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关于举行德国康斯坦茨大学Alexandra Neamtu教授学术报告会的通知

发布时间:2022-02-24文章来源:华南理工大学数学学院浏览次数:263

报告题目:Center manifolds for stochastic systems with rough noise

    人:Alexandra Neamtu 教授(德国康斯坦茨大学)

报告时间:2022225日(星期五)下午4:00-- 5:00             

报告地点:Zoom 会议:962 1231 0117,密码:834006

(https://uni-bielefeld.zoom.us/j/96212310117?pwd=REIvRDNmd0RpMUhhazhVN3JHaVNXdz09 )

    人:曾才斌 副教授

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数学学院

2022224

报告摘要:Since the breakthrough in rough paths theory for stochastic ordinary differential equations (SDEs), there has been a strong interest in investigating the rough differential equation (RDE) approach and its numerous applications. Rough path techniques can stay closer to deterministic analytical methods and have the potential to transfer many pathwise ordinary differential equation (ODE) techniques more directly to a stochastic setting. However, there are few works that analyze dynamical properties of RDEs and connect the rough path and random dynamical systems approaches. Here we contribute to this aspect and analyze invariant manifolds for RDEs. By means of a suitably discretized Lyapunov-Perron-type method we prove the existence of local center manifolds for such systems. Our method directly works with the RDE and we exploit rough paths estimates to obtain the relevant contraction properties of the Lyapunov-Perron map. This talk is based on a joint work with Christian Kuehn (Technical University of Munich).