（信息来源：学科建设科 编辑：周雄 审核：向会立 签发：方壮）

报告题目：Why Have Stochastic Differential Equations Become So Popular

报告摘要：For more than 350 years have mathematicians believed that if a system's current state were known, its future evolution could be derived through mathematical equations (e.g., ODEs or PDEs). However, many systems in the natural world do not behave this way. If randomness is an inherent part of reality, can it be incorporated into mathematical models? This question spurred the development of modern stochastic analysis and drove the establishment of the theory of SDEs.We can now use SDEs to study dynamical systems subject to random perturbations in much the same way we studied classical differential equations. In this talk, we will explain how SDEs arise from the classical linear regression and the modern AI.We will explain how SDE models differ significantly from ODE models and reveal the crucial role of noise.

报告人简介：毛学荣，英国斯克莱德大学数学与统计系教授、爱丁堡皇家学会（即苏格兰皇家学院）院士、“长江讲座教授”和“英国沃弗森研究功勋奖”获得者。他是国际知名的随机稳定性和随机控制领域的专家，在该领域做出了杰出的贡献。他擅长随机分析、随机系统数值计算，在随机系统处理方面，提出了系列处理方法与技巧，被广泛采用。例如，对噪声镇定给出了科学的理论，被后续跟踪者所广泛推崇；在随机人口以及疾病模型理论方面做出了突出的贡献；在随机系统LaSalle原理方面做出了开拓性的工作；奠定了随机跳变系统理论方面的研究。

报告时间：2026年10月22日（星期四）上午8:00-12:00

报告地点：数学与统计学院3406教室

主办单位：365电子娱乐官方网站数学与统计学院

联系人：王清龙

欢迎广大师生参加！