Wed, 13 Nov 2024
11:00
L4

Flow equation approach for the stochastic Burgers equation

Andrea Pitrone
(Mathematical Institute)
Abstract

I will present the basic idea of the flow equation approach developed by Paweł Duch to study singular stochastic partial differential equations. In particular, I will show how it can be used to prove the existence of a solution of the stochastic Burgers equation on the one-dimensional torus.

Wed, 23 Oct 2024
11:00
L4

Weak coupling limit for polynomial stochastic Burgers equations in $2d$

Da Li
(Mathematical Institute)
Abstract

We explore the weak coupling limit for stochastic Burgers type equation in critical dimension, and show that it is given by a Gaussian stochastic heat equation, with renormalised coefficient depending only on the second order Hermite polynomial of the nonlinearity. We use the approach of Cannizzaro, Gubinelli and Toninelli (2024), who treat the case of quadratic nonlinearities, and we extend it to polynomial nonlinearities. In that sense, we extend the weak universality of the KPZ equation shown by Hairer and Quastel (2018) to the two dimensional generalized stochastic Burgers equation. A key new ingredient is the graph notation for the generator. This enables us to obtain uniform estimates for the generator. This is joint work with Nicolas Perkowski.

Tue, 03 Dec 2024

14:00 - 15:00
L4

A Zarankiewicz problem in tripartite graphs

Freddie Illingworth
(University College London)
Abstract

In 1975, Bollobás, Erdős, and Szemerédi asked the following Zarankiewicz-type problem. What is the smallest $\tau$ such that an $n \times n \times n$ tripartite graph with minimum degree $n + \tau$ must contain $K_{t, t, t}$? They further conjectured that $\tau = O(n^{1/2})$ when $t = 2$.

I will discuss our proof that $\tau = O(n^{1 - 1/t})$ (confirming their conjecture) and an infinite family of extremal examples. The bound $O(n^{1 - 1/t})$ is best possible whenever the Kővári-Sós-Turán bound $\operatorname{ex}(n, K_{t, t}) = O(n^{2 - 1/t})$ is (which is widely-conjectured to be the case).

This is joint work with Francesco Di Braccio (LSE).

Tue, 19 Nov 2024

14:00 - 15:00
L4

Tight general bounds for the extremal number of 0-1 matrices

Oliver Janzer
(University of Cambridge)
Abstract

A zero-one matrix $M$ is said to contain another zero-one matrix $A$ if we can delete some rows and columns of $M$ and replace some 1-entries with 0-entries such that the resulting matrix is $A$. The extremal number of $A$, denoted $\operatorname{ex}(n,A)$, is the maximum number of 1-entries that an $n\times n$ zero-one matrix can have without containing $A$. The systematic study of this function for various patterns $A$ goes back to the work of Furedi and Hajnal from 1992, and the field has many connections to other areas of mathematics and theoretical computer science. The problem has been particularly extensively studied for so-called acyclic matrices, but very little is known about the general case (that is, the case where $A$ is not necessarily acyclic). We prove the first asymptotically tight general result by showing that if $A$ has at most $t$ 1-entries in every row, then $\operatorname{ex}(n,A)\leq n^{2-1/t+o(1)}$. This verifies a conjecture of Methuku and Tomon.

Our result also provides the first tight general bound for the extremal number of vertex-ordered graphs with interval chromatic number two, generalizing a celebrated result of Furedi, and Alon, Krivelevich and Sudakov about the (unordered) extremal number of bipartite graphs with maximum degree $t$ in one of the vertex classes.

Joint work with Barnabas Janzer, Van Magnan and Abhishek Methuku.

Tue, 05 Nov 2024

14:00 - 15:00
L4

Rainbow Hamilton cycles

Julia Böttcher
(London School of Economics)
Abstract

In a graph $H$ whose edges are coloured (not necessarily properly) a rainbow copy of a graph $G$ is a (not necessarily induced) subgraph of $H$ that is isomorphic to $G$ and whose edges are all coloured differently. In this talk I will explain why the problem of finding such rainbow copies is interesting, survey what we know, concentrating mainly on the case where $G$ is a Hamilton cycle, and then tell you a bit about a new result about finding rainbow Hamilton cycles resiliently in random graphs (which is joint work with Peter Allen and Liana Yepremyan).

