报告名称：Digressions on Irreversibility and Stochastic Systems

报告专家：Giorgio Picci

专家所在单位：意大利帕多瓦大学

报告时间：2024年11月14号 (周四) 下午15:00-17:00

报告地点：数统学院203报告厅

专家简介：Giorgio Picci，意大利帕多瓦大学信息工程学院终身教授、博士生导师、瑞典皇家工程科学院外籍院士、电气与电子工程师协会终身会士（Life Fellow of IEEE）、国际自动控制联合会会士（IFAC Fellow）。Giorgio Picci教授主要贡献在于系统控制理论，尤其是在系统建模、估计和随机系统辨识领域成就卓著。其已在国际顶级期刊上发表论文100余篇，专著3部。

报告摘要：We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations only exist for stochastic diffusion models so one has to face the justification of stochastic descriptions for physical systems which are inherently conservative. This representation can be shown to hold for conservative finite dimensional deterministic systems coupled to an infinite-dimensional conservative heat bath. We show that the heat bath acts on the finite-dimensional model by state-feedback and shifts its eigenvalues to make the system dissipative. Moreover, under a natural family of invariant measures the heat bath induces a white noise input acting on the system making it look like a true dissipative diffusion.