when the noise intensity tends to zero, the solutions to the perturbed SDEs converge, in a suitable sense, to the solutions of the ODE. If the drift has an isolated zero and is non Lipschitz continuous at zero, the ODE may have infinitely many solutions. Our main result is to characterize which solutions of the ODE can be the limits of the solutions of the perturbed SDEs.
 
时间:2013101116:10-17:00
地点:3B207
张良泉博士简历:198312月生,法国西布列塔尼大学数学实验室与山东大学数学学院联合培养博士。目前主要从事随机控制、正倒向随机微分方程、噪声摄动等方面的研究。发表SCI论文2篇。

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