论坛时间：3月22日周二下午14:00-16:30

论坛地点：新葡的京集团8814登录入口沙河校区4号学院楼318会议室

报告一

时间：14:00-15:00

报告人：Elena Issoglio, Leeds University

题目:Analytical and numerical solutions of SPDEs driven by fractional Brownian motion（由分数布朗运动驱动的随机偏微分方程的解析解和数值解）

摘要:In this talk we consider a stochastic transport-diffusion equation where the velocity field is the formal derivative of a fBm with Hurst index H > 1/2.

We study the equation analytically in a pathwise sense and we make use of fractional Sobolev spaces, properties of the heat semigroup and fixed point arguments to show existence, uniqueness and regularity of a mild solution. The main difficulty lies in the term involving the noise because formally it is a product between a function and a distribution.

The numerical simulation is also implemented in a pathwise way, hence effectively reducing the SPDE to a PDE with distributional coefficients. The fBm is approximated using a using a wavelet series expansion which automatically leads to an approximation of the above-mentioned product.

This is a joint work with John Armstrong.

主持人：井帅新葡的京集团8814登录入口管理科学系

报告二

时间：15:30-16:30

报告人：张良泉，北京邮电大学

题目:Observability conservation by output feedback and observability Gramian bounds（由输出反馈和格拉姆矩阵所得到的可观性保持）

摘要:Though it is a trivial fact that the observability of a state space system is conserved by output feedbacks, it requires a rigorous proof to generalize this result to uniform complete observability, which is defined with the observability Gramian. The purpose of this talk is to point out mistakes in existing proofs and to propose a new proof with new bounds of the observability Gramian. The uniform complete observability of closed loop systems is useful for the analysis of some adaptive systems and of the Kalman filter.

主持人：李爱华新葡的京集团8814登录入口管理科学系主任

邀请人：井帅新葡的京集团8814登录入口管理科学系副教授

主办单位：新葡的京集团8814登录入口管理科学系

本论坛由新葡的京集团8814登录入口国际合作处引智项目提供部分资助。

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