ニュース＆イベント

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
 

Math-Fi seminar on 28 Feb.

2023.02.27 Mon up
  • Date: 28 Feb. (Tue.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 17:30-19:00
  • Speaker: Kotaro Hata (Hokkaido University)
  • Title: Uniform Weak Convergence to Additive Processes
  • Abstract:
In 1929, Finetti introduced the concept of an infinitely divisible distribution. It’s been developed by many probabilists and now plays an important role in probability theory. In this talk, I will introduce the relationship between infinitely divisible distributions and additive processes and between infinitely divisible distributions and infinitesimal triangular arrays. After that, we will give a necessary and sufficient condition for a sequence of stochastic processes which is generated by an infinitesimal triangular array to weakly converge an additive process uniformly. In the end, I will give some propositions and examples as a special case of main results. This talk is based on a joint work with Hasebe Takahiro.

立命館大学幾何学セミナー（2023年2月27日（月））

2023.02.22 Wed up
オンライン参加のためには事前登録が必要ですので，2月26日（日）までにフォーム
https://ritsumei-ac-jp.zoom.us/meeting/register/tJUqdOutpzIvG9fQavTjgLFfLygSkpmnhRvs
よりご登録ください．ご登録いただいた方にZoomミーティングの情報が届きます．
 
また，同日15:00–16:00には，同じ会場で同じ講演者の方に余次元1葉層構造の入門についてお話し頂きます。
Zoomミーティングは幾何学セミナーと同じものです。
 
 
 
入門セミナー
 
日時：2022年2月27日（月） 15:00–16:00
会場：ウェストウィング6階談話会室 および Zoomミーティング
講演者：Carlos Meniño氏 (Vigo 大学)
タイトル： An introduction to the theory of (codimension one) foliations
アブストラクト： 
We present a brief survey on fundamental results of the theory of codimension one foliations on closed manifolds: terminology, basic concepts and constructions and relevant theorems (as Reeb stability). We shall focus on some results that only work for codimension one foliations (and some of them only with some regularity assumptions): Dippolito’s decomposition theorem, Hector and Kopell lemmas or Sacksteder and Duminy theorems.”
 
 
立命館大学幾何学セミナー
 
日時：2022年2月27日（月） 16:30–17:30
会場：ウェストウィング6階談話会室 および Zoomミーティング
講演者：Carlos Meniño氏 (Vigo 大学)
タイトル： Exotic non-leaves: exotic 4-manifolds not diffeomorphic to leaves
アブストラクト：
Understanding what kind of manifolds can be realized as leaves of some kind of foliation on some kind of manifold is an old question in the theory of foliations, this is the so called ‘realization problem’. We are interested in the following (also old) question: can some exotic R4 be diffeomorphic to a leaf of some codimension one foliation on a closed 5-manifold? In a joint work with P. Schweitzer (PUC Rio) we show that some families of exotic R4 cannot be diffeomorphic to leaves of codimension one foliations of class C2. In class C1 the question is still open but we have shown that some exotic smoothings on R4 punctured along suitable tame closed sets cannot be ralized as leaves of codimension one foliation (in any reasonable regularity).  The non-punctured case is still open but we shall present a good candidate of exotic R4 not diffeomorphic to a leaf in any regularity (this is work in progess).
 

立命館大学幾何学セミナー（2022年12月23日（金））

2023.02.22 Wed up
日時：2022年12月23日（金） 16:30–17:30
会場：Zoomミーティング
講演者：John Parker氏 (Durham 大学)
タイトル： Non-arithmetic lattices
アブストラクト：
A lattice is a discrete group of isometries of a symmetric space so that the quotient has finite volume. Combining results of Margulis, Gromov, Schoen and Corlette all lattices arise from an arithmetic construction apart from when the space is real or complex hyperbolic space. Lattices that do not arise from this construction are called non-arithmetic. I will give an introduction to this topic and then I will outline my joint project with Martin Deraux and Julien Paupert where we constructed the first examples since 1986 of non-arithmetic lattices for complex hyperbolic 2-space.
 

立命館大学数理工学セミナー（2023年1月30日（月））

2023.01.22 Sun up
<立命館大学数理工学セミナー>>
日時：2023年1月30日（月） 17:30～19:00
講演者：相川勇輔 （三菱電機株式会社 情報技術総合研究所）
題目：耐量子計算機暗号の進展
概要：
PDFファイルをごらんください．

開催方法：
フォレストハウスF201での講演の模様をZoomミーティングで配信する予定です．
上記ファイル内に記載されたURLの申込フォームより1月29日（日）までにお申し込みください．
登録された方にセミナー当日の昼頃までにZoomミーティングの情報をお送りいたします．
対面参加を希望される方は、1月27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．

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 19 Jan.

