勷勤数学•专家报告
题 目:Averaging principle for fast-slow mixed stochastic evolution equations
报 告 人:裴斌 教授 (邀请人:杨舟 )
西北工业大学
时 间:6月13日 10:30-11:30
地 点:数学院西楼二楼会议室
报告人简介:
裴斌,教授、博导,德国洪堡学者,日本JSPS学者,陕西省级人才,复旦大学优秀博士后。主要从事应用概率统计、随机动力系统、非线性随机动力学、随机分析与控制、统计学习与深度学习等研究,入选陕西省高层次人才计划,陕西省高校科协青年人才托举计划。主持国家自然科学基金 2 项 (面上1项,青年1项),省部级项目 6 项,国家重点实验室开放课题1项,日本 JSPS 特别资助 1 项,主研国家自然科学基金重点国际合作研究项目1项 3/10,面上项目 3 项。主持校教学改革项目2项,获2022年度校优秀班主任(全校10人)、2023年度校优秀社团指导老师(全校10人)、获全国高校教师教学创新大赛一等奖 2/4,校教学成果奖(本科)二等奖 2/7。近五年发表 SCI 检索的高水平科研论文 20 余篇,ESI高被引论文 1 篇,博士论文被评为陕西省优秀博士学位论文。
摘 要:
We apply averaging method to a coupled system consisting of two evolution equations that has a slow component driven by fractional Brownian motion with the Hurst parameter H > 1/2 and a fast component driven by fast-varying diffusion. The main purpose is to show that the slow component of such a couple system can be described by a stochastic evolution equation with averaged coefficients. Our first result provides a path-wise mild solution for the mixed stochastic evolution equation. Our main result deals with an averaging procedure which we prove that the slow component almost surely converges to the solution of the corresponding averaged equation using the approach of time discretization. The random fixed points of random dynamical system generated by the fast component which are path-wise exponentially attracting will provide stationary solutions for our averaging problem.
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