E. Lorist
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8 records found
1
The neighbour-sum problem on graphs
For which graphs does there exist a non-trivial solution?
This thesis investigates the neighbour-sum problem for several classes of graphs using techniques from spectral graph theory, linear algebra, and Fourier analysis on finite groups. Complete characterizations are obtained for path graphs and cycle graphs through explicit formulas for their spectra. These results are extended to Cayley graphs over finite abelian groups, yielding explicit eigenvalue conditions for circulant graphs in terms of group characters. For trees, theoretical results are derived for several special families, including stars, double stars, and caterpillar trees, and an asymptotic result shows that the proportion of solvable trees tends to one as the number of vertices increases.
In addition, computational experiments were performed on all non-isomorphic trees with up to twenty vertices and on connected circulant graphs of small order. The experiments reveal how structural properties such as the number of leaves, maximum degree, diameter, and generating set influence solvability, and suggest that larger trees are increasingly likely to admit non-trivial solutions. Together, the theoretical and computational results provide insight into the relationship between graph structure and the existence of neighbour-sum assignments. ...
This thesis investigates the neighbour-sum problem for several classes of graphs using techniques from spectral graph theory, linear algebra, and Fourier analysis on finite groups. Complete characterizations are obtained for path graphs and cycle graphs through explicit formulas for their spectra. These results are extended to Cayley graphs over finite abelian groups, yielding explicit eigenvalue conditions for circulant graphs in terms of group characters. For trees, theoretical results are derived for several special families, including stars, double stars, and caterpillar trees, and an asymptotic result shows that the proportion of solvable trees tends to one as the number of vertices increases.
In addition, computational experiments were performed on all non-isomorphic trees with up to twenty vertices and on connected circulant graphs of small order. The experiments reveal how structural properties such as the number of leaves, maximum degree, diameter, and generating set influence solvability, and suggest that larger trees are increasingly likely to admit non-trivial solutions. Together, the theoretical and computational results provide insight into the relationship between graph structure and the existence of neighbour-sum assignments.
Critical Exponents in Long-Range Percolation
Theory and estimation
In this thesis we study the long-range percolation model on Zd, where each pair of vertices x, y ∈ Zd form a connection with probability 1 − exp(−βJ(x, y)), and J(x, y) decays asymptotically with the form ∥x − y∥−dα. The parameter α > 0 is fixed, while β can be varied. This model is an extension of the classical Bernoulli bond percolation model allowing the modeling of connection phenomena where long-distance connections play a crucial role. In this paper we study the critical value βc, the percolation probability θ(β) = Pβ (|K0| = ∞) and we investigate the critical exponent δ explaining the cluster decay at criticality. We compile known bounds for the critical exponent δ and derive foundational results for βc. In the numerical part we simulate long-range percolation on finite boxes, create new estimators for the percolation probability θ(β) and studying existing ones for the critical parameter βc. Using this estimate for βc we estimate the critical parameter δ using linear regression. The estimators for θ(β) and βc show consistent stable behaviour conforming to theory. The estimates for δ in contrast are sensitive to the finite size approximation, showcasing the limits of simulating critical parameters on a finite scale. ...
In this thesis we study the long-range percolation model on Zd, where each pair of vertices x, y ∈ Zd form a connection with probability 1 − exp(−βJ(x, y)), and J(x, y) decays asymptotically with the form ∥x − y∥−dα. The parameter α > 0 is fixed, while β can be varied. This model is an extension of the classical Bernoulli bond percolation model allowing the modeling of connection phenomena where long-distance connections play a crucial role. In this paper we study the critical value βc, the percolation probability θ(β) = Pβ (|K0| = ∞) and we investigate the critical exponent δ explaining the cluster decay at criticality. We compile known bounds for the critical exponent δ and derive foundational results for βc. In the numerical part we simulate long-range percolation on finite boxes, create new estimators for the percolation probability θ(β) and studying existing ones for the critical parameter βc. Using this estimate for βc we estimate the critical parameter δ using linear regression. The estimators for θ(β) and βc show consistent stable behaviour conforming to theory. The estimates for δ in contrast are sensitive to the finite size approximation, showcasing the limits of simulating critical parameters on a finite scale.
Two-Dimensional Nowhere- Zero Flows on Graphs
Determining Two-Dimensional Flow Numbers for Complete and Cubic Graphs
In this paper, two-dimensional flow numbers are determined for several graphs. First, these are determined for all complete multipartite graphs. Second, flow triangulations are researched, and a flow triangulation is found for the Wagner graph. Furthermore, this research addresses the question whether a nice flow triangulation exists for all bipartite cubic graphs. Furthermore, optimization models are used to approximate two-dimensional flow numbers of certain graphs, including snarks.
