Seminar information archive

Seminar information archive ~12/01Today's seminar 12/02 | Future seminars 12/03~

Mathematical Biology Seminar

16:30-17:30   Room #123 (Graduate School of Math. Sci. Bldg.)
中丸麻由子 (東京工業大学)
The coevolution of altruism and punishment:role of the selfish punisher
[ Abstract ]
Punishment is an important mechanism promoting the evolution of altruism among nonrelatives. We investigate the coevolution of altruism and punitive behavior, considering four strategies: a cooperator who punishes defectors (AP), a pure cooperator (AN), a defector who punishes defectors (selfish punisher or SP), and a pure defector (SN). We especially focus on the effects of SP on the coevolution of altruism and punishment, studying both the score-dependent viability model (whereby the game's score affects survivorship only) and the score-dependent fertility model (whereby the score affects fertility only). In the viability model of a completely mixed population, SP helps cooperators to evolve, but SP does not in the fertility model. In both models of a lattice-structured population, SP promotes the spread of AP, but AN discourages it. These results indicate that punishment is a form of spite behavior and that different models give different magnitude of advantage to spite behavior.


Seminar on Probability and Statistics

13:00-14:10   Room #128 (Graduate School of Math. Sci. Bldg.)
西山 陽一 (統計数理研究所)
Nonparametric testing time-homogeneity for L'evy processes
[ Abstract ]
First, a review about uniform central limit theorems for martingales is given. The main part of the talk is concerned with a change point problem for L'evy processes. The null hypothesis is that the L'evy process is time-homogeneous, and the alternative is that the L'evy measure changes at a certain time point of the observation period. We propose an empirical process type statistics, and derive its asymptotic behaviour under the null and the alternative hypotheses. The limiting distribution under the null hypothesis is a functional of the standard Brownian motion.
[ Reference URL ]


Functional Analysis Seminar

13:00-16:45   Room #123 (Graduate School of Math. Sci. Bldg.)
Andre' Martinez (Bologna University) 13:00-14:00
On the determination of non-analytic resonances
(joint work with T.Ramond and J. Sjostrand)
Nicolas Burq (Université de Paris Sud) 14:15-15:15
Global existence for energy critical waves in 3-d domains
(joint work with G. Lebeau and F. Planchon)
[ Abstract ]
I will present some recent results obtained recently with G. Lebeau and F. Planchon. We prove that the energy critical (quintic) non linear wave equation in 3-d domains with Dirichlet boundary conditions is globally well posed for any initial data (with finite energy). I will give some hints about the proof of this result which is based on some recent results by Smith and Sogge on $L^p$ estimates for spectral projectors and a carefull study of the boundary value problem.
Vania Sordoni (Bologna University) 15:45-16:45
On the Born-Oppenheimer approximation of wave-operators


Operator Algebra Seminars

16:30-18:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Claude-Alain Pillet (Univ. de Toulon et du Var)
Operator-algebraic techniques in nonequilibrium statistical mechanics


Number Theory Seminar

16:30-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Bas Edixhoven (Univ. of Leiden)
Computation of the mod l Galois representations associated to Delta


Mathematical Finance

17:00-18:30   Room #117 (Graduate School of Math. Sci. Bldg.)
Freddy Delbaen (ETH)
Dynamic Risk Measures and Backward Stochastic Differential Equation

Mathematical Finance

15:45-16:45   Room #117 (Graduate School of Math. Sci. Bldg.)
楠岡成雄氏・梅澤祐二 (東京大)


Number Theory Seminar

16:30-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
A. Marmora (パリ北大・東大/学振)
p-adic local constants


Seminar on Probability and Statistics

15:30-16:40   Room #128 (Graduate School of Math. Sci. Bldg.)
Jeannette H.C. WOERNER (University of Gottingen)
A unifying approach to inference in semimartingale and long-memory models
[ Abstract ]
Over the recent years classical stochastic volatility models based on Brownian motion have been generalized in different ways, either replacing the Brownian motion by a pure jump Levy process, which leads to a pure jump model, or by a fractional Brownian motion, which makes it possible to model both long memory or turbulent behaviour. We consider robust and easily computable estimators for the inte- grated volatility, providing insight in the level of volatility, as needed for risk measurement and pricing of variance and volatility swaps. We discuss consistency and distributional results for the power and multi- power variation estimates based on high frequency data. Furthermore, we consider robustness against additive components and compare the results for the different classes of semimartingale and fractional Brow- nian motion models.
[ Reference URL ]

