報告題目：Knowledge is Power: Game, Markov Chain and PageRank
報告人：Professor Xuerong Mao（英國思克萊德大學(xué)(University of Strathclyde))
報告時間：2024年1月3日下午16:00-17:00
線下報告地點(diǎn)：數(shù)學(xué)科學(xué)學(xué)院A413
線上報告地點(diǎn)：騰訊會議ID：667-537-060
內(nèi)容簡介：In this talk we will start with the probability theory established by Kolmogorov in 1930s via games. We will then show how the theory of linear algebra plays its important role in the development from the probability theory to the Markov chains. As an important application of the Markov chains, we will explain how Mr Larry Page and Mr Sergey Brin developed their PageRank in 1996 using the theory of Markov chains, motivated by their supervisor. They then established the company of Google in 1998. Google became very soon the best search engine in the world and it still is. The success of Google shows once more that knowledge is power.
報告題目：Stochastic Modelling and Applications
報告人：Professor Xuerong Mao(英國思克萊德大學(xué)(University of Strathclyde))
報告時間：2024年1月4日下午16:00-17:00
報告地點(diǎn)：數(shù)學(xué)科學(xué)學(xué)院A413
線上報告地點(diǎn)：騰訊會議ID：667-537-060
內(nèi)容簡介：One of the important problems in many branches of science and industry, e.g., pandemic, ecology, biology, engineering, finance, social science, is the specification of the stochastic process governing the behaviour of an underlying quantity. We here use the term underlying quantity to describe any interested object whose value is known at present but is liable to change in the future. In this talk, we will explain how the ordinary differential equations (ODEs) are not enough to model the underlying stochastic quantity and why stochastic differential equations (SDEs) appear naturally. Several well-known SDE models will be presented including the Nobel prize winning model in finance, stochastic SIS epidemic model, stochastic Lotka-Volterra model. We will then show how SDE models differ significantly from ODE models and highlight how we can make use of noise in various applications including stochastic stabilisation, volatility effect in finance, population explosion suppressed by noise, extinction of infected individuals by noise in epidemic.
報告人簡介：Xuerong Mao(毛學(xué)榮)，英國思克萊德大學(xué)(University of Strathclyde)教授，愛丁堡皇家學(xué)會會士。榮獲 2013/14 揚(yáng)子江教授獎，2015 年度英國 Leverhulme 研究獎， 2016 年度英國皇家協(xié)會 Wolfson 研究功勛獎，2018 年度由 J. Comput. Appl. Math.、J. Differential Equations 頒發(fā)的杰出貢獻(xiàn)獎。在 2022 年 Guide2Research 發(fā)布的全球數(shù)學(xué)領(lǐng)域頂尖科學(xué)家榜單中，列英國第 1 位，全球第 93 位。毛學(xué)榮教授在隨機(jī)系統(tǒng)穩(wěn)定性、時滯隨機(jī)系統(tǒng)的穩(wěn)定性與控制、隨機(jī)微分方程數(shù)值解等方面做出了一系列創(chuàng)新性學(xué)術(shù)成果。他提出的隨機(jī) Razumikhin 方法和隨機(jī) LaSalle 原理為現(xiàn)代隨機(jī)穩(wěn)定性分析奠定了理論基礎(chǔ)，他也是非線性隨機(jī)微分方程數(shù)值穩(wěn)定性分析理論和非線性系統(tǒng)隨機(jī)鎮(zhèn)定理論的開創(chuàng)者。毛學(xué)榮教授的隨機(jī)穩(wěn)定性理論在隨機(jī)神經(jīng)網(wǎng)絡(luò)，隨機(jī)人口模型，生物工程隨機(jī)建模，金融隨機(jī)分析等領(lǐng)域得到了廣泛應(yīng)用。
（撰稿：張倩影 審核：張國）
數(shù)學(xué)科學(xué)學(xué)院
2023年12月26日
