Seminar information archive

Seminar information archive ~12/05Today's seminar 12/06 | Future seminars 12/07~

thesis presentations

09:45-11:00   Room #122 (Graduate School of Math. Sci. Bldg.)
二木 昌宏 (東京大学大学院数理科学研究科)
On the generalized suspension theorem for directed Fukaya categories (有向深谷圏の懸垂定理の一般化について)

thesis presentations

11:00-12:15   Room #122 (Graduate School of Math. Sci. Bldg.)
松尾 信一郎 (東京大学大学院数理科学研究科)
On the Runge theorem for instantons (インスタントンに対するRungeの近似定理について)

thesis presentations

11:00-12:15   Room #126 (Graduate School of Math. Sci. Bldg.)
西岡 斉治 (東京大学大学院数理科学研究科)
Solvability and irreducibility of difference equations (差分方程式の可解性と既約性)

thesis presentations

13:00-14:15   Room #126 (Graduate School of Math. Sci. Bldg.)
水田 有一 (東京大学大学院数理科学研究科)
Weak Amenability for a Group Acting on a Finite Dimensional CAT(0) Cube Complex (有限次元CAT(0)方体複体に作用する群の弱従順性)

thesis presentations

14:15-15:30   Room #126 (Graduate School of Math. Sci. Bldg.)
酒匂 宏樹 (東京大学大学院数理科学研究科)
Stone-Čech boundaries of discrete groups and measure equivalence theory (離散群のストーン-チェック境界と測度同値理論)

thesis presentations

09:45-11:00   Room #128 (Graduate School of Math. Sci. Bldg.)
西山 了允 (東京大学大学院数理科学研究科)
CONSTRUCTION OF ISOTROPIC CELLULAR AUTOMATON AND ITS APPLICATION (等方セル・オートマトンの構成とその応用)

2010/02/04

thesis presentations

09:45-11:00   Room #122 (Graduate School of Math. Sci. Bldg.)
久野 雄介 (東京大学大学院数理科学研究科)
The Meyer functions for projective varieties and their applications to local signatures for fibered 4-manifolds (射影多様体に対するMeyer函数と,その局所符号数への応用)

thesis presentations

11:00-12:15   Room #122 (Graduate School of Math. Sci. Bldg.)
服部 広大 (東京大学大学院数理科学研究科)
On hyperkähler manifolds of type A∞ (A∞型超ケーラー多様体について)

thesis presentations

13:00-14:15   Room #122 (Graduate School of Math. Sci. Bldg.)
篠原 克寿 (東京大学大学院数理科学研究科)
On the index problem for C1-generic wild homoclinic classes (C1通有的に野性的なホモクリニック類の指数問題について)

thesis presentations

14:15-15:30   Room #122 (Graduate School of Math. Sci. Bldg.)
佐藤 正寿 (東京大学大学院数理科学研究科)
The abelianization of the level d mapping class group (レベルd写像類群のアーベル化)

thesis presentations

14:15-15:30   Room #126 (Graduate School of Math. Sci. Bldg.)
毛 仕寛 (東京大学大学院数理科学研究科)
Singularities for Solutions to Schrödinger Equations (シュレーディンガー方程式の解の特異性)

thesis presentations

15:45-17:00   Room #126 (Graduate School of Math. Sci. Bldg.)
Si, Duc Quang (東京大学大学院数理科学研究科)
Nevanlinna theory for holomorphic mappings and related problems (正則写像のネヴァンリンナ理論と関連する問題)

thesis presentations

11:00-12:15   Room #128 (Graduate School of Math. Sci. Bldg.)
高岡 洋介 (東京大学大学院数理科学研究科)
On existence of models for the logical system MPCL (単相格論理系におけるモデルの存在について)

thesis presentations

13:00-14:15   Room #128 (Graduate School of Math. Sci. Bldg.)
岩尾 慎介 (東京大学大学院数理科学研究科)
Exact Solutions of Ultradiscrete Integrable Systems (超離散可積分系の厳密解)

thesis presentations

14:15-15:30   Room #128 (Graduate School of Math. Sci. Bldg.)
中田 庸一 (東京大学大学院数理科学研究科)
Vertex operators and background solutions for ultradiscrete soliton equations (超離散ソリトン方程式における頂点作用素と背景解)

2010/02/02

Lie Groups and Representation Theory

16:30-18:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Fanny Kassel (Orsay)
Deformation of compact quotients of homogeneous spaces
[ Abstract ]
Let G/H be a reductive homogeneous space. In all known examples, if
G/H admits compact Clifford-Klein forms, then it admits "standard"
ones, by uniform lattices of some reductive subgroup L of G acting
properly on G/H. In order to obtain more generic Clifford-Klein forms,
we prove that for L of real rank 1, if one slightly deforms in G a
uniform lattice of L, then its action on G/H remains properly
discontinuous. As an application, we obtain compact quotients of SO(2,2n)/U(1,n) by Zariski-dense discrete subgroups of SO(2,2n) acting properly discontinuously.

