报告人：许勇（西北工业大学）

邀请人：李楚进

报告题目：The large deviation principle for slow-fast systems with exponential light jumps

报告时间：2020年12月1日（星期二）下午14：00-15：30

报告地点：科技楼南楼706会议室

报告摘要：Large deviation principle is a systematic framework for exponential decay rate of probabilities of rare events. This is due to the fact that large fluctuations caused by small noise are no longer a small probability event in a sufficiently long interval, for instance, noise induced escape and transition. Large deviation principle for stochastic differential equations is proposed by Freidlin, which is a supplement to the law of large numbers and central limit theorem. This work establish a large deviation principle for slow-fast system with exponential light jumps. Along the weak convergence approach, which is based on the variational representation of Brownian motion and Poisson random measure, the large deviation principle is turned into the basic qualitative properties for controlled analogues of slow-fast system. A Khasminskii type averaging principle is verified to be valid in the weak convergence of controlled system. Finally, an example is given.

报告人简介：许勇，西北工业大学，教授，博导，主要研究领域为应用数学和力学，研究方向为数据驱动的数学理论，深度学习与随机动力系统，应用概率统计。主持国家重点研发计划课题1项，包括7项国家自然科学基金在内的10余项省部级项目，在国内外国内外著名期刊上发表 SCI期刊论文100余篇，其中第一或通讯作者80余篇。国际杂志Complexity与Frontiers in Physiology/Physics/Molecular Biosciences-Biophysics副主编（Associate Editor），Chaos，Theoretical & Applied Mechanics Letters，动力学与控制学报编委、美国《数学评论》评论员、60余本国内外期刊审稿人。