세미나 및 콜로퀴엄

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구글 Calendar나 iPhone 등에서 구독하면 세미나 시작 전에 알림을 받을 수 있습니다.

Stochastic models of chemical reactions are of interest when considering chemical systems in which the stochastic effects are important. Examples of such systems in mathematical biology are frequent both in molecular- and population-level models (e.g., gene transcription or onset of an epidemic). In this talk I will give a brief introduction to the theory of Markovian stochastic reaction networks and describe some of the examples of its application. This talk will be understandable by undergraduate students who has a basic probability background.

Host: 김재경     영어     2018-10-09 01:03:31

It has been established now that long range dependence of stationary infinitely processes is strongly related to ergodic-theoretical properties of the shift operatior acting on its L'evy measure. We discuss one case in which these ideas can can be extended to stationary infinitely divisible random flelds.

Host: Paul Jung     영어     2018-09-14 11:14:01

In this talk, I will present a recent joint work with I.-J. Jeong on the issue of ill- and wellposedness for the incompressible Hall magnetohydrodynamic (MHD) equation without resistivity. This PDE is a fluid description of plasmas, where the effect of collisions is neglected (no resistivity), while the motion of electrons relative to ions (Hall current term) is taken into account. The Hall current term endows the magnetic field equation with a quasilinear dispersive character, which is key to our mechanism for both illposedness and wellposedness.

Host: 권순식     미정     2018-10-25 14:02:09
Katz and Sarnak proposed a conjecture that the behavior of low-lying zeros of L-functions in a family
is determined by classical matrix groups such as the orthogonal matrix group. There are abundant evidences
which supports the conjecture. In this talk, we compute the n-level density for the family of cubic Dirichlet characters.
Furthermore, we compare the one-level density with the prediction by the Ratios conjecture.

Host: Bo-Hae Im     미정     2018-08-08 08:05:18

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform statistical arbitrage, where all agents filter the latent states of the world, and their trading actions have permanent and temporary price impact. This leads to a large stochastic game with heterogeneous agents. We solve the stochastic game by investigating its mean-field game (MFG) limit, with sub-populations of heterogenous agents, and, using a convex analysis approach, we show that the solution is characterized by a vector-valued forward-backward stochastic differential equation (FBSDE). We demonstrate that the FBSDE admits a unique solution, obtain it in closed-form, and characterize the optimal behaviour of the agents in the MFG equilibrium. Moreover, we prove the MFG equilibrium provides an -Nash equilibrium for the finite player game. We conclude by illustrating the behaviour of agents using the optimal MFG strategy through simulated examples.

Host: 최건호     영어     2018-10-01 10:15:15

Symplectic geometry has one of its origins in Hamiltonian dynamics. In the late 60s Arnold made a fundamental conjecture about the minimal number of periodic orbits of Hamiltonian vector fields. This is a far-reaching generalization of Poincaré's last geometric theorem and completely changed the field of symplectic geometry. In the last 30 years symplectic geometry has been tremendously developed due to the theory of holomorphic curves by Gromov and Floer homology theory by Floer. I will give a gentle introduction to the field of symplectic geometry and explain how modern methods give rise to existence results for periodic orbits and discover rigidity phenomena in symplectic geometry.

Host: 백형렬     한국어     2018-08-22 11:28:51

TBA

Host: 최건호     영어     2018-10-01 10:14:13

One of the most fundamental questions in representation theory asks for a description of the simple representations. I will give an introduction to this problem with an emphasis
on the representation theory of Lie groups and algebras.
A recurring theme is the appearance of geometric techniques in seemingly algebraic problems. I will also emphasise the important role played by invariant forms and signature.

Host: 이용남     영어     2018-10-01 14:33:51

One of the most fundamental questions in representation theory asks for a description of the simple representations. I will give an introduction to this problem with an emphasis
on the representation theory of Lie groups and algebras.
A recurring theme is the appearance of geometric techniques in seemingly algebraic problems. I will also emphasise the important role played by invariant forms and signature.

