Seminar information archive

Seminar information archive ~10/22Today's seminar 10/23 | Future seminars 10/24~

2017/01/19

Seminar on Probability and Statistics

13:00-15:30   Room #052 (Graduate School of Math. Sci. Bldg.)
Feng Chen (University of New South Wales)
Talk 1:Likelihood inference for a continuous time GARCH model
Talk 2:Nonparametric Estimation for Self-Exciting Point Processes: A Parsimonious Approach
[ Abstract ]
Talk 1:The continuous time GARCH (COGARCH) model of Kluppelberg, Lindner and Maller (2004) is a natural extension of the discrete time GARCH(1,1) model which preserves important features of the GARCH model in the discrete-time setting. For example, the COGARCH model is driven by a single source of noise as in the discrete time GARCH model, which is a Levy process in the COGARCH case, and both models can produced heavy tailed marginal returns even when the driving noise is light-tailed. However, calibrating the COGARCH model to data is a challenge, especially when observations of the COGARCH process are obtained at irregularly spaced time points. The method of moments has had some success in the case with regularly spaced data, yet it is not clear how to make it work in the more interesting case with irregularly spaced data. As a well-known method of estimation, the maximum likelihood method has not been developed for the COGARCH model, even in the quite simple case with the driving Levy process being compound Poisson, though a quasi-maximum likelihood (QML)method has been proposed. The challenge with the maximum likelihood method in this context is mainly due to the lack of a tractable form for the likelihood. In this talk, we propose a Monte Carlo method to approximate the likelihood of the compound Poisson driven COGARCH model. We evaluate the performance of the resulting maximum likelihood (ML) estimator using simulated data, and illustrate its application with high frequency exchange rate data. (Joint work with Damien Wee and William Dunsmuir).

Talk 2:There is ample evidence that in applications of self-exciting point process (SEPP) models, the intensity of background events is often far from constant. If a constant background is imposed, that assumption can reduce significantly the quality of statistical analysis, in problems as diverse as modelling the after-shocks of earthquakes and the study of ultra-high frequency financial data. Parametric models can be
used to alleviate this problem, but they run the risk of distorting inference by misspecifying the nature of the background intensity function. On the other hand, a purely nonparametric approach to analysis
leads to problems of identifiability; when a nonparametric approach is taken, not every aspect of the model can be identified from data recorded along a single observed sample path. In this paper we suggest overcoming this difficulty by using an approach based on the principle of parsimony, or Occam's razor. In particular, we suggest taking the point-process intensity to be either a constant or to have maximum differential entropy. Although seldom used for nonparametric function estimation in other settings, this approach is appropriate in the context of SEPP models. (Joint work with the late Peter Hall.)

2017/01/17

Tuesday Seminar on Topology

17:30-18:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Satoshi Sugiyama (The University of Tokyo)
On an application of the Fukaya categories to the Koszul duality (JAPANESE)
[ Abstract ]
In this talk, we compute an A-Koszul dual of path algebras with relations over the directed An-type quivers via the Fukaya categories of exact Riemann surfaces.

The Koszul duality is originally a duality between certain quadratic algebras called Koszul algebras. In this talk, we are interested in the case when A is not a quadratic algebra, i.e. the case when A is defined as a quotient algebra of tensor algebra devided by higher degree relations.

The definition of Koszul duals for such algebras, A-Koszul duals, are given by some people, for example, D. M. Lu, J. H. Palmieri, Q. S. Wu, J. J. Zhang. However, the computation for a concrete examples is hard. In this talk, we use the Fukaya categories of exact Riemann surfaces to compute A-Koszul duals. Then, we understand the Koszul duality as a duality between higher products and relations.

2017/01/16

Seminar on Probability and Statistics

16:50-18:00   Room #052 (Graduate School of Math. Sci. Bldg.)
広瀬勇一 (University of Wellington)
Profile likelihood approach to a large sample distribution of estimators in joint mixture model of survival and longitudinal ordered data
[ Abstract ]
We consider a semiparametric joint model that consists of item response and survival components, where these two components are linked through latent variables. We estimate the model parameters through a profile likelihood and the EM algorithm. We propose a method to derive an asymptotic variance of the estimators in this model.

