报告题目：Two Sides of Noise: Good and Bad

报告人： 毛学荣 教授 英国思克莱德大学

报告时间：2025年7月17日上午8:30-9:30

报告地点：成人动漫 犀浦校区X30456

报告摘要：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 {\it 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 in population dynamics. We will then explain how SDE models differ significantly from ODE models and reveal two sides of noise: good and bad. We will 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 while we will also point out the destabilisation effect of noise.

报告人简介：英国思克莱德大学成人动漫与统计系教授、爱丁堡皇家学会（即苏格兰皇家成人动漫 ）院士、“英国沃弗森研究功勋奖”获得者。全球成人动漫领域顶尖科学家榜单排名英国第1位，全球第93位。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。