2023.01.18 Wed up
  • Date: 19 Jan. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 18:00-19:30
  • Speaker: Tai-Ho Wang (Baruch College)
  • Title: Entropy regularized robust optimal order execution
  • Abstract:
Order execution, a mission that algorithmic trading departments and execution brokerage agencies embark on regularly, is cast as an entropy-regularized robust optimal control problem. During the course of executing a large order of significant amount, the agent faces with not only the risk of price impact that his own execution would incur towards the transaction price but also the liquidity and uncertainty of the market. The agent’s goal is to maximize an objective functional associated with his profit-and-loss of trading and simultaneously minimize the exeuction risk. It is documented that “a liquid market is one which is almost infinitely tight, which is not infinitely deep, and which is resilient enough so that prices eventually tend to their underlying value”. As such, we model the market’s liquidity and uncertainty by the principle of least relative entropy associated with the market volume. The problem of order execution is thus turned into a relative entropy-regularized (Bayesian) stochastic differential game. Standard argument of dynamic programming applies in this setting which yields that the value function of the differential game satisfies a “Bayesian” Hamilton-Jacobi-Isaacs (HJI) equation. Under the assumptions of linear-quadratic model with Gaussian prior, the Bayesian HJI equation reduces to a system of Riccati and linear differential equations. Further imposing constancy of the corresponding coefficients, the system of differential equations can be solved in closed form, resulting in analytical expressions for optimal strategy and trajectory as well as the posterior distribution of market volume. 
In conclusion, numerical examples, comparisons and discussions of the optimal strategy to conventional trading strategies are demonstrated.

数理科学科談話会 （2022/12/21）

2022.12.12 Mon up
形式：学外の方は原則オンライン(Zoom)での参加．
学内の方は談話会室での対面による参加も可能ですが，対面参加数が多い場合は適宜人数制限を行います．
 
時間：16:30 ～ 17:30
 
 
講演者：John Hunton 氏 (Durham Univ.)
 
タイトル：Aperiodic Order – a tour through Logic, Topology, Dynamics and Continued Fractions
 
アブストラクト：
Aperiodic Order is the term used to discuss often geometric phenomena which are not perfectly symmetric, yet have strong global structure and often approximate symmetries. The most well known examples are the aperiodic tilings of Penrose and others: tilings of the plane that never repeat, yet are highly structured and very far from being random.
 
This talk will be a gentle introduction to some of the topics arising in the field of Aperiodic Order. After sketching its historical inception, we shall concentrate of the use of topology as a tool to think about it, linking to aspects of dynamics, ergodic theory and even continued fractions.
 


連絡先：高橋典寿（e-mail：ntakaha [at] fc.ritsumei.ac.jp）
 

Math-Fi seminar on 5 Dec.

2022.12.04 Sun up
  • Date: 5 Dec. (Mon.)
  • Place: On the Web (Zoom)
  • Time: 10:30-12:00
  • Speaker: Pei-Chun Su (Duke University)
  • Title: Optimal shrinkage of singular values under noise with separable covariance & Its application to fetal ECG analysis
  • Abstract:
​High dimensional noisy dataset is commonly encountered in many scientific fields, and a critical step in data analysis is denoising. Under the white noise assumption, optimal shrinkage has been well developed and widely applied to many problems. However, in practice, noise is usually colored and dependent, and the algorithm needs a modification. We introduce a novel fully data-driven optimal shrinkage algorithm when the noise satisfies the separable covariance structure. The novelty involves a precise rank estimation and an accurate imputation strategy. In addition to showing theoretical supports under the random matrix framework, we show the performance of our algorithm in simulated datasets and apply the algorithm to extract fetal electrocardiogram from the benchmark trans-abdominal maternal electrocardiogram, which is a special single channel blind source separation challenge.
 

立命館大学数理工学セミナー（2022年12月15日（木））

2022.12.02 Fri up
<立命館大学数理工学セミナー>>
日時：2022年12月15日（木） 16:30～18:00
講演者：
永原 正章 （北九州市立大学）
題目：リーマン多様体上の最適化数理と非線形共役勾配法の一般的な枠組みについて
概要：
PDFファイルをご覧ください．

開催方法：
ウェストウィング6階談話会室での講演の模様をZoomミーティングで配信する予定です．
上記ファイル内に記載されたURLの申込フォームより12月14日（水）までにお申し込みください．
登録された方にセミナー当日の昼頃までにZoomミーティングの情報をお送りいたします．
対面参加を希望される方は、12月11日（日）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．
 
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 1 Dec.

2022.12.01 Thu up
  • Date: 1 Dec. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
  • Time: 16:30-18:00
  • Speaker: Ju Yi Yen (University of Cincinnatti)
  • Title: Mathematical analysis of automated market makers
  • Abstract:
Automated market makers (AMMs) are examples of Decentralized Finance systems. Nowa- days, AMMs are dominated by the Constant Function Market Makers (CFMMs). CFMMs pool liquidity from its takers and providers, and set the relative prices of the two assets within the pool by a mathemat- ical formula. The relative price is determined by the reserves of the two assets in the pool. Notice that the assets in the liquidity pool are risky assets, their performances are impacted by the market risk. In this talk, we describe the stochastic process used for modeling the relation between the pool price and the corresponding market price for assets traded via CFMMs, and present limit theorems of this stochastic process. Our results are deduced from properties of the Brownian motion and its local time process.

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