Seminar on Probability and Statistics

16:50-18:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Delphine DAVID (Departement de Mathematiques, Universite de La Rochelle)
A computation of Theta in a jump diffusion model by integration by parts
[ Abstract ]
Using Malliavin weights in a jump-diffusion model we obtain an expression for Theta (the sensitivity of an option price with respect to the time remaining until exercise), with application to non-smooth payoff functions. Optimal weights are computed by minimization of variance and numerical simulations are presented for digital and European options. Some results are also presented for Asian options. Our representation formula for Theta differs in general from the one obtained from the Black-Scholes PDE in terms of Delta and Gamma.
[ Reference URL ]


Operator Algebra Seminars

16:30-18:00   Room #128 (Graduate School of Math. Sci. Bldg.)
George Elliott (University of Toronto)
The Cuntz semigroup as an invariant for $C^*$-algebras


Lie Groups and Representation Theory

15:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Guster Olafsson (Louisiana State University) 15:00-16:00
The Heat equation, the Segal-Bargmann transform and generalizations - II
[ Reference URL ]
Boris Rubin (Louisiana State University) 16:30-17:30
Radon transforms on Grassmannians and Matrix Spaces
[ Abstract ]
Diverse geometric problems in $R^N$ get a new flavor if a generic point $x=(x_1,...,x_N)$ is regarded as a matrix with appropriately organized entries (set, e.g., $x=(x_{i,j})_{n \\times m}$ for $N=nm$). This well known observation has led to a series of breakthrough achievements in mathematics. In integral geometry it suggests a number of the so-called ``higher-rank" problems when such traditional scalar notions as ``distance", ``angle", and ``scaling" become matrix-valued. I will be speaking about Radon transforms on Grassmann manifolds and matrix spaces and some related problems of harmonic analysis where these phenomena come into play.
[ Reference URL ]


Lie Groups and Representation Theory

16:30-18:00   Room #126 (Graduate School of Math. Sci. Bldg.)
Boris Rubin (Louisiana State University)
Radon Transforms: Basic Concepts
[ Abstract ]
How can we reconstruct a function on a manifold from integrals of this function over certain submanifolds?
This is one of the central problems in integral geometry and tomography, which leads to the notion of the Radon transform.

The first talk is of introductory character.
We discuss basic ideas of the original Radon's paper (1917), then proceed to the Minkowski-Funk transform and more general totally geodesic Radon transforms on the $n$-dimensional unit sphere.
The main emphasis is an intimate connection of these transforms with the relevant harmonic analysis.
We will see that Radon transforms of this type and their inverses can be regarded as members of analytic families of suitable convolution operators and successfully studied in the framework of these families.

I also plan to discuss an open problem of small divisors on the unit sphere, which arises in studying injectivity of generalized Minkowski-Funk transforms for non-central spherical sections.
[ Reference URL ]


Tuesday Seminar on Topology

16:30-17:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Boris Hasselblatt (Tufts University)
Invariant foliations in hyperbolic dynamics:
Smoothness and smooth equivalence
[ Abstract ]
The stable and unstable leaves of a hyperbolic dynamical system are smooth and form a continuous foliation. Smoothness of this foliation sometimes constrains the topological type of the foliation, other times restricts at least the smooth equivalence class of the dynamical system, or for geodesic flows, the type of the underlying manifold. I will present a broad introduction as well as recent work, work in progress, and open problems.
[ Reference URL ]


Operator Algebra Seminars

16:30-18:00   Room #052 (Graduate School of Math. Sci. Bldg.)
緒方芳子 (東大数理・学振)
Linear response theory in quantum statistical mechanics

Lie Groups and Representation Theory

16:30-18:00   Room #126 (Graduate School of Math. Sci. Bldg.)
Guster Olafsson (Louisiana State University)
The Heat equation, the Segal-Bargmann transform and generalizations - I
[ Reference URL ]


Seminar on Probability and Statistics

16:20-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
深澤 正彰 (東京大学大学院数理科学研究科)
Edgeworth Expansion for Likelihood Analysis on Ergodic Diffusions with applications to Bootstrap
[ Abstract ]
We shall consider the maximal lilelihood estimator for the drift coefficient of a given one-dimensional diffusion. An Edgeworth expansion formula will be presented and verify a second-order correct confidence interval we shall newly propose. We are also going to mention the likelihood ratio statistic, which enjoys second-order correctness. There are Bootstrap methods closely related to the subject and introduced recently by the author. Some generalized results on those methods will be also introduced in this talk.
[ Reference URL ]


Operator Algebra Seminars

16:30-18:00   Room #052 (Graduate School of Math. Sci. Bldg.)
小沢登高 (東大数理)
Property (T) for universal lattices, after Y. Shalom
[ Abstract ]
I will talk on Shalom's recent result that
$SL_n(Z[X])$ ($n\\geq 3$) has the property (T).
The talk should be elementary.


