Department of Mathematical Sciences, Ritsumeikan University Web Page

• Date : 8 Sep. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker:  Simona Sanfelici(University of Parma)
• Title: FAST NUMERICAL PRICING OF BARRIER OPTIONS UNDER STOCHASTIC VOLATILITY AND JUMPS

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• Date : 25 Aug. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker:  Yuri Imamura(Tokyo university of science)
• Title: The Value of Timing Risk

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Geometry Seminar

Title :
Thermodynamics and information geometry via contact geometry

Speaker :
Shin-itiro Goto (Kyoto University)

14:00-15:30, August 23, 2016
Room: Biwako-Kusatsu Campus (BKC), West Wing, 7th floor, 1st Laboratory of Mathematics

Abstract :
In this talk we discuss firstly
a geometric description of nonequilibrium thermodynamics,  
and discuss secondly how to relate information geometry to contact geometry.
For the first one, attention is drawn to formulating a class of
relaxation processes as that of dynamical systems on a contact manifold.
In addition it is shown that such dynamical systems include an existing
dynamical system derived in physics. Then, an explicit form of an
invariant measure for these dynamical systems on the contact manifold is shown.
For the second one, it is shown how a contact manifold and a
strictly convex function on the manifold induce a dually flat space
developed in information geometry.

• Date : 28 Jul. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker:  Masanori Koyama(Ritsumeikan university)
• Title: TBA

• Date : 21 Oct. (Thu.)
• Place: W.W. 6th-floor, Colloquium Room
• Time : 16:30-18:00
• Speaker:  Naotaka Kajino(Kobe University)
• Title: 多重Dynkin-Hunt公式による拡散過程の熱核の上方評価とLiouville Brown運動への応用

• Date : 14 Jul. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker:  Laurent Denis (Universite de Mans)
• Title: Chaotic extensions and the lent particle method for Brownian motion

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• Date : 7 Jul. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker: Yuuki Ida (Ritsumeikan University) 
• Title: Generalized Reflection Principle for SABR model 

• Date : 16 Jun. (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time : 16:30-18:00
• Speaker: Dai Taguchi (Ritsumeikan University)
• Title: Weak rate of convergence for the Euler-Maruyama scheme with fractional differential drift

• Date: 7 Jun. (Tue.)
• Place: W.W. 7th-floor, Colloquium Room
• Time : 13:00-16:10
• Speaker: Jim Pitman (University of California, Berkeley),  
• Speaker: Lancelot James (Hong Kong University of Science and Technology)

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• Date: 19 May (Thu.)
• Place: W.W. 7th-floor, 4th lab.
• Time: 16:30-18:00
• Speaker: Takafumi Amaba
• Title: Refining knowledge of Skorokhod integral