Host: 이용남     영어     2018-10-01 14:35:01

Recently, the study on particle-
uid system is gathering a lot of attentions due
to their applications, for example, in the study of sedimentation phenomena,
fuel injector in engines, and compressibility of droplets of the spray, etc. In this
talk, we discuss the global existence of weak solutions for the system consisting
of the BGK model of Boltzmann equation and incompressible Navier-Stokes
equations coupled through a drag forcing term.

미정     2018-10-15 11:03:56

We are interested in the asymptotic behavior of a ground state vector solution
for the following coupled nonlinear Schrodinger system
8<
:
u1 􀀀 1u1 + 11(u1)3 + 12u1(u2)2 􀀀 13u1(u3)2 = 0
u2 􀀀 2u2 + 21(u1)2u2 + 22(u2)3 􀀀 23u2(u3)2 = 0
u3 􀀀 3u3 􀀀 31(u1)2u3 􀀀 32(u2)2u3 + 33(u3)3 = 0
in
and @ui
@n = 0 on @
when ; > 0 are very large. We will see the existence of a ground
state vector solution for the system when ; are large and satisfy some relation. Then we
also see the asymptotic behavior of the solution as ; ! 1 under an additional condition.

미정     2018-10-15 11:02:34

In this talk, we are going to discuss about the well-posedness theory of dispersive equations (KdV- and
NLS-type equations) posed on T, via analytic methods. I am going to brie
y explain some notions and
methodologies required to study the (low regularity) well-posedness problems. And then, I will show the
main di erence of analysis on between non-periodic and periodic boundary conditions, and will explain
how to deal some typical, but signi cant, phenomena arising in the periodic problems. We are, precisely,
going to consider fth-order (modi ed) KdV, higher-order Kawahara, fourth-order NLS and modi ed
Kawahara equations, and mainly show the Global well-posedness of the modi ed Kawahara in L2(T).

미정     2018-10-15 11:05:53

Existence and symmetric properties of solutions to the Neumann problem of Hardy-Sobolev equation with Hardy potential

미정     2018-10-15 11:08:10

We say a subgraph $H$ of an edge-colored graph is rainbow if all edges in $H$ has distinct colors. The concept of rainbow subgraphs generalizes the concept of transversals in latin squares. In this talk, we discuss how these concepts are related and we introduce a result regarding approximate decompositions of graphs into rainbow subgraphs. This has implications on transversals in latin square. It is based on a joint work with K"uhn, Kupavskii and Osthus.

Host: 엄상일     미정     2018-10-02 13:37:21

Graphs are mathematical structures used to model pairwise relations between objects. Graph decomposition problems ask to partition the edges of large/dense graphs into small/sparse graphs. In this talk, we introduce several famous graph decomposition problems, related puzzles and known results on the problems.

Host: 엄상일     미정     2018-10-02 13:49:43

Given an action of a finite group G on an affine space A^n, the quotient variety A^n/G have been a subject of interest for over a century, partially motivated by Noether's problem concerning its rationality. Weaker properties of this variety were extensively studied, relating it to the Inverse Galois problem, parametrization of Galois extensions and essential dimension. One of its weakest possible properties, (very) weak approximation, is the subject of a more recent conjecture by Colliot-Th\'el\`ene. We shall discuss the above rationality properties, the conjecture, and the (recent) progress towards it.

Host: 쾨니히요아임     영어     2018-08-22 11:27:31

Modern high-throughput technologies provide information about high dimensional features in biomedical research. These biological entities are often related to each other. When characterized well, an inferred network can lead to useful insights to researchers. However, a graph/network estimation problem becomes challenging due to the nonlinearity and outliers. In this talk, I will discuss recent network estimation approaches that address these challenges by modeling conditional medians with non-parametric methods.

