数学科学系

Department of Mathematical Sciences

Complex Nonsymmetric Algebraic Riccati Equations Arising in Markov Modulated Fluid Flows

报告题目:Complex Nonsymmetric Algebraic Riccati Equations Arising in Markov Modulated Fluid Flows

 

报告人:薛军工 教授 (复旦大学数学学院)

 

时间:2015323日(星期一)16:00-17:00

 

地点:理科楼数学系A304

 

摘要:Motivated by the transient analysis of stochastic fluid flow models, we introduce a class of complex nonsymmetric algebraic Riccati equations. The existence and uniqueness of the extremal solutions to these equations are proved. Numercial methods for the extremal solutions are discussed.

 

报告人简介:1996年于复旦大学获理学博士,1999-2000作为洪堡学者访问德国开姆尼茨工业大学,2004年入选教育部新世纪优秀人才支持计划,2006年入选上海市浦江计划,研究方向为数值代数和计算概率。

 

联系人:贾仲孝