一、报告题目

Averaging principle and large deviation for multiple time-scale switching processes

二、主讲人

邵井海

三、报告时间

2021年11月3日 19:00

四、报告地点

腾讯会议 ID : 488 2330 4823

五、摘要

We investigate a system with two time-scales. The slow-scale system is described by a diffusion processes with small noise whose drifts and diffusion coefficients both depend on a fast-scale process. The fast-scale process is a continuous time jumping process on a finite state space, whose transition rates may depend on the slow-scale component. The slow-scale system approximates a deterministic dynamic system by averaging over the fast component. In this work we first provide conditions so that the averaging principle holds via a coupling method. Then, the large deviation principle is established using the nonlinear semigroup approach under two different slow-fast time-scale orders.

六、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的理学博士学位。邵井海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成果。

七、主办单位

非线性期望前沿科学中心

数学与交叉科学研究中心