Host: 김성호     미정     2018-10-02 09:43:57

High-dimensional count datasets often occur in biomedical studies where gene expression levels are measured through the RNA-sequencing technology. Although the sequencing is more promising than microarrays, the data analysis becomes more involved because the Gaussian assumption cannot be made. Besides, more refined modeling of the count data often involves many approximations, making it less appropriate for small sample problems. In this talk, I will discuss the challenges and opportunities in analyzing high-dimensional count data with various examples.

Host: 김성호     미정     2018-10-02 09:48:03

Spatial sampling is particularly important for environmental statistics. A simple reasoning developed in Grafström and Tillé (2013) shows that under a self-correlated linear model, it is more efficient to select a well-spread sample in space. If we select two neighbouring units in a sample, we will tend to collect partially redundant information. Grafström and Lundström (2013) discuss at length the concept of spreading, also known as spatial balancing and its implication on estimation.  The Generalized Random Tesselation Sampling GRTS design has been proposed by Stevens Jr. and Olsen (1999, 2004, 2003) to select spread samples. The pivotal method has been proposed by Deville and Tillé (2000). Grafström et al. (2012) proposed to use the pivotal method for spatial sampling. This method, called the local pivotal method, consists, at each step, in comparing two neighboring units. If the probability of one of these two units is increased, the probability of the other is decreased, which induces a repulsion between the units. The natural extension of this idea is to confront a group of units. The local pivot method was generalized by Grafström and Tillé (2013) to provide samples that are both well-balanced in space and balanced on the totals of the auxiliary variables. This method is called the local cube method. We also propose a new method that enables us to select spreader samples that all existing methods and allows the construction of periodic sampling plans when these plans exist.

Host: 김재광     영어     2018-08-22 11:26:01

M. Krasner introduced a notion of valued hyperfield analogous to a valued field with a multivalued addition operation, and used it to do a theory of limits of local fields. P. Deligne did the theory of limits of local fields in a different way by defining a notion of triple, which consists of truncated discrete valuation rings and some additional data. Typical examples of a valued hyperfields and truncated discrete valuation rings are the $n$-th valued hyper field, which is quotient of a valued field by a multiplicative subgroup of the form +m^n$, where$m$is the maximal ideal of a valuation ring, and the$n$-th residue ring, which is a quotient of a valuation ring by the$n$-th power of the maximal ideal.J. Tolliver showed that discrete valued hyperfields and triples are essentially same, stated by P. Deligne without a proof. W. Lee and the author showed that given complete discrete valued fields of mixed characteristic with perfect residue fields, any homomorphism between the$n$-th residue rings of the valued fields is lifted to a homomorphism between the valued fields for large enough$n$. This lifting process is functorial. Motivated by above results, we show that given complete discrete valued fields of mixed characteristic with perfect residue fields, any homomorphism between the$n$-th valued hyperfields of the valued fields can be lifted to a homomorphism between the valued fields for large enough$n$, which is functorial. We also compute an upper bound of such a minimal$n$effectively depending only on the ramification index. Most of all, any homomorphism between the first valued hyperfields of valued fields is uniquely lifted to a homomorphism between the valued fields in the case of tamely ramified valued fields. From this lifting result, we prove a relative completeness AKE-theorem via valued hyperfields for finitely ramified valued fields with perfect residue fields. Host: Bo-Hae Im 미정 2018-08-08 08:03:53 Any structure whose language is finite has a model of graph theory which is bi-interpretable with it. From this idea, Mekler further developed a way of interpreting a model into a group. This Mekler's construction preserves various model-theoretic properties such as stability, simplicity, and NTP2, thus helps us find new group examples in model theory. In this talk, I will introduce to you what Mekler's construction is and briefly show that this preserves NTP1. Host: 엄상일 미정 2018-09-21 09:29:37 We consider Lipschitz percolation in d + 1 dimensions above planes tilted by an angle$\gamma$along one or several coordinate axes. In particular, we discuss the asymptotics of the critical probability as d goes to infinity as well as$\gamma$going to$\pi/4\$.

