Georgia Institute of Technology College of Sciences

Valuations are finitely additive measures on convex compact subsets of a finite dimensional vector space. The theory of valuations originates in convex geometry. Valuations continuous in the Hausdorff metric play a special role, and we will concentrate in the talk on this class of valuations. In recent years there was a considerable progress in the theory and its applications. We will describe some of the progress with particular focus on the multiplicative structure on valuations and its applications to kinematic formulas of integral geometry.

It is anticipated that chaotic regimes (characterized by, e.g., sensitivity with respect to initial conditions and loss of memory) arise in a wide variety of dynamical systems, including those arising from the study of ensembles of gas particles and fluid mechanics. However, in most cases the problem of rigorously verifying asymptotic chaotic regimes is notoriously difficult. For volume-preserving systems (e.g., incompressible fluid flow or Hamiltonian systems), these issues are exemplified by coexistence phenomena: even in quite simple models which should be chaotic, e.g. the Chirikov standard map, completely opposite dynamical regimes (elliptic islands vs. hyperbolic sets) can be tangled together in phase space in a convoluted way.

Recent developments have indicated, however, that verifying chaos is tractable for systems subjected to a small amount of noise— from the perspective of modeling, this is not so unnatural, as the real world is inherently noisy. In this talk, I will discuss two recent results: (1) a large positive Lyapunov exponent for (extremely small) random perturbations of the Chirikov standard map, and (2) a positive Lyapunov exponent for the Lagrangian flow corresponding to various incompressible stochastic fluids models, including stochastic 2D Navier-Stokes and 3D hyperviscous Navier-Stokes on the periodic box. The work in this talk is joint with Jacob Bedrossian, Samuel Punshon-Smith, Jinxin Xue and Lai-Sang Young.

Since Erdős–Rényi introduced random graphs in 1959, two closely related models for random graphs have been extensively studied. In the G(n,m) model, a graph is chosen uniformly at random from the collection of all graphs that have n vertices and m edges. In the G(n,p) model, a graph is constructed by connecting each pair of two vertices randomly. Each edge is included in the graph G(n,p) with probability p independently of all other edges. Researchers have studied when the random graph G(n,m) (or G(n,p), resp.) satisfies certain properties in terms of n and m (or n and p, resp.). If G(n,m) (or G(n,p), resp.) satisfies a property with probability close to 1, then one may say that a `typical graph’ with m edges (or expected edge density p, resp.) on n vertices has the property. Random graphs and their variants are also widely used to prove the existence of graphs with certain properties. In this talk, two problems for these categories will be discussed. First, a new approach will be introduced for the problem of the emergence of a giant component of G(n,p), which was first considered by Erdős–Rényi in 1960. Second, a variant of the graph process G(n,1), G(n,2), …, G(n,m), … will be considered to find a tight lower bound for Ramsey number R(3,t) up to a constant factor. (No prior knowledge of graph theory is needed in this talk.)