Number Theory Seminar

16:30-17:30   Room #117 (Graduate School of Math. Sci. Bldg.)
桜井 真 (東京大学理学系研究科)
Beilinson-Drinfeld chiral algebra, geometric Langlands program and open Gromov-Witten invariants
[ Abstract ]

Mathematical Finance

18:30-20:00   Room #118 (Graduate School of Math. Sci. Bldg.)
高岡 浩一郎 (一橋大)
A complete-market generalization of the Black-Scholes model

PDE Real Analysis Seminar

10:30-11:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Piotr Rybka (Warsaw University)
Analysis of a crystal growth model
[ Abstract ]
We are concerned with mathematical model of a single crystal growing from vapor. Mathematically this is an exterior, one-phase Stefan-type problem with Gibbs-Thomson law. We restrict our attention to an idealization of a ice crystal, i.e. our evolving free boundary is a circular cylinder. The system under consideration consists of an equation for the motion of the free boundary (the crystal surface) coupled to the quasi-steady approximation of the diffusion equation for the supersaturation of vapor. We present analysis of the system, we show well-posedness and draw the phase portrait, we use here the fact that we need just to variable to describe evolution of a cylinder.

We are mostly concerned with the shape-persitency problem of the
evolution. The problem is, the Gibbs-Thomson relation is in fact a
driven, weighted, mean, singular curvature flow and it is not obvious that the shape of the initial interface will persists throughout the evolution or even for some time. In order to solve this problem we show existence of the region in the phase plane which is a neighborhood of a unique steady state, such that in this region the shape of the cylinder is preserved. However, this set is not invariant with respect to dynamics of the problem.

It is a very interesting question what happens to surface of our crystal at the boundary of the shape-persitency (or shape stability) region. This problem in its full generality is open. However, we give some insight by studying the Gibbs-Thomson relation with a given driving, which inherits properties of the coupling to the diffusion field. We study the resulting driven weighted mean curvature flow for graphs and some special closed Lipschitz curves. We show well-posedness of the problem, but mainly we exhibit the phenomenon of bending flat parts of the curve, which grow ``too big''.
[ Reference URL ]


Tuesday Seminar on Topology

17:00-18:30   Room #056 (Graduate School of Math. Sci. Bldg.)
野田健夫 (秋田大学工学資源学部)
全葉層の存在について(浅岡正幸,Emmanuel Dufraineとの共同研究)
[ Abstract ]
n次元多様体上のn個の余次元1葉層構造の組で、n個の葉層構造の接空間の共通部分が各点で0になるものを全葉層と呼ぶ。3次元の場合においては任意の有向閉多様体上に全葉層が存在することが Hardorpによって示されていた。3次元多様体上の全葉層をなす各々の葉層構造の接平面場は互いにホモトピックでありオイラー類が0になることが容易に分かるが、逆にオイラー類が0の平面場を与えたときそれを実現する全葉層が存在するかという問題が自然に生じる。
[ Reference URL ]

Lie Groups and Representation Theory

16:30-18:00   Room #126 (Graduate School of Math. Sci. Bldg.)
縫田 光司 (産業技術総合研究所)
On the isomorphism problem of Coxeter groups and related topics
[ Abstract ]
[ Reference URL ]


Seminar on Geometric Complex Analysis

10:30-12:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Do Duc Thai (Hanoi教育大)
Characterization of domains in $C^n$ by their noncompact automorphism groups
[ Abstract ]
In this talk, the characterization of domains in $C^n$ by their noncompact automorphism groups are given. By this characterization, the Bedford-Pinchuk theorem is true for any domain (not necessary bounded) in $C^n$.


Monthly Seminar on Arithmetic of Automorphic Forms

13:30-15:45   Room #123 (Graduate School of Math. Sci. Bldg.)
伴 克馬 (東京大学大学院数理科学研究科) 13:30-14:30
Rankin-Cohen-Ibukiyama operators for holomorphic automorphic forms on type I symmetric domains
谷口 隆 (東京大学大学院数理科学研究科) 14:45-15:45
On Dirichlet series counting cubic alegebras

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