ニュース＆イベント

Math-Fi seminar on 27 Apr.

2023.04.24 Mon up
  • Date: 27 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 16:30 – 18:00
  • Speaker: Katsunori Fujie (Hokkaido University)
  • Title: Combinatorial approach to finite free probability
  • Abstract: 
Abstract: Since the 2010s, when Marcus, Spielman, and Srivastava solved the Kadison–Singer conjecture and found a connection between its solution and free probability theory, this research area has been called finite free probability.
Much progress has been made recently, and of particular interest are finite free cumulants by Octavio and Perales, where free cumulants are the basic tool used as a discretization for the characteristic function in the context of free probability.
Just recently, the speaker, Octavio Arizmendi (CIMAT) and Yuki Ueda (Hokkaido Education University) have proved a few limit theorems in finite free probability by a unified approach using finite free cumulants in arXiv:2303.01790.
The purpose of this talk is to introduce our approach.
After a brief description of the field, we will explain the combinatorial formulas that are key to the solution.
Then, as an application, we will present the limit theorems in finite free probability and their correspondence with free probability theory.

立命館大学幾何学セミナー（2023年5月8日（月））

2023.04.24 Mon up
<<立命館大学幾何学セミナー>>
日時：2023年5月8日（月） 17:00～18:00
講演者：大澤知己 (The University of Texas at Dallas)
題目：Hamiltonian Dynamics of Gaussian Wave Packets and Approximation of Semiclassical Expectation Values
概要：
I will talk about the Hamiltonian formulation of Gaussian wave packets as an approximation to expectation value dynamics of the semiclassical Schrödinger equation with a Gaussian as the initial condition. Specifically, we formulate the Hamiltonian dynamics of the Gaussian wave packet using the symplectic structures behind the Schrödinger equation and the Siegel upper half space. It results in a correction term to the conventional formulation using the classical Hamiltonian system by Hagedorn and others. The main result is a proof that our formulation gives, under certain conditions on the potential function, a higher-order approximation than the classical formulation does to the dynamics of the expectation values of the position and momentum.

開催方法： ハイブリッド開催（立命館大学びわこ・くさつキャンパスウェストウィング6 階談話会室での対面開催及びZoom ミーティングによる配信）を予定．Zoom 参加の場合，下記のURL より5 月7 日（日）までにご登録ください．当日お昼ごろまでに，Zoom ミーティングのURL 等をお知らせいたします．

https://ritsumei-ac-jp.zoom.us/meeting/register/tJwvcO2rrz0qGtL1FVYSXxOPGlG-Qu0mBO7F

対面参加を希望される方は、5月5日（金）までに多羅間へご連絡ください．

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

Math-Fi seminar on 20 Apr. (Co-organized as a Quantum Walk Seminar)

2023.04.17 Mon up
  • Date: 20 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 18:30 – 19:00
  • Speaker: 森岡 悠（愛媛大学）
  • Title: 量子ウォークの固有値に対する摂動問題としての共鳴極
 
 

Math-Fi seminar on 20 Apr.

2023.04.17 Mon up
  • Date: 20 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 16:30 – 18:00
  • Speaker: Thomas Cavalazzi (Université de Rennes 1)
  • Title: Quantitative weak propagation of chaos for McKean-Vlasov SDEs driven by $\alpha$-stable  processes
  • Abstract: 
In this talk, we will deal with McKean-Vlasov Stochastic Differential Equations (SDEs) driven by $\alpha$-stable processes, with $\alpha \in (1,2)$. We make Hölder-type assumptions on the coefficients, with respect to both space and measure variables. 
We will study the associated semi-group, acting on functions defined on the space of probability measures, through the related backward Kolmogorov Partial Differential Equation (PDE), which describes its dynamics. 
We will focus in particular on its regularizing properties. 
The study relies on differential calculus for functions defined on the space of measures, and on Itô’s formula along flows of marginal distributions of jump processes defined with Poisson random integrals. 
We will finally use the preceding tools to prove quantitative weak propagation of chaos for the mean-field interacting particle system associated with the McKean-Vlasov SDE.
 