Host: Paul Jung     영어     2018-09-13 17:03:27

We consider the problem of community detection or clustering in the labeled Stochastic Block Model (LSBM) with a finite number K of clusters of sizes linearly growing with the global population of items n. Every pair of items is labeled independently at random, and label ℓ appears with probability p(i,j,ℓ) between two items in clusters indexed by i and j, respectively. The objective is to reconstruct the clusters from the observation of these random labels. Clustering under the SBM and their extensions has attracted much attention recently. Most existing work aimed at characterizing the set of parameters such that it is possible to infer clusters either positively correlated with the true clusters, or with a vanishing proportion of misclassified items, or exactly matching the true clusters. We find the set of parameters such that there exists a clustering algorithm with at most smisclassified items in average under the general LSBM and for any s=o(n), which solves one open problem raised in Abbe et al 2015. We further develop an algorithm, based on simple spectral methods, that achieves this fundamental performance limit within O(n polylog(n)) computations and without the a-priori knowledge of the model parameters.

Host: 황강욱     한국어     2018-08-22 11:24:40

In this paper we study the fast computation of the lower and upper bounds on the value function for utility maximization under the Heston stochastic volatility model with general utility functions. It is well known there is a closed form solution of the HJB equation for power utility due to its homothetic property. It is not possible to get closed form solution for general utilities and there is little literature on the numerical scheme to solve the HJB equation for the Heston model. In this paper we propose an efficient dual control Monte Carlo method for computing tight lower and upper bounds of the value function. We identify a particular form of the dual control which leads to the closed form upper bound for a class of utility functions, including power, non-HARA and Yarri utilities. Finally, we perform some numerical tests to see the efficiency, accuracy, and robustness of the method. The numerical results support strongly our proposed scheme. (Joint work with W.Y. Li and J.T. Ma)

Host: 최건호     미정     2018-09-18 08:37:06

Shimura varieties, which are generalisations of modular curves, have been intensely studied in recent decades with strong motivations from the Langlands programme. For applications in number theory, it is very important to study the mod p reductions of Shimura varieties for primes p. One way to study is via stratifying mod p Shimura varieties and analysing them stratum by stratum, and among them the Newton stratification has been studied very exhaustively by Frans Oort, Elena Mantovan, etc. In this talk, I will introduce my recent work on the structure of Newton strata of a certain general class of Shimura varieties (some of which is joint work with Paul Hamacher), generalising the earlier work of Oort and Mantovan. We will start by reviewing the Newton stratification in the simplest case of modular curves and Siegel modular varieties. If time permits, I’d like to explain the link between the geometry of Newton strata and the Langlands programme.

Host: 임보해     영어     2018-09-07 10:01:59

The celebrated conjecture of Birch and Swinnerton-Dyer (or the BSD conjecture) claims that the arithmetic of an elliptic curve over the field of rational numbers is encoded in the associated L-function in some prescribed way. Although there have been many important progresses in some special cases, the conjecture remains wide open in general.

The BSD conjecture has a “geometric analogue”; namely, for elliptic curves over the field of rational functions in one variable over a finite field (and finite extensions thereof). The geometric analogue of BSD conjecture was formulated by John Tate, perhaps in an attempt to provide more theoretical evidence to the BSD conjecture over number fields. Also, there are more techniques (from geometry) to tackle the geometric analogue of BSD conjecture.

In this colloquium talk, I will outline the statement and the ‘early history' of the BSD conjecture and its geometric analogue, and conclude the talk with some recent developments in the geometric BSD conjecture and its equivariant refinement, which is joint work with David Burns and Mahesh Kakde.

