ニュース＆イベント

Math-Fi seminar on 13 Jan.

2022.01.12 Wed up
Date: 13 Jan. (Thu.)
Place: On the Web
Time: 16:30 – 18:00
Speaker: Benjamin Jourdain (CERMICS)
Title: Convergence Rate of the Euler-Maruyama Scheme Applied to Diffusion Processes with L Q — L ρDrift Coefficient and Additive Noise
Abstract: 
We are interested in the time discretization of stochastic differential equations with additive d-dimensional Brownian noise and L q — L ρ drift coefficient when the condition d ρ + 2 q < 1, under which Krylov and R{ö}ckner [26] proved existence of a unique strong solution, is met. We show weak convergence with order 1 2 (1 — (d ρ + 2 q)) which corresponds to half the distance to the threshold for the Euler scheme with randomized time variable and cutoffed drift coefficient so that its contribution on each time-step does not dominate the Brownian contribution. More precisely, we prove that both the diffusion and this Euler scheme admit transition densities and that the difference between these densities is bounded from above by the time-step to this order multiplied by some centered Gaussian density.

Math-Fi seminar on 6 Jan.

2022.01.06 Thu up
  • Date: 6 Jan. (Thu.)
  • Place: On the Web
  • Time: 18:00 – 19:30
  • Speaker: Xin Chen (Shanghai Jiao Tong University)
  • Title: Some results on backward stochastic differential equation on a Riemannian manifold
  • Abstract: 
In this talk, we will introduce some recent results on backward stochastic differential equation on a Riemannian manifold, including the definition of Riemannian-manifold valued BSDE, the probabilistic  representation for heat flow of harmonic map, the characterization of Navier-Stokes equation on a Riemannian manifold.
The talk is based on a joint work with Wenjie Ye.
 

立命館大学幾何学セミナー（2021年12月20日（月））

2021.12.09 Thu up
<<立命館大学幾何学セミナー>>

日時：2021年12月20日（月） 16:30～18:00

タイトル：
A bulk-edge correspondence through the second Chern number

講演者：
岩井 敏洋 （京都大学）

アブストラクト：
以下のURLからご覧ください．
http://www.math.ritsumei.ac.jp/home2/wp-content/uploads/geometry_seminar_poster_2021_12_20.pdf

開催方法：Zoom配信での開催です．

問い合わせ先：立命館大学理工学部数理科学科 多羅間 大輔

Math-Fi seminar on 9 Dec.

2021.12.09 Thu up
  • Date: 9 Dec. (Thu.)
  • Place: On the Web
  • Time: 16:30 – 18:00
  • Speaker: Takwa Saidaoui (University of Tunis El Manar) 
  • Title: Behavior of some discrete hedging errors in finance; a Fourier estimator in the presence of asynchronous trading
  • Abstract: 
This thesis focuses on three topics of financial mathematics. The first part consists of a study of the L^2-norm asymptotic behavior of the error due to the replicating portfolio discretization. The averaging feature of the Asian-type payoff plays a crucial role in improving the convergence rate of the error. We show that the achieved order is explicitly related to the fractional regularity of the payoff function. The second part studies the convergence rate of the error due to the discretization of the Clark-Ocone representation for functions of Levy processes with pure jumps. The obtained rate is strongly related to the regularity index of the Sobolev space to which the payoff belongs. The last part is a study of the asymptotic behavior (central limit theorem, CLT) of the Fourier estimator of the integrated covariance under the assumption of data asynchronicity. Thus, for a determinate choice of parameters, the estimator is consistent and the CLT is valid for a sub-optimal rate.
 

Math-Fi seminar on 2 Dec.

2021.12.01 Wed up
  • Date: 2 Dec. (Thu.)
  • Place: On the Web
  • Time: 16:30 – 18:00
  • Speaker: Ngoc Khue Tran ( Pham Van Dong University) 

Math-Fi seminar on 25 Nov.

2021.11.24 Wed up
  • Date: 25 Nov. (Thu.)
  • Place: On the Web
  • Time: 16:30 – 18:00
  • Speaker:  Vlad Bally (University Paris Eiffel)
  • Title: Integration by parts and convergence in distribution norms in the CLT

Math-Fi seminar on 18 Nov.

2021.11.18 Thu up
  • Date: 18 Nov. (Thu.)
  • Place: On the Web
  • Time: 16:30 – 18:00
  • Speaker: M2 students in Kohatsu lab. (Ritsumeikan University)

立命館大学幾何学セミナー（2021年11月29日（月））

2021.11.15 Mon up
<<立命館大学幾何学セミナー>>

日時：2021年11月29日（月） 16:30～17:30

タイトル：Obstructions to integrability of nearly integrable dynamical systems near regular level sets

講演者：本永 翔也 （京都大学大学院情報学研究科）

アブストラクト：
We consider analytical, nearly integrable systems which may be non-Hamiltonian, and discuss their nonintegrability in the non-Hamiltonian sense. We give a sufficient condition for them to be analytically nonintegrable such that the commutative vector fields and first integrals depend on the perturbation parameter analytically. This improves the previous results of Poincaré and Kozlov. We apply our result to time-periodic perturbations of single-degree-of-freedom systems and discuss a relationship of our result with the subharmonic and homoclinic Melnikov methods. This is joint work with Kazuyuki Yagasaki (Kyoto University).

開催方法：Zoom配信での開催です．

問い合わせ先：立命館大学理工学部数理科学科 多羅間 大輔

Math-Fi seminar on 21 Oct.

2021.10.21 Thu up
  • Date: 21 Oct. (Thu.)
  • Place: On the Web
  • Time: 17:00 – 18:00
  • Speaker:  Yasutaka Shimizu (Waseda University)
  • Title: A quite new approach to cohort-wise mortality prediction under survival energy hypothesis
  • Abstract:
We propose a new approach to mortality prediction by “Survival Energy Model (SEM)”．We assume that a human is born with initial energy, which changes stochastically in time and the human dies when the energy vanishes. Then, the time of death is represented by the first hitting time of the survival energy (SE) process to zero.
This study assumes that SE follows a (time-inhomogeneous) diffusion process or an inverse Gaussian process, and defines the “mortality function”, which is the first hitting time distribution function of a SE process. Although SEM is a fictitious construct, we illustrate that this assumption has a high potential to yield a good parametric family of the cumulative distribution of death, and the parametric family yields surprisingly good predictions for future mortality rates. This work is published by Shimizu, et al. (2020). “Why does a human die? A structural  approach to cohort-wise mortality prediction under survival energy hypothesis”, ASTIN Bulletin, vol.51 (1), 191-219.

Mini-symposium on Stochastic Geometric Mechanics (28/10/2021)

2021.10.15 Fri up
<< Mini-symposium on Stochastic Geometric Mechanics >>
日時： 2021年10月28日（木）16:30～19:00

講演1
タイトル： A stochastic variational principle for the compressible Navier-Stokes equation
講演者： Tudor S. Ratiu (Shanghai Jiao Tong University)

講演2
タイトル： The Schrödinger problem in space-time domains
講演者： Ana Bela Cruzeiro (Instituto Superior Técnico, University of Lisbon)

アブストラクト：

開催方法：Zoom配信での開催です．参加方法については，上のファイルをご覧ください．

問い合わせ先：立命館大学理工学部数理科学科 多羅間 大輔

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