Seminar on Geometric Complex Analysis

10:30-12:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Dinh Tuan Huynh (Osaka University)
A geometric second main theorem (ENGLISH)
[ Abstract ]
Using Ahlfors’ theory of covering surfaces, we establish a Cartan’s type Second Main Theorem in the complex projective plane with 1–truncated counting functions for entire holomorphic curves which cluster on an algebraic curve.

Numerical Analysis Seminar

16:50-18:20   Room #117 (Graduate School of Math. Sci. Bldg.)
Hideo Kawarada (AMSOK and Chiba University)
Mathematical model for the generation of calcium carbonate scale (日本語)

Tokyo Probability Seminar

16:50-18:20   Room #128 (Graduate School of Math. Sci. Bldg.)
Kazumasa Kuwada (School of science, Tokyo institute of technology)
Monotonicity and rigidity of the W-entropy on RCD (0,N) spaces (日本語)

2017/01/12

Seminar on Probability and Statistics

13:00-15:00   Room #052 (Graduate School of Math. Sci. Bldg.)
Emanuele Guidotti (Milan University)
yuimaGUI: a Graphical User Interface for the yuima Package
[ Abstract ]
The yuimaGUI package provides a user-friendly interface for yuima. It greatly simplifies tasks such as estimation and simulation of stochastic processes and it also includes additional tools. Some of them:
 data retrieval: stock prices and economic indicators
 time series clustering
 change point analysis
 lead-lag estimation
After a general overview of the whole interface, the yuimaGUI will be shown in real-time. All the settings and the inner workings will be discussed in detail. During this second part, you are kindly invited to ask questions whenever you feel that some problem may arise.

2017/01/11

Number Theory Seminar

18:00-19:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Lei Fu (Tsinghua University)
Deformation and rigidity of $\ell$-adic sheaves (English)
[ Abstract ]
Let $X$ be a smooth connected algebraic curve over an algebraically closed field, let $S$ be a finite closed subset in $X$, and let $F_0$ be a lisse $\ell$-torsion sheaf on $X-S$. We study the deformation of $F_0$. The universal deformation space is a formal scheme. Its generic fiber has a rigid analytic space structure. By studying this rigid analytic space, we prove a conjecture of Katz which says that if a lisse $\overline{Q}_\ell$-sheaf $F$ is irreducible and physically rigid, then it is cohomologically rigid in the sense that $\chi(X,j_*End(F))=2$, where $j:X-S\to X$ is the open immersion.

2017/01/10

Tuesday Seminar on Topology

17:00-18:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Shunsuke Saito (The University of Tokyo)
Stability of anti-canonically balanced metrics (JAPANESE)
[ Abstract ]
Donaldson introduced "anti-canonically balanced metrics" on Fano manifolds, which is a finite dimensional analogue of Kähler-Einstein metrics. It is proved that anti-canonically balanced metrics are critical points of the quantized Ding functional.

We first study the slope at infinity of the quantized Ding functional along Bergman geodesic rays. Then, we introduce a new algebro-geometric stability of Fano manifolds based on the slope formula, and show that the existence of anti-canonically balanced metrics implies our stability. The relationship between the stability and others is also discussed.

This talk is based on a joint work with R. Takahashi (Tohoku Univ).

Tuesday Seminar on Topology

18:00-19:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Shin Hayashi (The University of Tokyo)
Topological Invariants and Corner States for Hamiltonians on a Three Dimensional Lattice (JAPANESE)
[ Abstract ]
In condensed matter physics, a correspondence between two topological invariants defined for a gapped Hamiltonian is well-known. One is defined for such a Hamiltonian on a lattice (bulk invariant), and the other is defined for its restriction onto a subsemigroup (edge invariant). The edge invariant is related to the wave functions localized near the edge. This correspondence is known as the bulk-edge correspondence. In this talk, we consider a variant of this correspondence. We consider a periodic Hamiltonian on a three dimensional lattice (bulk) and its restrictions onto two subsemigroups (edges) and their intersection (corner). We will show that, if our Hamiltonian is "gapped" in some sense, we can define a topological invariant for the bulk and edges. We will also define another topological invariant related to the wave functions localized near the corner. We will explain that there is a correspondence between these two topological invariants by using the six-term exact sequence associated to the quarter-plane Toeplitz extension obtained by E. Park.

