一、题目
The concentration of limiting invariant measure for stochastic dynamic system with local Lipschitz coefficients in R^d
二、主讲人
董昭
三、摘要
In this talk, I consider the zero-noise limit of the invariant measureof the SDE defined on with local Lipschitz coefficients and more than one ergodic state. Our result illustrates that, under some certain conditions, theweakly converges to a linear combination of Dirac measure, which supports on some stable sets of the corresponding ODE. To make our result more intuitive, I will first give some numerical simulations of examples. Secondly, I will present the main results of our work with brief proofs, which are generalizations of the classic Freidlin-Wentzell theory. Finally, I will analyze the examples above theoretically. This talk is based on the joint work with Fan Gu and Liang Li.
四、主讲人介绍
董昭,研究员,1996年博士毕业于中科院应用数学研究所。主要从事狄氏型与马氏过程随机过程、随机微分方程理论研究,特别是在随机流体力学方程和多遍历态的随机动力系统有比较深入的研究。在国际期刊发表论文50余篇。主持国家自然科学基金委重点项目一项、重大子项目一项、主持科技部国家重点研发计划资助子项目一项,参加重点和面上多项,和他人合作获得教育部自然科学二等奖。任北京航空航天大学兼职博导,中国科学院大学岗位教授。
五、邀请人
陈章 数学学院教授
六、时间
11月12日(周五)15:00-16:00
七、地点
腾讯会议,会议ID:784 334 471
八、主办方
山东大学数学学院