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Tokyo Probability Seminar
Seminar information archive ～02/12｜Next seminar｜Future seminars 02/13～
| Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
|---|---|
| Organizer(s) | Makiko Sasada, Shuta Nakajima, Masato Hoshino |
Seminar information archive
2017/07/03
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Lu Xu (Faculty of Mathematics, Kyushu University)
Equilibrium fluctuation for a chain of anharmonic oscillators (JAPANESE)
Lu Xu (Faculty of Mathematics, Kyushu University)
Equilibrium fluctuation for a chain of anharmonic oscillators (JAPANESE)
[ Abstract ]
A chain of oscillators is a particle system whose microscopic time evolution is given by Hamilton equations with various kinds of conservative noises. Mathematicians and physicians are interested in its macroscopic behaviors (ε → 0) under different space-time scales: ballistic (hyperbolic) (εx, εt), diffusive (εx, ε^2t) and superdiffusive (εx, ε^αt) for 1 < α < 2. In this talk, we consider a 1-dimensional chain of anharmonic oscillators perturbed by noises preserving the total momentum as well as the total energy. We present a result about the hyperbolic scaling limit of its equilibrium fluctuation as well as some further discussions. (A joint work with S. Olla, Université Paris-Dauphine)
A chain of oscillators is a particle system whose microscopic time evolution is given by Hamilton equations with various kinds of conservative noises. Mathematicians and physicians are interested in its macroscopic behaviors (ε → 0) under different space-time scales: ballistic (hyperbolic) (εx, εt), diffusive (εx, ε^2t) and superdiffusive (εx, ε^αt) for 1 < α < 2. In this talk, we consider a 1-dimensional chain of anharmonic oscillators perturbed by noises preserving the total momentum as well as the total energy. We present a result about the hyperbolic scaling limit of its equilibrium fluctuation as well as some further discussions. (A joint work with S. Olla, Université Paris-Dauphine)
2017/06/19
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Kensuke Ishitani (Graduate School of Science and Engineering, Tokyo Metropolitan University)
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (JAPANESE)
Kensuke Ishitani (Graduate School of Science and Engineering, Tokyo Metropolitan University)
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (JAPANESE)
[ Abstract ]
In this presentation, we present a new methodology to compute first-order Greeks for barrier options under the framework of path-dependent payoff functions with European, Lookback, or Asian type and with time-dependent trigger levels. In particular, we develop chain rules for Wiener path integrals between two curves that arise in the computation of first-order Greeks for barrier options. We also illustrate the effectiveness of our method through numerical examples.
In this presentation, we present a new methodology to compute first-order Greeks for barrier options under the framework of path-dependent payoff functions with European, Lookback, or Asian type and with time-dependent trigger levels. In particular, we develop chain rules for Wiener path integrals between two curves that arise in the computation of first-order Greeks for barrier options. We also illustrate the effectiveness of our method through numerical examples.
2017/05/29
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Shuta Nakajima (Research Institute for Mathematical Sciences, Kyoto University)
The cardinality of infinite geodesics originating from zero in First Passage Percolation (JAPANESE)
Shuta Nakajima (Research Institute for Mathematical Sciences, Kyoto University)
The cardinality of infinite geodesics originating from zero in First Passage Percolation (JAPANESE)
2017/05/22
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Yoshihiro Tawara (National Institute of Technology, Nagaoka College)
Compactness of Markov and Shcroedinger semigroups (JAPANESE)
Yoshihiro Tawara (National Institute of Technology, Nagaoka College)
Compactness of Markov and Shcroedinger semigroups (JAPANESE)
2017/04/24
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Shigeki Aida (Graduate School of Mathematical Science, the University of Tokyo)
Rough differential equations containing path-dependent bounded variation terms (JAPANESE)
Shigeki Aida (Graduate School of Mathematical Science, the University of Tokyo)
Rough differential equations containing path-dependent bounded variation terms (JAPANESE)
2017/04/17
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
David Croydon (University of Warwick)
Scaling limits of random walks via resistance forms (ENGLISH)
David Croydon (University of Warwick)
Scaling limits of random walks via resistance forms (ENGLISH)
[ Abstract ]
In this talk, I will describe some recent work (partly joint with T. Kumagai, Kyoto University, and B. M. Hambly, University of Oxford) regarding scaling limits for random walks on spaces where the scaling limit of the associated resistance metric can be understood. This work is particularly applicable to "low-dimensional" graphs, whose scaling limits are trees and fractals, for example. It also gives a framework for understanding various time-changed processes on the spaces in question, such as those arising from Liouville Brownian motion, the Bouchaud trap model and the random conductance model.