Tuesday Seminar on Topology

16:30-18:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Fanny Kassel (Univ. Paris-Sud, Orsay)
Deformation of compact quotients of homogeneous spaces
[ Abstract ]
Let G/H be a reductive homogeneous space. In all known examples, if
G/H admits compact Clifford-Klein forms, then it admits "standard"
ones, by uniform lattices of some reductive subgroup L of G acting
properly on G/H. In order to obtain more generic Clifford-Klein forms,
we prove that for L of real rank 1, if one slightly deforms in G a
uniform lattice of L, then its action on G/H remains properly
discontinuous. As an application, we obtain compact quotients of
SO(2,2n)/U(1,n) by Zariski-dense discrete subgroups of SO(2,2n) acting
properly discontinuously.
https://www.ms.u-tokyo.ac.jp/~toshi/seminar/ut-seminar2010.html#20100202kassel

2010/02/01

Seminar on Geometric Complex Analysis

10:30-12:00   Room #128 (Graduate School of Math. Sci. Bldg.)
大沢健夫 (名古屋大学多元数理科学研究科)
Connectedness of Levi nonflat pseudoconvex hypersurfaces in Kaehler manifolds

Algebraic Geometry Seminar

16:40-18:10   Room #126 (Graduate School of Math. Sci. Bldg.)
大川 新之介 (東大数理)
Extensions of two Chow stability criteria to positive characteristics
[ Abstract ]
I will talk about two results on Chow (semi-)stability of cycles in positive characteristics, which were originally known in characteristic 0. One is on the stability of non-singular projective hypersurfaces of degree greater than 2, and the other is the criterion by Y. Lee in terms of the log canonical threshold of Chow divisor. A couple of examples will be discussed in detail.

Kavli IPMU Komaba Seminar

16:30-18:00   Room #002 (Graduate School of Math. Sci. Bldg.)
Timur Sadykov (Siberian Federal University)
Bases in the solution space of the Mellin system
[ Abstract ]
I will present a joint work with Alicia Dickenstein.
We consider algebraic functions $z$ satisfying equations of the
form
\\begin{equation}
a_0 z^m + a_1z^{m_1} + a_2 z^{m_2} + \\ldots + a_n z^{m_n} +
a_{n+1} =0.
\\end{equation}
Here $m > m_1 > \\ldots > m_n>0,$ $m,m_i \\in \\N,$ and
$z=z(a_0,\\ldots,a_{n+1})$ is a function of the complex variables
$a_0, \\ldots, a_{n+1}.$ Solutions to such equations are
classically known to satisfy holonomic systems of linear partial
differential equations with polynomial coefficients. In the talk
I will investigate one of such systems of differential equations which
was introduced by Mellin. We compute the holonomic rank of the
Mellin system as well as the dimension of the space of its
algebraic solutions. Moreover, we construct explicit bases of
solutions in terms of the roots of initial algebraic equation and their
logarithms. We show that the monodromy of the Mellin system is
always reducible and give some factorization results in the
univariate case.

2010/01/29

Colloquium

16:30-17:30   Room #002 (Graduate School of Math. Sci. Bldg.)
Charles Fefferman (Princeton University)
Extension of Functions and Interpolation of Data
[ Abstract ]
Let $f$ be a given real-valued function defined on a subset of $\\mathbb{R}^n$. We explain how to decide whether $f$ extends to a function $F$ in $C^m(\\mathbb{R}^n)$. If such an $F$ exists, we show how to construct one.

2010/01/28

Applied Analysis

16:00-17:30   Room #002 (Graduate School of Math. Sci. Bldg.)
清水扇丈 (静岡大学理学部)
相転移を伴う非圧縮性2相流の線形化問題について
[ Abstract ]
氷が常圧で0度以上になると水になるなどの相転移を伴う非圧縮性2相流に対し,質量保存則, 運動量保存則, エネルギー保存則を界面を含む系全体に適用し, 線形化した方程式系について考察する. 本講演では, 線形化方程式系のL_p-L_q 最大正則性定理について述べる.

密度が異なる場合は, 法線方向の高さ関数は表面張力つき2相Stokes問題の高さ関数と同じ正則性をもち, 系は流速が支配するのに対し,密度が等しい場合は, Gibbs-Thomson補正された表面張力つき2相Stefan問題の高さ関数と同じ正則性をもち, 系は温度が支配する.

