讲座主题:Asymptotic Properties of Delay Differential Systems with Wideband Noise Perturbations
主讲人:吴付科
工作单位:华中科技大学
讲座时间:2019年11月17日(周日)下午2:00--2:40
讲座地点:数学院非线性控制实验室118
主办单位:烟台大学数学与信息科学学院
内容摘要:
Because a wideband noise is easily realized in applications and because it well approximates a white noise, this work focuses on delay differential equations subject to wideband noise perturbations. By using perturbed test function methods combined with martingale techniques, this paper shows that when the small parameter tends to zero, the underlying process converges to a limit that is governed by solutions of a stochastic delay differential equation. It is noticeable that this limit stochastic differential equation not only depends on the delay term, but also the second delay. Not only are the results interesting from a mathematical point of view, but also they will be of great utility to a wide range of problems in control and optimization problems.
主讲人介绍:
吴付科,华中科技大学教授,博士生导师,主要从事随机微分方程以及相关领域的研究,近年来主持5项国家自然科学基金(包括一项优秀青年基金)和参加了多项国家自然科学基金项目(包括一项重点基金项目的研究),2011年入选教育部新世纪优秀人才支持计划,2012年入选华中科技大学“华中学者”,2014年获得国家自然科学基金委员会优秀青年基金的资助,2015年获得湖北省自然科学二等奖(排名第二),2017年获得英国皇家学会“高级牛顿学者”基金。迄今为止,在SIAM J. Appl. Math., SIAM J. Numer. Anal., SIAM J. Control Optim., Numer. Math. J. Differential Equations, Automatica和IEEE TAC等数学和控制学科国际权威期刊发表SCI论文80余篇。