Tue, 29 Oct 2024

14:00 - 15:00
L4

Lower tails for triangle counts in the critical window

Matthew Jenssen
(King's College London)
Abstract

The classical lower-tail problem for triangles in random graphs asks the following: given $\eta\in[0,1)$, what is the probability that $G(n,p)$ contains at most $\eta$ times the expected number of triangles?  When $p=o(n^{-1/2})$ or $p = \omega(n^{-1/2})$ the asymptotics of the logarithm of this probability are known via Janson's inequality in the former case and regularity or container methods in the latter case.

We prove for the first time asymptotic formulas for the logarithm of the lower tail probability when $p=c n^{-1/2}$ for $c$ constant.  Our results apply for all $c$ when $\eta \ge 1/2$ and for $c$  small enough when $\eta < 1/2$.  For the special case $\eta=0$ of triangle-freeness, our results prove that a phase transition occurs as $c$ varies (in the sense of a non-analyticity of the rate function), while for $\eta \ge 1/2$ we prove that no phase transition occurs.

Our method involves ingredients from algorithms and statistical physics including rapid mixing of Markov chains and the cluster expansion.  We complement our asymptotic formulas with efficient algorithms to approximately sample from $G(n,p)$ conditioned on the lower tail event.

Joint work with Will Perkins, Aditya Potukuchi and Michael Simkin.

Tue, 22 Oct 2024

14:00 - 15:00
L4

Exponential Improvement for Multicolour Ramsey

Eoin Hurley
(University of Oxford)
Abstract

We give an exponential improvement on the upper bound for the $r$-colour diagonal Ramsey number for all $r$. The proof relies on geometric insights and offers a simplified proof in the case of $r=2$.

Joint Work with: Paul Ballister, Béla Bollobás, Marcelo Campos, Simon Griffiths, Rob Morris, Julian Sahasrabudhe and Marius Tiba.

Tue, 15 Oct 2024

14:00 - 15:00
L4

Spanning spheres in Dirac hypergraphs

Alp Müyesser
(University of Oxford)
Abstract

We show that an $n$-vertex $k$-uniform hypergraph, where all $(k-1)$-subsets that are supported by an edge are in fact supported by at least $n/2+o(n)$ edges, contains a spanning $(k-1)$-dimensional sphere. This generalises Dirac's theorem, and confirms a conjecture of Georgakopoulos, Haslegrave, Montgomery, and Narayanan. Unlike typical results in the area, our proof does not rely on the absorption method or the regularity lemma. Instead, we use a recently introduced framework that is based on covering the vertex set of the host hypergraph with a family of complete blow-ups.

This is joint work with Freddie Illingworth, Richard Lang, Olaf Parczyk, and Amedeo Sgueglia.

Wed, 16 Oct 2024
11:00
L4

Large Values and Moments of the Riemann Zeta Function

Louis-Pierre Arguin
(Mathematical Institute)
Abstract

I will explain the recent techniques developed with co-authors to obtain fine estimates about the large values of the Riemann zeta functions on the critical line. An emphasis will be put on the ideas originating from statistical mechanics and large deviations that may be of general interest for a stochastic analysis audience. No number theory knowledge will be assumed!

Thu, 17 Oct 2024
16:00
L4

Risk, utility and sensitivity to large losses

Dr Nazem Khan
(Mathematical Institute)
Further Information

Please join us for refreshments outside the lecture room from 15:30.

Abstract
Risk and utility functionals are fundamental building blocks in economics and finance. In this paper we investigate under which conditions a risk or utility functional is sensitive to the accumulation of losses in the sense that any sufficiently large multiple of a position that exposes an agent to future losses has positive risk or negative utility. We call this property sensitivity to large losses and provide necessary and sufficient conditions thereof that are easy to check for a very large class of risk and utility functionals. In particular, our results do not rely on convexity and can therefore also be applied to most examples discussed in the recent literature, including (non-convex) star-shaped risk measures or S-shaped utility functions encountered in prospect theory. As expected, Value at Risk generally fails to be sensitive to large losses. More surprisingly, this is also true of Expected Shortfall. By contrast, expected utility functionals as well as (optimized) certainty equivalents are proved to be sensitive to large losses for many standard choices of concave and nonconcave utility functions, including S-shaped utility functions. We also show that Value at Risk and Expected Shortfall become sensitive to large losses if they are either properly adjusted or if the property is suitably localized.

 
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