Host: 임보해     영어     2018-09-07 10:04:24

The present work is devoted to construction of optimal quadrature formulas in the sense of Sard
and optimal interpolation formulas, and calculation of estimations of their errors in Hilbert spaces.
Here the main aim is to get explicit forms for coefficients of optimal formulas
using discrete analogs of differential operators.

Host: 이창옥     영어     2018-09-13 13:58:42

One of the cornerstones of extremal graph theory is a result of Füredi, later reproved and given due prominence by Alon, Krivelevich and Sudakov, saying that if H is a bipartite graph with maximum degree r on one side, then there is a constant C such that every graph with n vertices and C n2 – 1/r edges contains a copy of H. This result is tight up to the constant when H contains a copy of Kr,s with s sufficiently large in terms of r. We conjecture that this is essentially the only situation in which Füredi’s result can be tight and prove this conjecture for r = 2. More precisely, we show that if H is a C4-free bipartite graph with maximum degree 2 on one side, then there are positive constants C and δ such that every graph with n vertices and C n3/2 – δ edges contains a copy of H. This answers a question by Erdős from 1988. The proof relies on a novel variant of the dependent random choice technique which may be of independent interest. This is joint work with David Conlon.

Host: 엄상일     미정     2018-09-14 09:21:14

In part I, we present a short overview of typical data science (DS) and machine learning (ML) projects in Silicon Valley tech companies, using problems in transportation science and online advertising industry as examples.

In part II, we present a few ways statisticians can contribute to the success of such projects, and how they can be more equipped to make positive impacts.

In part III, we present a case study in anomaly detection, a massive-scale learning problem that is central to many applications in many businesses and science. We explore some of the challenges including modeling, scaling, methods for assessing and visualizing performance, probability calibration, and automated monitoring.

Host: 김재광     미정     2018-08-27 11:10:43

The infamous Erdős-Szekeres conjecture, posed in 1935, states that the minimum number ES(n) of points on a plane in general position (that is, no three colinear points) that guarantees a subset of n points in convex position is equal to 2(n-2) + 1. Despite many years of effort, the upper bound of ES(n) had not been better than O(4n – o(n)) until Suk proved the groundbreaking result ES(n)≤2n+o(n) in 2016.

In this talk, we focus on a variant of this problem by Erdős, Tuza and Valtr regarding the number ETV(a, b, n) of points needed to force either an a-cup, b-cap or a convex n-gon for varying a, b and n. They showed ETV(a, b, n) > sum_{i=n-b}^{a-2} binom{n}{i-2} by supplying a set of points with no a-cup, b-cap nor a n-gon of that many number, and conjectured that the inequality cannot be improved. Due to their construction, the conjecture is in fact equivalent to the Erdős-Szekeres conjecture. However, even the simplest equality ETV(4, n, n) = binom{n+1}{2} + 1, which must be true if the Erdős-Szekeres conjecture is, has not been verified yet. To the best of our knowledge, the bound ETV(4, n, n) ≤ binom{n + 2}{2} – 1, mentioned by Balko and Valtr in 2015, is currently the best bound known in literature.
The talk is divided into two parts. First, we introduce the mentioned works on the Erdős-Szekeres conjecture and observe that the argument of Suk can be directly adapted to prove an improved bound of ETV(a, n, n). Then we show the bound ETV(4, n, n) ≤ binom{n+2}{2} – C sqrt{n} for a fixed constant C>0, improving the previously known best bound of Balko and Valtr.
Host: 엄상일     미정     2018-09-03 09:24:09
Host: 이용남     한국어     2018-08-16 09:11:36
Host: 이용남     한국어     2018-08-16 09:13:06

Counting problems on sets of integers with additive constraints have been extensively studied. In contrast, the counting problems for sets with multiplicative constraints remain largely unexplored. In this talk, we will discuss two such recent results, one on primitive sets and the other on multiplicative Sidon sets. Based on joint work with Peter Pach, and with Peter Pach and Richard Palincza.

Host: 엄상일     미정     2018-08-28 09:43:38