主题: |
“数学与金融”讲坛系列讲座 |
类型: |
学术报告
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主办方: |
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报告人: |
王宏教授(山东大学) |
日期: |
2018年10月30日下午2:00-3:00 |
地点: |
知新楼B-1238 |
内容: |
报告题目:On Mathematical Models by FractionalPartial Differential Equations and Related Mathematical Issues 报 告 人:王宏教授(山东大学) 报告时间:2018年10月30日下午2:00-3:00 报告地点:知新楼B-1238 报告摘要: Traditional second-order diffusion PDEsmodel Fickian diffusion processes, in which the underlying particles followBrownian motion. However, many diffusion processes were found to exhibitanomalous diffusion behavior, in which the probability density functions of theunderlying particle motions are characterized by a power law decaying heavytail and so cannot be modeled properly by second-order diffusion PDEs. Incontrast, fractional PDEs were shown to provide a competitive model formodeling these processes. In this presentation, we intend to go overthe application of fractional PDEs in finance and in subsurface porous mediumflows and to address some state of the art mathematical topics that arise fromthese fractional PDE models. 欢迎各位老师同学积极参加! |