2016/12/22

Infinite Analysis Seminar Tokyo

14:00-17:30   Room #002 (Graduate School of Math. Sci. Bldg.)
Yuta Nozaki (Graduate School of Mathematical Sciences, the University of Tokyo) 14:00-15:30
Homology cobordisms over a surface of genus one (JAPANESE)
[ Abstract ]
Morimoto showed that some lens spaces have no genus one fibered knot,
and Baker completely determined such lens spaces.
In this talk, we introduce our results for the corresponding problem
formulated in terms of homology cobordisms.
The Chebotarev density theorem and binary quadratic forms play a key
role in the proof.
Shunsuke Tsuchioka (Graduate School of Mathematical Sciences, the University of Tokyo) 16:00-17:30
Generalization of Schur partition theorem (JAPANESE)
[ Abstract ]
The celebrated Rogers-Ramanujan partition theorem (RRPT) claims that
the number of partitions of n whose parts are ¥pm1 modulo 5
is equinumerous to the number of partitions of n whose successive
differences are
at least 2. Schur found a mod 6 analog of RRPT in 1926.
We will report a generalization for odd $p¥geq 3$ via representation
theory of quantum groups.
At p=3, it is Schur's theorem. The statement for p=5 was conjectured by
Andrews in 1970s
in a course of his 3 parameter generalization of RRPT and proved in 1994
by Andrews-Bessenrodt-Olsson with an aid of computer.
This is a joint work with Masaki Watanabe (arXiv:1609.01905).

2016/12/20

PDE Real Analysis Seminar

10:30-11:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Nader Masmoudi (Courant Institute, NYU)
On the stability of the 3D Couette Flow (English)
[ Abstract ]
We will discuss the dynamics of small perturbations of the plane, periodic Couette flow in the 3D incompressible Navier-Stokes system at high Reynolds number. For sufficiently regular initial data, we determine the stability threshold for small perturbations and characterize the long time dynamics of solutions near this threshold. For rougher data, we obtain an estimate of the stability threshold which agrees closely with numerical experiments. The primary linear stability mechanism is an anisotropic enhanced dissipation resulting from the mixing caused by the large mean shear. There is also a linear inviscid damping similar to the one observed in 2D. The main linear instability is a non-normal instability known as the lift-up effect. There is clearly a competition between these linear effects. Understanding the variety of nonlinear resonances and devising the correct norms to estimate them form the core of the analysis we undertake. This is based on joint works with Jacob Bedrossian and Pierre Germain.

Tuesday Seminar on Topology

17:00-18:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Irene Pasquinelli (Durham University)
Deligne-Mostow lattices and cone metrics on the sphere (ENGLISH)
[ Abstract ]
Finding lattices in PU(n,1) has been one of the major challenges of the last decades. One way of constructing lattices is to give a fundamental domain for its action on the complex hyperbolic space.

One approach, successful for some lattices, consists of seeing the complex hyperbolic space as the configuration space of cone metrics on the sphere and of studying the action of some maps exchanging the cone points with same cone angle.

In this talk we will see how this construction of fundamental polyhedra can be extended to almost all Deligne-Mostow lattices with three folding symmetry.

2016/12/19

Discrete mathematical modelling seminar

17:30-18:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Anton Dzhamay (University of Northern Colorado)
Discrete Painlevé equations on the affine A3 surface (ENGLISH)
[ Abstract ]
We explain how to construct the birational representation of the extended affine Weyl symmetry group D5 and consider examples of discrete Painlevé equations that correspond to certain translation elements in this group. One of the examples is the famous q-PV equation of Jimbo-Sakai. Some other examples are conjugated to it via explicit change of variables and we explain how representing translation elements as words in the group allows us to see the corresponding change of coordinates explicitly. We also show a new example of a discrete Painlevé equation that is elementary (short translation), but at the same time is different from the q-PVI equation.

