Stabilisation in Distribution of Hybrid Ordinary Differential Equations by Periodic Noise

活动时间:2023-06-28 15:00

活动地点:2号学院楼235会议室

主讲人:毛学荣

主讲人中文简介:

毛学荣教授为我校针织76级本科、数学79级硕士校友,目前担任英国思克莱德大学(University of Strathclyde)数学与统计系教授,爱丁堡皇家学会院士,兼任东华大学兼职特聘教授。他是国际知名的随机稳定性和随机控制领域专家,现代随机稳定性领域的奠基人,在近日Guide2Research发布的全球顶尖科学家论文发表及引用榜单中,列数学领域英国第1位,全球第93位。

活动内容摘要:

Many systems in the real world are periodic due to periodic phenomena in nature. Periodic hybrid stochastic differential equations are often used to model them. In many situations, it is inappropriate to study whether the solutions of periodic hybrid stochastic differential equations will converge to an equilibrium state (say, 0 or the trivial solution) but more appropriate to discuss whether the probability distributions of the solutions will converge to a stationary distribution, known as stability in distribution. This paper aims to determine whether or not a periodic stochastic state feedback control can make a given nonlinear periodic hybrid differential equation, which is not stable in distribution, to become stable in distribution. We will refer to this problem as stabilisation in distribution by periodic noise.   There is little known on this problem so far. This paper initiates the study in this direction.  This is a joint work with Arifah Bahar and Ran Dong.

主持人:胡良剑