Computational & Applied Math Seminar

Ergodicity of nonstationary stochastic processes

  • 演讲者:赵怀忠(杜伦大学、山东大学)

  • 时间:2022-07-19 15:00-16:00

  • 地点:腾讯会议 ID 655 142 895,密码 888888

Abstract

We extended recently in various works the classical ergodic theory that was known for stationary processes to nonstationary processes including random periodic processes, random quasi-periodic processes, and sublinear Markovian semigroups. I will discuss their fundamental distinctions from the classical case and mention briefly their intradisciplinary connections with some other mathematics areas and applications. This talk is based on various joint works with Chunrong Feng, Yu Liu, Yujia Liu, Yan Luo, Baoyou Qu, Johnny Zhong.  

 

Short bio

赵怀忠教授1984年毕业于山东大学数学系数学专业,1990年在中国科学院应用数学所获得博士学位(动力系统),1995年取得英国华威大学数学研究所博士学位(随机分析)。先后在中科院应用数学研究所、英国华威大学数学研究所、意大利国际理论物理中心(ICTP)、英国斯旺西大学、美国加利福尼亚大学尔湾分校,英国拉夫堡大学任职,现为英国杜伦大学教授,山东大学高层次人才特聘教授。曾入选英国工程与物理科学基金委资深人才(EPSRC Established Career Fellowship)、上海市海外高层次人才、国家海外高层次人才。先后在 Mem. Amer. Math. Soc.Comm. Math. Phys.、 J. Funct. Anal.J. Differential EquationsSIAM J. Control Optim.SIAM J. Numer. Anal.等期刊上发表论文70余篇。主要研究方向为随机分析,涉及随机微分方程/随机偏微分方程、非线性期望,特别是随机动力学、遍历性理论等。