Math-Fi seminar on 6 Apr.

2023.04.04 Tue up
  • Date: 6 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 16:30 – 18:00
  • Speaker: Tommaso Mariotti (Scuola Normale Superiore di Pisa)
  • Title: Coding examples with Python

Math-Fi seminar on 30 Mar.

2023.03.29 Wed up
  • Date: 30 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 11:00 – 12:30
  • Speaker: Xunyu Zhou (Columbia University)
  • Title: Reinforcement Learning in Continuous Time
  • Abstract:
In this talk I will report some of the latest developments in model-free, 
data-driven reinforcement learning in continuous time with possibly continuous state and action spaces, 
including exploratory formulation, policy evaluation, policy gradient and q-learning. 
Time permitting I will also present applications to portfolio selection.

Math-Fi seminar on 23 Mar.

2023.03.22 Wed up
  • Date: 23 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 15:30 – 19:00
 
Part 1: 15:30 PM – 17:00 PM 
  • Speaker: Tommaso Mariotti (Scuola Normale Superiore di Pisa)
  • Title: Financial econometrics in high-frequency data
  • Abstract: 
The rise of high-frequency data opened new opportunity, but at the same time poses new challenges in the last decades. Focusing in particular on non-parametric estimation of volatility of stochastic processes, the presence of market microstructure noise is analysed, considering its influence on the consistency of traditional non-parametric estimators such as the realized volatility. Several models for noise are presented, considering their connections with the microstructure models presented in the previous talk. Consistent estimation of volatility in presence of noise is discussed, together with the issue of assessing the presence of noise in financial data. The presence of jumps is discussed analogously, presenting techniques to spot and manage discontinuities in the data while performing volatility estimation.
 
Part 2: 17:30 – 19:00
  • Speaker: Ngo Hoang Long (Hanoi National University of Education)
  • Title:Simulation of McKean-Vlasov SDE’s
  • Abstract:
In this talk, we introduce a tamed-adaptive approximation scheme for McKean-Vlasov SDEs with super-linear coefficients. 
We consider the rates of convergence of the new scheme in $L^p$-norm on both finite and infinite time intervals. 
 

立命館大学幾何学セミナー（2023年3月27日（月））

2023.03.14 Tue up
<<立命館大学幾何学セミナー>>
日時：2023年3月27日（月） 16:00～17:00
講演者：森淳秀 （大阪歯科大学）
題目：A globalization of the information geometry
概要：
PDFファイルをご覧ください．

開催方法：ハイブリッド開催（ウェストウィング6 階談話会室での対面開催及びZoom ミーティングによる配信）を予定．
Zoom 参加の場合，下記のURL より3 月26 日（日）までにご登録ください．当日お昼ごろまでに，Zoom ミーティングのURL 等をお知らせいたします．
https://ritsumei-ac-jp.zoom.us/meeting/register/tJMsce2prTwpGNIMutlZP7AXz5PsY0UWX6Of

対面参加を希望される方は、3月24日（金）までに多羅間へご連絡ください．COVID-19 の感染防止のため，対面参加者数が多い場合は適宜人数制限を行いますので，ご了承ください．（COVID-19 の感染状況によっては開催形態を変更する可能性があります．）

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 7 Mar.

2023.03.06 Mon up
  • Date: 7 Mar. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 17:30-19:00
  • Speaker: Hiroshi Kawabi (Keio University)
  • Title: A graph discretized approximation of diffusions with drift and killing on a complete Riemannian manifold
  • Abstract: Please click here

Math-Fi seminar on 2 Mar.

2023.03.01 Wed up
  • Date: 2 Mar. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 14:30 – 18:00

Part 1: 14:30 – 16:00 
  • Speaker: Benjamin Poignard (Osaka University)
  • Title: Sparse M-estimators in semi-parametric copula models
  • Abstract: Please click here
 
Part 2: 16:30 – 18:00
  • Speaker: Xiaoming Song (Drexel University)
  • Title: Fractional stochastic wave equation driven by a Gaussian noise rough in space
  • Abstract: Please click here
 

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