报告人及报告简介:
报告人: 朱全新 (湖南师范大学)
报告题目: Recent advances and related topics on the stability of stochastic nonlinear systems
报告摘要: As is well-known, the research on stochastic nonlinear systems is an important topic in the field of stochastic control. In recent years, stochastic nonlinear systems have been applied to many fields of mathematics, physics, biology, engineering, finance, and economics. The stability is one of the challenging topics in the field of stochastic differential equations. In this talk, we first introduce some definitions and results on stochastic stability. Then, we present our recent results and methods on this topic. Finally, we show our future research problems and directions.
报告人简介: 朱全新,博士,二级教授,湖南师范大学潇湘学者特聘教授, 博士生导师, 享有国务院政府特殊津贴专家、湖南省科技创新领军人才、湖南省芙蓉学者特聘教授、德国洪堡基金高级研究学者,计算与随机数学教育部重点实验室副主任,复杂系统的控制与优化湖南省高校重点实验室主任,IEEE高级会员、中国自动化学会高级会员。主要从事马氏过程、随机非线性系统的稳定与控制理论及应用研究工作, 取得了系列重要进展, 在控制领域国际顶级杂志Automatica、IEEE Transactions on Automatic Control、SIAM Journal on Control and Optimization等刊物发表SCI收录论文200余篇。获湖南省自然科学奖一等奖(第一完成人)、江苏省高校自然科学奖一等奖(第一完成人)、2018~2023连续六年全球高被引学者、2024年全球前0.05%顶尖学者榜单、2020-2025连续六年全球前2%顶尖科学家榜单、2014~2024连续十一年爱思唯尔中国高被引学者榜单、中国运筹学会一级学会“青年科技奖”、中国百篇“最具国际影响学术论文”、江苏省数学成就奖等。主持国家自然科学基金项目6项,省部级项目10 项。担任中国工程概率统计学会常务理事、中国概率统计学会理事、中国自动化学会控制理论专业委员会委员、中国工业与应用数学学会系统与控制数学专业委员会委员、中国自动化学会自适应动态规划与强化学习专业委员会委员、中国TCCT随机系统与控制学组委员、国际期刊Complex Systems Stability & Control 主编、国际权威杂志IEEE Transactions on Automation Science and Engineering等6个国际SCI刊物的副主编或编委。
报告人: 王辉(南京信息工程大学)
报告题目: Fast finite-time stabilization of switched stochastic low-order nonlinear systems with asymmetric time-varying output constraints
报告摘要:This paper investigates the problem of fast finite-time stabilization for switched stochastic low-order nonlinear systems (SSLNSs) with time-varying powers and output constraints. Firstly, we establish a Lyapunov criterion on fast finite-time stability for switched stochastic nonlinear systems (SSNSs). By dividing the operating time into several intervals and analyzing the system’s performance within each interval, the challenges introduced by deterministic switching signals are effectively addressed. Secondly, an asymmetric nonlinear mapping (ANM) is proposed to deal with asymmetric time-varying output constraints. The ANM method overcomes the limitation of barrier Lyapunov function (BLF) method by circumventing the challenge of radial unboundedness associated with BLFs, providing an innovative solution for stabilizing non-Lipschitzian stochastic systems subject to output constraints. Finally, a fast finite-time controller (fast FTCr) incorporating two distinct power terms is designed for a class of SSLNSs. The uncertainties associated with time-varying powers are addressed, and the objective of fast finite-time stabilization is also successfully realized. The efficacy of the proposed control strategy is validated through numerical and simulation examples.
报告人简介:王辉,博士,南京信息工程大学副教授,统计系主任。主要从事随机非线性系统的控制及其稳定性的相关研究工作,在 Sci. China Sci. Inf.、Automatica、IEEE Trans. Autom. Control、Int. Robust Nonlin. Control等控制领域国际主流杂志发表高质量学术论文 10 余篇,其中 ESI高被引论文1篇。主持完成国家自然科学基金青年项目、江苏省自然科学基金青年项目。获湖南省自然科学奖一等奖(第二完成人)、江苏省优秀博士论文等奖励。
报告人: 于陆洋(扬州大学)
报告题目:Sampled-Data-Based Privacy-Preserving Scaled Consensus for Nonlinear Multiagent Systems: A Paillier Encryption Approach
报告摘要:This presentation discusses the privacy preservation problem for scaled consensus in nonlinear multiagent systems (MASs) through sampled data. In scaled consensus, the aim is for agents’ states to achieve specified proportions rather than converging to a single value, and this approach encompasses standard consensus, bipartite consensus, and cluster consensus within its framework. To prevent the leakage of sensitive data during communication, a novel privacy-preserving scaled distributed protocol is proposed. This protocol uses homomorphic encryption, whereby agents initially encrypt their information and transmit it in ciphertext form to neighboring agents. The control protocol is then reconstructed by the agents using the encrypted information received from their neighbors. A modified Halanay-like inequality is formulated and, by leveraging algebraic graph theory and the Lyapunov stability theorem, sufficient conditions are established to ensure that the MASs can achieve exponentially ultimately bounded scaled consensus. Furthermore, a convex optimization method is adopted to identify the optimal control gain so as to maximize the allowable sampling interval bound. The theoretical results are substantiated through a numerical simulation.
报告人简介:于陆洋,博士。现任扬州大学数学学院讲师,曾任香港大学机械工程系研究助理。主持国家自然科学基金青年科学基金项目(C 类)、国家资助博士后研究人员计划各一项,在 SCI 期刊发表学术论文十余篇,同时担任多个国际期刊审稿人。
报告人: 韩强(扬州大学)
报告题目: One step second order discretization of FBSDEs and simulation with the interpolation multilevel Monte Carlo
报告摘要:In this work, we design a novel explicit one step second order time-discretization scheme for decoupled forward backward stochastic differential equations. We rigorously prove the second order convergence rates of the proposed numerical schemes. In addition, a new estimator which is constructed based on the interpolation multilevel Monte Carlo method is used to approximate conditional expectations in our scheme. Compared with the interpolation Monte Carlo method, in our new explicit one step second order time-discretisation, this estimator reduces the computational complexity from $O(\epsilon^{-3})$ to $O(\epsilon^{-2})$, where $\epsilon$ denotes the prescribed accuracy. Simultaneously, we rigorously demonstrate that the computational complexity of our numerical algorithm is proportional to $\epsilon^{-2}$. Numerical experiments are given to verify the theoretical results of the proposed methods.
个人介绍:韩强,中共党员,现担任扬州大学数学科学学院讲师、硕士生导师、金融数学与工程和精算保险专委会委员;2022年毕业于山东大学数学学院和中泰证券金融研究院,获理学博士学位;主要研究领域:正倒向随机微分方程数值解,金融数学,深度学习,多层蒙特卡洛,随机数值方法的设计、分析和应用。在概率论知名刊物Methodology and Computing in Applied Probability、计算科学权威刊物Journal of Computational Mathematics, Journal of Computational and Applied Mathematics, Mathematics and Computers in Simulation等上发表论文数篇。主持国家自然科学基金青年项目1项(2025);主持江苏省扬州市自然科学基金青年项目1项(2025);主持江苏省扬州市“绿扬金凤”人才计划项目1项(2024);参加国家自然科学基金面上项目1项和国家自然科学基金青年项目2项。
联系人:韩强、于陆洋
主办单位:扬州大学数学学院
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