In this talk, I will describe some recent work (partly joint with T. Kumagai, Kyoto University, and B. M. Hambly, University of Oxford) regarding scaling limits for random walks on spaces where the scaling limit of the associated resistance metric can be understood. This work is particularly applicable to "low-dimensional" graphs, whose scaling limits are trees and fractals, for example. It also gives a framework for understanding various time-changed processes on the spaces in question, such as those arising from Liouville Brownian motion, the Bouchaud trap model and the random conductance model.
2017/02/13
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Satoshi Yokoyama (Graduate school of mathematical sciences, the university of Tokyo)
Sharp interface limit for stochastically perturbed mass conserving Allen-Cahn equation
Satoshi Yokoyama (Graduate school of mathematical sciences, the university of Tokyo)
Sharp interface limit for stochastically perturbed mass conserving Allen-Cahn equation
2017/01/30
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Jun Misumi (Faculty of Science, Kochi University)
Jun Misumi (Faculty of Science, Kochi University)
2017/01/16
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)
Kazumasa Kuwada (School of science, Tokyo institute of technology)
Monotonicity and rigidity of the W-entropy on RCD (0,N) spaces (日本語)
2016/12/12
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Takuma Akimoto (Keio University)
Takuma Akimoto (Keio University)
2016/11/21
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Yukio Nagahata (Faculty of Engineering, Niigata University)
On scaling limit of a cost in adhoc network model
Yukio Nagahata (Faculty of Engineering, Niigata University)
On scaling limit of a cost in adhoc network model
2016/10/03
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Masato Hoshino (Graduate School of Mathematical Science, the University of Tokyo)
Coupled KPZ equations and complex-valued stochastic Ginzburg-Landau equation (日本語)
Masato Hoshino (Graduate School of Mathematical Science, the University of Tokyo)
Coupled KPZ equations and complex-valued stochastic Ginzburg-Landau equation (日本語)
2016/07/25
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Bin Xie (Department of Mathematical Sciences, Faculty of Science, Shinshu University)
Intermittent property of parabolic stochastic partial differential equations
Bin Xie (Department of Mathematical Sciences, Faculty of Science, Shinshu University)
Intermittent property of parabolic stochastic partial differential equations
2016/07/11
15:00-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Jin Feng (University of Kansas) 15:00-16:30
An introduction to Hamilton-Jacobi equation in the space of probability measures (English)
Jin Feng (University of Kansas) 15:00-16:30
An introduction to Hamilton-Jacobi equation in the space of probability measures (English)
[ Abstract ]
I will discuss Hamilton-Jacobi equation in the space of probability measures.
Two types of applications motivate the issue: one is from the probabilistic large deviation study of weakly interacting particle systems in statistical mechanics, another is from an infinite particle version of the variational formulation of Newtonian mechanics.
In creating respective well-posedness theories, two mathematical observations played important roles: One, the free-particle flow picture naturally leads to the use of the optimal mass transportation calculus. Two, there is a hidden symmetry (particle permutation invariance) for elements in the space of probability measures. In fact, the space of probability measures in this context is best viewed as an infinite dimensional quotient space. Using a natural metric, we are lead to some fine aspects of the optimal transportation calculus that connect with the metric space analysis and probability.
Time permitting, I will discuss an open issue coming up from the study of the Gibbs-Non-Gibbs transitioning by the Dutch probability community.
The talk is based on my past works with the following collaborators: Markos Katsoulakis, Tom Kurtz, Truyen Nguyen, Andrzej Swiech and Luigi Ambrosio.
Daishin Ueyama (Graduate School of Advanced Mathematical Sciences, Meiji University) 16:50-18:20I will discuss Hamilton-Jacobi equation in the space of probability measures.
Two types of applications motivate the issue: one is from the probabilistic large deviation study of weakly interacting particle systems in statistical mechanics, another is from an infinite particle version of the variational formulation of Newtonian mechanics.