2016/12/17

Discrete mathematical modelling seminar

10:00-18:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Anton Dzhamay (University of Northern Colorado) 10:00-10:50
Factorization of Rational Mappings and Geometric Deautonomization (ENGLISH)
[ Abstract ]
This talk is the first of two talks describing the joint project with Tomoyuki Takenawa and Stefan Carstea on geometric deautonomization.
The goal of this project is to develop a systematic approach for deautonomizing discrete integrable mappings, such as the QRT mappings, to non-automonous mappings in the discrete Painlevé family, based on the action of the mapping on the Picard lattice of the surface and a choice of an elliptic fiber. In this talk we will explain the main ideas behind this approach and describe the technique that allows us to recover explicit formulas defining the mapping from the known action on the divisor group (the factorization technique). We illustrate our approach by reconstructing the famous example of the q-PVI equation of Jimbo-Sakai from a simple QRT mapping.
Tomoyuki Takenawa (Tokyo University of Marine Science and Technology) 11:00-11:50
From the QRT maps to elliptic difference Painlevé equations (ENGLISH)
[ Abstract ]
This talk is the second part of the joint project with Anton Dzhamay and Stefan Carstea on geometric deautonomization and focuses on the elliptic case and the special symmetry groups. It is well known that two-dimensional mappings preserving a rational elliptic fibration, like the Quispel-Roberts-Thompson mappings, can be deautonomized to discrete Painlevé equations. However, the dependence of this procedure on the choice of a particular elliptic fiber has not been sufficiently investigated.
In this talk we establish a way of performing the deautonomization for a pair of an autonomous mapping and a fiber. Especially, in the case where the fiber is smooth elliptic, imposing certain restrictions on such non autonomous mappings, we obtain new and simple elliptic difference Painlevé equations, including examples whose symmetry groups do not appear explicitly in Sakai's classification.
Hiroshi Kawakami (Aoyama Gakuin University) 13:30-14:20
The complete degeneration scheme of four-dimensional Painlevé-type equations (ENGLISH)
[ Abstract ]
In the joint work with H. Sakai and A. Nakamura, we constructed the degeneration scheme of four-dimensional Painlevé-type equations associated with unramified linear equations. In this talk I present the "complete" degeneration scheme of the four-dimensional Painlevé-type equations, which is constructed by means of the degeneration of HTL forms of associated linear equations.
Akane Nakamura (Josai University) 14:30-15:20
Degeneration of the Painlevé divisors (ENGLISH)
[ Abstract ]
There are three types of curves associated with 4-dimensional algebraically completely integrable systems, namely the spectral curve, the Painlevé divisors, and the separation curve. I am going to explain these three curves of genus two taking examples derived from the isospectral limit of the 4-dimensional Painlevé-type equations and study the Namikawa-Ueno type degeneration.
Teruhisa Tsuda (Hitotsubashi University) 16:00-16:50
Rational approximation and Schlesinger transformation (ENGLISH)
[ Abstract ]
We show how rational approximation problems for functions are related to the construction of Schlesinger transformations. Also we discuss their applications to the theory of isomonodromic deformations or Painlevé equations. This talk is based on a joint work with Toshiyuki Mano.
Takafumi Mase (the University of Tokyo) 17:00-17:50
Spaces of initial conditions for nonautonomous mappings of the plane (ENGLISH)
[ Abstract ]
Spaces of initial conditions are one of the most important and powerful tools to analyze mappings of the plane. In this talk, we study the basic properties of general nonautonomous equations that have spaces of initial conditions. We will consider the minimization of spaces of initial conditions for nonautonomous systems and we shall discuss a classification of nonautonomous integrable mappings of the plane with a space of initial conditions.

2016/12/14

Number Theory Seminar

18:00-19:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Luc Illusie (Université Paris-Sud)
On vanishing cycles and duality, after A. Beilinson (English)
[ Abstract ]
It was proved by Gabber in the early 1980's that $R\Psi$ commutes with duality, and that R\Phi preserves perversity up to shift. It had been in the folklore since then that this last result was in fact a consequence of a finer one, namely the compatibility of $R\Phi$ with duality. In this talk I'll give a proof of this, using a method explained to me by A. Beilinson.

2016/12/13

Tuesday Seminar on Topology

17:00-18:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Yoshihiko Mitsumatsu (Chuo University)
Plane fields on 3-manifolds and asymptotic linking of the tangential incompressible flows (JAPANESE)
[ Abstract ]
This is a report on a project in (a very slow) progress which aims to prove the tightness of contact structures associated with algebraic Anosov flows without using Bennequin's nor Gromov's results.

After introducing an interpretation of asymptotic linking pairing in terms of differential forms, we attach a subspaces of exact 2-forms to each plane field. We analyze this space in the case where the plane field is an algebraic Anosov foliation and explain what can be done using results from foliated cohomology and frameworks for secondary characteristic classes. We also show some explicit computations.

