主講人:李曉月 天津工業(yè)大學(xué)教授
時(shí)間:2025年6月7日14:00
地點(diǎn):三號(hào)樓332室
舉辦單位:數(shù)理學(xué)院
主講人介紹:李曉月,天津工業(yè)大學(xué)數(shù)學(xué)科學(xué)學(xué)院教授,博士生導(dǎo)師。長(zhǎng)期從事非線性隨機(jī)微分方程理論、數(shù)值方法及其應(yīng)用的研究工作,關(guān)注與數(shù)學(xué)、自動(dòng)化控制、生物等學(xué)科密切相關(guān)的非線性隨機(jī)系統(tǒng)的漸近性質(zhì)分析及其數(shù)值逼近問(wèn)題。在《SIAM J. Numer. Anal.》、 《SIAM J. Appl. Math.》、《SIAM J. Control Optim.》、《Math. Comp.》、《IMA J. Numer. Anal.》、《J. Differential Equations》、《Automatica》等期刊上以第一/通訊作者身份發(fā)表論文多篇,單篇SCI最高他引230余次。主持國(guó)家自然科學(xué)基金面上項(xiàng)目3項(xiàng)、國(guó)家自然科學(xué)青年基金1項(xiàng)、天元基金1項(xiàng)以及多個(gè)省部級(jí)項(xiàng)目。
內(nèi)容介紹:This talk reports some results on the dynamical behaviors of McKean-Vlasov stochastic differential equations (SDEs) with common noise whose coefficients depend on both the state and the measure. We give the existence and uniqueness of the invariant measure for McKean-Vlasov SDEs with common noise whose drift and diffusion coefficients grow polynormally. Secondly, we investigate the uniform-in-time propagation of chaos and then the convergence between the measure of one particle of the mean-field particle systems and the invariant measure of the McKean-Vlasov SDE with common noise.