报告时间：2022年12月2日10:00-11:00
报告地点：腾讯会议：498-922-926
报告人简介：姜立建：同济大学数学院教授，主要研究方向是多尺度问题的计算、建模和不确定性量化，统计学习。曾获国家青年人才计划支持。现任JCAM（Journal of computational and Applied Mathematics）,JCMDS（ Journal of Computational Mathematics and Data Science）、数值计算与计算机应用（Journal on Numerical Methods and Computer Applications）期刊编委（Associate Editor:）。在 Journal of Computational Physics,，SIAM Journal on Scientific Computing，Multiscale Modeling and Simulation，Advances in Computational Mathematics,等重要期刊发表一系列重要论文。
报告摘要：Bayesian filtering and transfer operators have significant connection and play important roles in stochastic dynamical systems. There exist two transfer operators: Koopman operator and Perron-Frobenius operator. In the talk, I will discuss two problems:(1) Bayesian filtering is used to correct the approximation of Koopman operator in noisy dynamical systems; (2) Perron-Frobenius operator filter is derived in Bayesian filtering. The application is investigated in data-driven modeling.