报告题目：Knowledge is Power: Game, Markov Chain and PageRank
报告人：Professor Xuerong Mao（英国思克莱德大学(University of Strathclyde))
报告时间：2024年1月3日下午16:00-17:00
线下报告地点：数学科学学院A413
线上报告地点：腾讯会议ID：667-537-060
内容简介：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.
报告题目：Stochastic Modelling and Applications
报告人：Professor Xuerong Mao(英国思克莱德大学(University of Strathclyde))
报告时间：2024年1月4日下午16:00-17:00
报告地点：数学科学学院A413
线上报告地点：腾讯会议ID：667-537-060
内容简介：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.
报告人简介：Xuerong Mao(毛学荣)，英国思克莱德大学(University of Strathclyde)教授，爱丁堡皇家学会会士。荣获 2013/14 扬子江教授奖，2015 年度英国 Leverhulme 研究奖， 2016 年度英国皇家协会 Wolfson 研究功勋奖，2018 年度由 J. Comput. Appl. Math.、J. Differential Equations 颁发的杰出贡献奖。在 2022 年 Guide2Research 发布的全球数学领域顶尖科学家榜单中，列英国第 1 位，全球第 93 位。毛学荣教授在随机系统稳定性、时滞随机系统的稳定性与控制、随机微分方程数值解等方面做出了一系列创新性学术成果。他提出的随机 Razumikhin 方法和随机 LaSalle 原理为现代随机稳定性分析奠定了理论基础，他也是非线性随机微分方程数值稳定性分析理论和非线性系统随机镇定理论的开创者。毛学荣教授的随机稳定性理论在随机神经网络，随机人口模型，生物工程随机建模，金融随机分析等领域得到了广泛应用。
（撰稿：张倩影 审核：张国）
数学科学学院
2023年12月26日
