题目：Transient Analysis of Markov-modulated Fluid Flow Models via Matrix Decomposition
时间：2019年5月24日15:30-16:30
地点：立志楼A422
主办：数学与计算科学学院


报告人简介：
      薛军工，复旦大学数学科学学院副院长、教授、博士生导师。德国洪堡基金获得者，入选“教育部新世纪优秀人才计划”、上海市浦江计划等，主要从事数值代数、排队论、随机微分方程数值解、计算金融等方向研究。主持国家自科基金项目多项，成果主要发表在计算数学顶尖刊物Math. Comp.、 SIAM J. Matrix Anal. Appl.、Numer. Math.以及运筹学重要刊物 INFORMS J. Computing、 Queueing System,、J. Appl. Prob.上。

报告摘要:
      报告1: We present a new approach to carry out transient analysis for Markov modulated fluid flows. The system of partial differential equations for the time-dependent distributions is transformed into a system of ordinary differential equations by Laplace transform. This system of ordinary differential equations is solved by means of decomposing its coefficient matrix into two parts, one with eigenvalues with negative real parts and the other with positive real parts. The results we obtained are equivalent, but in simpler form, to those of Ahn and Ramaswami, which are derived by probabilistic arguments.