Lectures

10:40-12:10   Room #123 (Graduate School of Math. Sci. Bldg.)
Olivier Alvarez (Head of quantitative research, IRFX options Asia, BNP Paribas)
Partial differential equations in Finance I
[ Abstract ]
1. Markov processes and Partial differential equations (PDE)
- Markov processes, stochastic differential equations and infinitesimal generator

- The Feynman Kac formula and the backward Kolmogorov equation

- The maximum principle

- Exit time problems and Dirichlet boundary conditions

- Optimal time problems and obstacle problems

2. Application to the pricing of exotic options
- The model equation

- The Black-Scholes equation : absence of arbitrage and dynamical hedging

- Recovering the Black-Scholes formula

- Pricing exotic options : Knock-out / knock-in, american, Asian, lookback

- Overview of affine models and semi-closed formulae

- Heston model : valuing European options

- The Hull White model for IR exotics : valuing zero-coupons, caplets and swaptions.


3. Finite difference methods in Finance
- Basic concepts for numerical schemes : consistency, stability, accuracy and

convergence; the Lax equivalence theorem

- Finite difference methods in dimension 1 : Explicit, implicit, Crank-Nicholson methods for the heat equation : overview, accuracy and convergence

Incorporating first-order derivatives : upwind derivative, stability

- Finite difference methods in dimension 2 : presentation of various schemes :explicit, implicit, alternating direction implicit (ADI), Hopscotch method

- Solving high dimensional linear systems :

LU decomposition, iterative methods

- Finite difference and Monte Carlo methods

4. Optimal control in finance
- Introduction to optimal control

- The dynamic programming principle and the Hamilton-Jacobi-Bellman equation

- The verification theorem and the determination of the optimal control policy

- Utility maximization and Merton's problem

- Pricing with uncertain parameters

- Pricing with transaction costs

- Finite difference methods for optimal control

Lectures

13:00-14:10   Room #122 (Graduate School of Math. Sci. Bldg.)
Olivier Alvarez (Head of quantitative research, IRFX options Asia, BNP Paribas)
Partial differential equations in Finance II
[ Abstract ]
1. Markov processes and Partial differential equations (PDE)
- Markov processes, stochastic differential equations and infinitesimal generator

- The Feynman Kac formula and the backward Kolmogorov equation

- The maximum principle

- Exit time problems and Dirichlet boundary conditions

- Optimal time problems and obstacle problems

2. Application to the pricing of exotic options
- The model equation

- The Black-Scholes equation : absence of arbitrage and dynamical hedging

- Recovering the Black-Scholes formula

- Pricing exotic options : Knock-out / knock-in, american, Asian, lookback

- Overview of affine models and semi-closed formulae

- Heston model : valuing European options

- The Hull White model for IR exotics : valuing zero-coupons, caplets and swaptions.


3. Finite difference methods in Finance
- Basic concepts for numerical schemes : consistency, stability, accuracy and

convergence; the Lax equivalence theorem

- Finite difference methods in dimension 1 : Explicit, implicit, Crank-Nicholson methods for the heat equation : overview, accuracy and convergence

Incorporating first-order derivatives : upwind derivative, stability

- Finite difference methods in dimension 2 : presentation of various schemes :explicit, implicit, alternating direction implicit (ADI), Hopscotch method

- Solving high dimensional linear systems :

LU decomposition, iterative methods

- Finite difference and Monte Carlo methods

4. Optimal control in finance
- Introduction to optimal control

- The dynamic programming principle and the Hamilton-Jacobi-Bellman equation

- The verification theorem and the determination of the optimal control policy

- Utility maximization and Merton's problem

- Pricing with uncertain parameters

- Pricing with transaction costs

- Finite difference methods for optimal control

GCOE lecture series

16:30-17:30   Room #999 (Graduate School of Math. Sci. Bldg.)
Charles Fefferman (Princeton University)
Extension of Functions and Interpolation of Data
[ Abstract ]
This series of three lectures will discuss the following questions. No special background will be assumed, and the third lecture will not assume familiarity with the first two.

Fix positive integers $m, n$. Let $f$ be a real-valued function on a subset $E$ of $\\mathbf{R}^n$. How can we tell whether $f$ extends to a $C^m$ function $F$ on the whole $\\mathbf{R}^n$?
If $F$ exists, how small can we take its $C^m$ norm? Can we take $F$ to depend linearly on $f$? What can we say about the derivatives of $F$ at a given point of $E$?

Suppose $E$ is finite. Can we then compute an $F$ with $C^m$ norm close to least-possible? How many operations does it take? What if we ask merely that $F$ and $f$ agree approximately on $E$? What if we are allowed to delete a few points of $E$?

What can be said about the above problems for function spaces other than $C^m(\\mathbf{R}^n)$?

< Previous 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191 Next >