Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 203 3 c i Solution 2026-10-03
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 203 3 d i Solution 2026-10-03
Fix and writeBy assumption, is a continuous local martingale, so is a semimartingale. The Chordal Loewner equation giveswhich has finite variation. Thereforeis a semimartingale. Thus the Loewner driver is a continuous semimartingale.
Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 220 3 d i Solution 2026-09-28
Fix and, before is swallowed, put . The Chordal Loewner equation and show, after changing the sign of the Brownian motion, thatThus is a Bessel process of dimensionA Bessel process hits zero exactly when , which here is equivalent to . Hitting zero is precisely the swallowing of a nonzero boundary point by the SLE hull. For the trace is simple and swallows no such point; for swallowing occurs through a boundary contact. Hence the trace intersects exactly when .
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 203 3 a Solution 2026-09-28
For a continuous real driving function , solve the Chordal Loewner equationup to the first time at which tends to zero. The generated hulls areThey form an increasing Loewner chain of compact H-hulls, satisfy , and is the mapping-out function of .
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 203 2 c i Solution 2026-09-28
For , the Chordal Loewner equation and givePut . The common Brownian term cancels, soThe Itô formula applied to givesSincethe clock and its inverse turn the local-martingale term into Brownian motion by the Dambis-Dubins-Schwarz theorem. ThereforeThis is the SLE boundary-point logarithmic separation diffusion.
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 203 1 d Solution Created 2026-09-24 Updated 2026-09-25
The parameterization in part (c) gives the exact self-similarityfor every . The Loewner local growth property supplies a continuous Loewner driving function . Under this scaling of the hulls, the deterministic scaling rule for the Chordal Loewner equation givesTaking and shows thatfor the real constant .
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 203 2 b Solution Created 2026-09-24 Updated 2026-09-25
Put and defineThen . Differentiating with the Chordal Loewner equation givesUniqueness for this ordinary differential equation shows that . At ,which is the endpoint identity for the Reverse Loewner flow.
For , the pathwise identity is generally false. The left side is built from the reversed final driver segment , whereas the right side is built from the initial segment . By time reversal and symmetry of Brownian motion they have the same probability distribution, but they are not equal for the given Brownian path.
SLE angle process Created 2026-10-05 Updated 2026-10-06
With the upper-half-plane branch, before the Loewner swallowing time. Write . The Itô formula and the Chordal Loewner equation giveAt parameter four its drift vanishes. At other parameters the drift describes the competition between the deterministic conformal evolution and the Brownian driver.
Space-filling SLE above parameter eight 2026-10-05
For , the Loewner trace visits every point of the complex upper half-plane almost surely. Choose in the SLE interior-point martingale to obtain . The maximal inequality for a nonnegative supermartingale bounds its running supremum. If a fixed interior ball were avoided, its center would have before swallowing, forcing . But the Chordal Loewner equation gives , forcing a finite lifetime with , and then forces , a contradiction. Countably many rational balls give a dense trace; continuity and Transience of chordal SLE make its image relatively closed, so it is all of the complex upper half-plane. This argument does not cover the critical parameter eight.
Square-root Loewner driving function generates a straight slit Created 2026-10-05 Updated 2026-10-06
For the Chordal Loewner equation driven by , the hull is a straight slit whose endpoint is proportional to . Put and . Its inverse map isusing upper-half-plane branches. The interval between the two real roots maps onto the two sides of a segment of argument .