In creating respective well-posedness theories, two mathematical observations played important roles: One, the free-particle flow picture naturally leads to the use of the optimal mass transportation calculus. Two, there is a hidden symmetry (particle permutation invariance) for elements in the space of probability measures. In fact, the space of probability measures in this context is best viewed as an infinite dimensional quotient space. Using a natural metric, we are lead to some fine aspects of the optimal transportation calculus that connect with the metric space analysis and probability.
Time permitting, I will discuss an open issue coming up from the study of the Gibbs-Non-Gibbs transitioning by the Dutch probability community.
The talk is based on my past works with the following collaborators: Markos Katsoulakis, Tom Kurtz, Truyen Nguyen, Andrzej Swiech and Luigi Ambrosio.
2016/07/04
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Nanba Ryuya (Graduate School of Natural Science and Technology, Okayama University)
Central limit theorems for non-symmetric random walks on nilpotent covering graphs
Nanba Ryuya (Graduate School of Natural Science and Technology, Okayama University)
Central limit theorems for non-symmetric random walks on nilpotent covering graphs
2016/06/13
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Yuki Tokushige (Research Institute for Mathematical Sciences, Kyoto University)
Jump processes on boudaries of random trees
Yuki Tokushige (Research Institute for Mathematical Sciences, Kyoto University)
Jump processes on boudaries of random trees
2016/05/30
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Takafumi Otsuka (Graduate school of science and engineering, Tokyo metropolitan university)
Takafumi Otsuka (Graduate school of science and engineering, Tokyo metropolitan university)
2016/05/23
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Fabrice Baudoin (Department of mathematics, Purdue university)
Sub-Riemannian diffusions on foliated manifolds
Fabrice Baudoin (Department of mathematics, Purdue university)
Sub-Riemannian diffusions on foliated manifolds
[ Abstract ]
We study the horizontal diffusion of a totally geodesic Riemannian foliation. We particularly focus on integration by parts formulas on the path space of the diffusion and present several heat semigroup gradient bounds as a consequence. Connections with a generalized sub-Riemannian curvature dimension inequality are made.
We study the horizontal diffusion of a totally geodesic Riemannian foliation. We particularly focus on integration by parts formulas on the path space of the diffusion and present several heat semigroup gradient bounds as a consequence. Connections with a generalized sub-Riemannian curvature dimension inequality are made.
2016/05/16
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Hiroshi Matano (Graduate School of Mathematical Sciences, the university of Tokyocho)
Generation and propagation of fine transition layers for the Allen-Cahn equation with mild noise
Hiroshi Matano (Graduate School of Mathematical Sciences, the university of Tokyocho)
Generation and propagation of fine transition layers for the Allen-Cahn equation with mild noise
2016/05/09
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Yosuke Kawamoto (Graduate school of Mathematics, Kyushu university)
Yosuke Kawamoto (Graduate school of Mathematics, Kyushu university)
2016/04/25
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Shuta Nakajima (Research institute for mathematical sciences)
Concentration results for directed polymer with unbouded jumps
Shuta Nakajima (Research institute for mathematical sciences)
Concentration results for directed polymer with unbouded jumps
2016/04/18
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Kai Lee (Graduate School of Mathematical Sciences, the university of Tokyo)
Sharp interface limit for one-dimensional stochastic Allen-Cahn equation with Dirichlet boundary condition
Kai Lee (Graduate School of Mathematical Sciences, the university of Tokyo)
Sharp interface limit for one-dimensional stochastic Allen-Cahn equation with Dirichlet boundary condition
2016/02/08
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Hirofumi Osada (Graduate School of Mathematics, Kyushu University)
Dynamical rigidity of stochastic Coulomb systems
Hirofumi Osada (Graduate School of Mathematics, Kyushu University)
Dynamical rigidity of stochastic Coulomb systems
2016/02/01
16:50-18:20 Room #270 (Graduate School of Math. Sci. Bldg.)
Kohei Soga (Faculty of Science and Technology, Keio University)
Kohei Soga (Faculty of Science and Technology, Keio University)
2016/01/25
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Atsushi Nakayasu (Graduate School of Mathematical Sciences, The University of Tokyo)
Hamilton-Jacobi equations in metric spaces
Atsushi Nakayasu (Graduate School of Mathematical Sciences, The University of Tokyo)
Hamilton-Jacobi equations in metric spaces
