Cambridge

How can one guarantee the presence of an oriented four-cycle in an oriented graph G? We shall see, that one way in which this can be done, is to demand that G contains no large `biased. subgraphs; where a `biased. subgraph simply means a subgraph whose orientation exhibits a strong bias in one direction.

Furthermore, we discuss the concept of biased subgraphs from another standpoint, asking: how can an oriented graph best avoid containing large biased subgraphs? Do random oriented graphs give the best examples? The talk is partially based on joint work with Omid Amini and Florian Huc.

In this talk, we present an extension of the theory of rough paths to partial differential equations. This allows a robust approach to stochastic partial differential equations, and in particular we can replace Brownian motion by more general Gaussian and Markovian noise. Support theorems and large deviation statements all become easy corollaries of the corresponding statements of the driving process. This is joint work with Peter Friz in Cambridge.

The theory of risk measurement has been extensively developed over the past ten years or so, but there has been comparatively little effort devoted to using this theory to inform portfolio choice. One theme of this paper is to study how an investor in a conventional log-Brownian market would invest to optimize expected utility of terminal wealth, when subjected to a bound on his risk, as measured by a coherent law-invariant risk measure. Results of Kusuoka lead to remarkably complete expressions for the solution to this problem.

The second theme of the paper is to discuss how one would actually manage (not just measure) risk. We study a principal/agent problem, where the principal is required to satisfy some risk constraint. The principal proposes a compensation package to the agent, who then optimises selfishly ignoring the risk constraint. The principal can pick a compensation package that induces the agent to select the principal's optimal choice.

I will start by reviewing the current status of the stability

problem for black holes in general relativity. In the second part of the

talk I will focus on a particular (symmetry) class of five-dimensional

dynamical black holes recently introduced by Bizon et al as a model to

study gravitational collapse in vacuum. In this context I state a recent

result establishing the asymptotic stability of the five dimensional

Schwarzschild metric with respect to vacuum perturbations in the given

class.

We call a family of permutations A in Sn 'intersecting' if any two permutations in A agree in at least one position. Deza and Frankl observed that an intersecting family of permutations has size at most (n-1)!; Cameron and Ku proved that equality is attained only by families of the form {σ in Sn: σ(i)=j} for i, j in [n].

We will sketch a proof of the following `stability' result: an intersecting family of permutations which has size at least (1-1/e + o(1))(n-1)! must be contained in {σ in Sn: σ(i)=j} for some i,j in [n]. This proves a conjecture of Cameron and Ku.

In order to tackle this we first use some representation theory and an eigenvalue argument to prove a conjecture of Leader concerning cross-intersecting families of permutations: if n >= 4 and A,B is a pair of cross-intersecting families in Sn, then |A||B|

Cover a plane with curves, one curve through each point

in each direction. How can you tell whether these curves are

the geodesics of some metric?

This problem gives rise to a certain closed system of partial

differential equations and hence to obstructions to finding such a

metric. It has been an open problem for at least 80 years. Surprisingly

it is harder in two dimensions than in higher dimensions. I shall present

a solution obtained jointly with Robert Bryant and Mike Eastwood.