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In this paper, two-dimensional flow numbers are determined for several graphs. First, these are determined for all complete multipartite graphs. Second, flow triangulations are researched, and a flow triangulation is found for the Wagner graph. Furthermore, this research addresses the question whether a nice flow triangulation exists for all bipartite cubic graphs. Furthermore, optimization models are used to approximate two-dimensional flow numbers of certain graphs, including snarks.
This thesis addresses the portfolio allocation problem within a financial market featuring one riskless asset and a risky asset exhibiting rough Bergomi volatility. The objective is to maximize the expected utility of terminal wealth with respect to power utility. The volatility process in the model is driven by fractional Brownian motion and does not fit within the Markovian or semimartingale frameworks. To address this issue, we explore Markovian approximations for fractional processes and apply them to the rough Bergomi model, resulting in a multi-factor stochastic volatility model. This approach facilitates the development of a practical simulation scheme employing Gaussian quadrature and Cholesky decomposition, and allows us to address the portfolio optimization problem within a Markovian context. We solve the optimization problem using the Hamilton-Jacobi-Bellman equation, deriving an implicit solution for the case where volatility and stock return are driven by correlated Brownian motions, and providing an explicit solution for the case where they are uncorrelated. The validity of these results is further confirmed through a numerical study. ...
This thesis addresses the portfolio allocation problem within a financial market featuring one riskless asset and a risky asset exhibiting rough Bergomi volatility. The objective is to maximize the expected utility of terminal wealth with respect to power utility. The volatility process in the model is driven by fractional Brownian motion and does not fit within the Markovian or semimartingale frameworks. To address this issue, we explore Markovian approximations for fractional processes and apply them to the rough Bergomi model, resulting in a multi-factor stochastic volatility model. This approach facilitates the development of a practical simulation scheme employing Gaussian quadrature and Cholesky decomposition, and allows us to address the portfolio optimization problem within a Markovian context. We solve the optimization problem using the Hamilton-Jacobi-Bellman equation, deriving an implicit solution for the case where volatility and stock return are driven by correlated Brownian motions, and providing an explicit solution for the case where they are uncorrelated. The validity of these results is further confirmed through a numerical study.
Constructions for the cap set problem
Asymptotic lower bounds on the size of cap sets
Finding an asymptotic lower bound on the size of caps boils down to finding a cap C in a dimension d such that its solidity, given by |D|1/d, is as large as possible. We start with studying caps in low dimensions, of which the maximum sizes are exactly known. Then to further improve the asymptotic lower bound we turn to caps in higher dimensions. Here, the art lies in carefully combining large caps in low dimensions to construct large caps in higher dimensions by taking products. One construction that allows us to do this is the extended product construction, which extends extendable collections of caps with admissible sets.
This thesis explains the extended product construction and gives an overview of how it has been used and expanded to repeatedly increase the asymptotic lower bound. As the literature sometimes lacks detail, this thesis adds to the literature by incorporating examples, explicit constructions of (recursively) admissible sets, and experiments with the extended product construction.
In Chapter 6, we prove the existence of recursively admissible sets of constant weight 2 and 3 for any dimension k by giving explicit constructions and proving that the resulting sets satisfy all necessary conditions. Moreover, we classify all admissible sets in dimensions 2 and 3 and all extendable collections in dimensions 1, 2, and 3. Then, we use these to deduce that the extended product construction is less effective in low dimensions by showing that the largest possible caps we can construct this way in dimensions 4, 6, and 8 are never as large as caps constructed by taking direct products of maximum caps. ...
Finding an asymptotic lower bound on the size of caps boils down to finding a cap C in a dimension d such that its solidity, given by |D|1/d, is as large as possible. We start with studying caps in low dimensions, of which the maximum sizes are exactly known. Then to further improve the asymptotic lower bound we turn to caps in higher dimensions. Here, the art lies in carefully combining large caps in low dimensions to construct large caps in higher dimensions by taking products. One construction that allows us to do this is the extended product construction, which extends extendable collections of caps with admissible sets.
This thesis explains the extended product construction and gives an overview of how it has been used and expanded to repeatedly increase the asymptotic lower bound. As the literature sometimes lacks detail, this thesis adds to the literature by incorporating examples, explicit constructions of (recursively) admissible sets, and experiments with the extended product construction.
In Chapter 6, we prove the existence of recursively admissible sets of constant weight 2 and 3 for any dimension k by giving explicit constructions and proving that the resulting sets satisfy all necessary conditions. Moreover, we classify all admissible sets in dimensions 2 and 3 and all extendable collections in dimensions 1, 2, and 3. Then, we use these to deduce that the extended product construction is less effective in low dimensions by showing that the largest possible caps we can construct this way in dimensions 4, 6, and 8 are never as large as caps constructed by taking direct products of maximum caps.