To close the talk, a quantization phenomenon which happens when a foliation is deformed into a contact structure is explained and we state some perspectives on applying the results on foliations to the tightness.

Tuesday Seminar of Analysis

16:50-18:20   Room #126 (Graduate School of Math. Sci. Bldg.)
Hans Christianson (North Carolina State University)
Distribution of eigenfunction mass on some really simple domains (English)
[ Abstract ]
Eigenfunctions are fundamental objects of study in spectral geometry and quantum chaos. On a domain or manifold, they determine the behaviour of solutions to many evolution type equations using, for example, separation of variables. Eigenfunctions are very sensitive to background geometry, so it is important to understand what the eigenfunctions look like: where are they large and where are they small? There are many different ways to measure what "large" and "small" mean. One can consider local $L^2$ distribution, local and global $L^p$ distribution, as well as restrictions and boundary values. I will give an overview of what is known, and then discuss some very recent works in progress demonstrating that complicated things can happen even in very simple geometric settings.

2016/12/12

Tokyo Probability Seminar

16:50-18:20   Room #128 (Graduate School of Math. Sci. Bldg.)
Takuma Akimoto (Keio University)

Seminar on Geometric Complex Analysis

10:30-12:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Yu Kawakami (Kanazawa University)
(JAPANESE)

Operator Algebra Seminars

16:45-18:15   Room #126 (Graduate School of Math. Sci. Bldg.)
Tatsuki Seto (Nagoya Univ.)
The Roe cocycle and an index theorem on partitioned manifolds, and toward generalizations
(Japanese)

2016/12/07

Colloquium

15:30-16:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Uwe Jannsen
On a conjecture of Bloch and Kato, and a local analogue.
[ Abstract ]
In their seminal paper on Tamagawa Numbers of motives,
Bloch and Kato introduced a notion of motivic pairs, without
loss of generality over the rational numbers, which should
satisfy certain properties (P1) to (P4). The last property
postulates the existence of a Galois stable lattice T in the
associated adelic Galois representation V such that for each
prime p the fixed module of the inertia group of Q_p of
V/T is l-divisible for almost all primes l different from p.

I postulate an analogous local conjecture and show that it
implies the global conjecture.

2016/12/06

Tuesday Seminar of Analysis

16:50-18:20   Room #126 (Graduate School of Math. Sci. Bldg.)
Horia Cornean (Aalborg University, Denmark)
On the trivialization of Bloch bundles and the construction of localized Wannier functions (English)
[ Abstract ]
We shall present an introductory lecture on the trivialization of Bloch bundles and its physical implications. Simply stated, the main question we want to answer is the following: given a rank $N\geq 1$ family of orthogonal projections $P(k)$ where $k\in \mathbb{R}^d$, $P(\cdot)$ is smooth and $\mathbb{Z}^d$-periodic, is it possible to construct an orthonormal basis of its range which consists of vectors which are both smooth and periodic in $k$? We shall explain in detail the connection with solid state physics. This is joint work with I. Herbst and G. Nenciu.

Tuesday Seminar on Topology

17:00-18:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Ken'ichi Yoshida (The University of Tokyo)
Union of 3-punctured spheres in a hyperbolic 3-manifold (JAPANESE)
[ Abstract ]
An essential 3-punctured sphere in a hyperbolic 3-manifold is isotopic to a totally geodesic one. We will classify the topological types for components of union of the totally geodesic 3-punctured spheres in an orientable hyperbolic 3-manifold. There are special types each of which appears in precisely one manifold.

Classical Analysis

16:45-18:15   Room #154 (Graduate School of Math. Sci. Bldg.)
David Sauzin (CNRS)
Introduction to resurgence on the example of saddle-node singularities (ENGLISH)
[ Abstract ]
Divergent power series naturally appear when solving such an elementary differential equation as x^2 dy = (x+y) dx, which is the simplest example of saddle-node singularity. I will discuss the formal classification of saddle-node singularities and illustrate on that case Ecalle's resurgence theory, which allows one to analyse the divergence of the formal solutions. One can also deal with resonant saddle-node singularities with one more dimension, a situation which covers the local study at infinity of some Painlevé equations.

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