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

报 告 人：Xuerong Mao（University of Strathclyde, UK）

报告时间：2026年10月14日  16:00

报告地点：格物楼528报告厅

报告摘要：

For more than 350 years have mathematicians believedthat if a system's current state were known, its future evolution could be derivedthrough mathematical equations (e.g., ODEs or PDEs). However, many systems in the naturalworld do not behave this way. If randomness is an inherent part of reality, can it beincorporated into mathematical models? This question spurred the development ofmodern 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 muchthe same way we studied classical differential equations. In this talk, we will explainhow 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：

毛学荣是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。也是“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，享有很高的声誉。他擅长随机分析，随机系统数值计算，在对随机系统处理方面，提出了系列处理方法与技巧，很有特色，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/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。目前，他致力于推动超线性随机系统的理论研究和数值计算，难度大，挑战性强。