PUBLICATIONS

Workgroup for Stochastic Analysis

Felix Otto, Jonas Sauer, Scott Smith and Hendrik Weber. A priori bounds for quasi-linear SPDEs in the full sub-critical regime. Journal of the European Mathematical Society, accepted.

Paolo Grazieschi, Konstantin Matetski, Hendrik Weber. The dynamical Ising-Kac model in 3D converges to Φ4/3. Probab. Theory Relat. Fields, October 2024. doi: 10.1007/s00440-024-01316-x

Pablo Linares, Felix Otto, Markus Tempelmayr, Pavlos Tsatsoulis. A diagram-free approach to the stochastic estimates in regularity structures. Invent. math. 237, 1469–1565, September 2024. doi: 10.1007/s00222-024-01275-z

Paolo Grazieschi,  Konstantin Matetski, Hendrik Weber. Martingale-driven integrals and singular SPDEs. Probab. Theory Relat. Fields, August 2024. doi: 10.1007/s00440-024-01311-2

Simon Gabriel, Tommaso Rosati, Nikos Zygouras. The Allen–Cahn equation with weakly critical random initial datum. Probab. Theory Relat. Fields, August 2024. doi: 10.1007/s00440-024-01312-1

Markus Tempelmayr. Characterizing models in regularity structures: a quasilinear case. Probab. Theory Relat. Fields, June 2024. doi: 10.1007/s00440-024-01292-2

Paul Chleboun, Simon Gabriel, Stefan Grosskinsky. Size-biased diffusion limits and the inclusion process. Electron. J. Probab. 29 1 - 36, May 2024. doi: 10.1214/24-EJP1119 

Ajay Chandra, Guilherme de Lima Feltes, and Hendrik Weber. A priori bounds for 2-d generalised Parabolic Anderson Model. arXiv e-prints, February 2024. arXiv:2402.05544

Guilherme de Lima Feltes and Hendrik Weber. Brownian particle in the curl of 2-d stochastic heat equations. Journal of Statistical Physics, January 2024. doi:10.1007/s10955-023-03224-1.

Ilya Chevryrev, Andris Gerasimovics, and Hendrik Weber. Feature Engineering with Regularity Structures. Journal of Scientific Computing 98, art. 13, 2024. doi: 10.1007/s10915-023-02401-4.

Simon Gabriel. Central limit theorems for the (2+1)-dimensional directed polymer in the weak disorder limit. Ann. Inst. H. Poincaré Probab. Statist. 59 (4) 1984 - 2016, November 2023. doi: 10.1214/22-AIHP1351

Leonardo Tolomeo and Hendrik Weber. Phase transition for invariant measures of the focusing Schrödinger equation. arXiv e-prints, June 2023. arXiv: 2306.07697.

Ajay Chandra, Augustin Moinat, and Hendrik Weber. A priori bounds for the Φ4 equation in the full sub-critical regime. Arch. Ration. Mech. Anal., 247(3):48, May 2023. doi:10.1007/s00205-023-01876-7

Paolo Grazieschi, Konstantin Matetski and Hendrik Weber. The dynamical Ising-Kac model in 3D converges to $\phi ^4_3$. arXiv:2303.10242 [math.PR], March 2023. doi: 10.48550/arXiv.2303.10242.

Stefano Bruno, Benjamin Gess, and Hendrik Weber. Optimal regularity in time and space for stochastic porous medium equations. The Annals of Probability, 50(6):2288–2343, November 2022. doi:10.1214/22-aop1583.

Trishen S. Gunaratnam, Tadahiro Oh, Nikolay Tzvetkov, and Hendrik Weber. Quasi-invariant Gaussian measures for the nonlinear wave equation in three dimensions. Probab. Math. Phys., 3(2):343–379, July 2022. doi:10.2140/pmp.2022.3.343.

Ajay Chandra, Trishen S. Gunaratnam, and Hendrik Weber. Phase transitions for $\phi ^4_3$. Commun. Math. Phys., 392(2):691–782, June 2022. doi:10.1007/s00220-022-04353-6.

Timothée Bonnefoi, Ajay Chandra, Augustin Moinat, and Hendrik Weber. A priori bounds for rough differential equations with a non-linear damping term. J. Differ. Equ., 318:58–93, May 2022. doi:10.1016/j.jde.2022.02.006.

Felix Otto, Jonas Sauer, Scott Smith, and Hendrik Weber. A priori bounds for quasi-linear SPDEs in the full sub-critical regime. arXiv e-prints, March 2021. arXiv:2103.11039.

Augustin Moinat and Hendrik Weber. Space-time localisation for the dynamic $\phi ^4_3$ model. Commun. Pure Appl. Math., 73(12):2519–2555, December 2020. doi:10.1002/cpa.21925.

Pavlos Tsatsoulis and Hendrik Weber. Exponential loss of memory for the 2-dimensional Allen–Cahn equation with small noise. Probab. Theory Relat. Field, 177(1):257–322, June 2020. doi:10.1007/s00440-019-00945-x.

Augustin Moinat and Hendrik Weber. Local bounds for stochastic reaction diffusion equations. Electron. J. Probab., 25(17):1–26, January 2020. doi:10.1214/19-EJP397.

Danielle Hilhorst, Hiroshi Matano, Thanh Nam Nguyen, and Hendrik Weber. Generation of interface for solutions of the mass conserved Allen-Cahn equation. SIAM J. Math. Anal., 52(3):2624–2654, January 2020. doi:10.1137/18M1204747.

Felix Otto and Hendrik Weber. Quasilinear SPDEs via rough paths. Arch. Ration. Mech. Anal., 232(2):873–950, May 2019. doi:10.1007/s00205-018-01335-8.

Felix Otto and Hendrik Weber. Quasi-linear SPDEs in divergence form. Stoch. Partial Differ. Equ.: Anal. Comput., 7(1):64–85, March 2019. doi:10.1007/s40072-018-0122-0.

Hao Shen and Hendrik Weber. Glauber dynamics of 2D Kac–Blume–Capel model and their stochastic PDE limits. J. Funct. Anal., 275(6):1321–1367, September 2018. doi:10.1016/j.jfa.2017.12.014.

Pavlos Tsatsoulis and Hendrik Weber. Spectral gap for the stochastic quantization equation on the 2-dimensional torus. Ann. Henri Poincaré Ser. B, 54(3):1204–1249, August 2018. doi:10.1214/17-AIHP837.

Felix Otto, Jonas Sauer, Scott Smith, and Hendrik Weber. Parabolic equations with rough coefficients and singular forcing. arXiv e-prints, March 2018. arXiv:1803.07884.

Arnaud Debussche and Hendrik Weber. The Schrödinger equation with spatial white noise potential. Electron. J. Probab., 23(none):1–16, January 2018. doi:10.1214/18-EJP143.

Jean-Christophe Mourrat and Hendrik Weber. The dynamic $\phi ^4_3$ model comes down from infinity. Commun. Math. Phys., 356(3):673–753, December 2017. doi:10.1007/s00220-017-2997-4.

Ajay Chandra and Hendrik Weber. Stochastic PDEs, regularity structures, and interacting particle systems. Ann. Fac. Sci. Toulouse, 26(4):847–909, December 2017. doi:10.5802/afst.1555.

Jean-Christophe Mourrat, Hendrik Weber, and Weijun Xu. Construction of $\phi ^4_3$ diagrams for pedestrians. In From Particle Systems to Partial Differential Equations, Springer Proceedings in Mathematics & Statistics, 1–46. November 2017. doi:10.1007/978-3-319-66839-0_1.

Jean-Christophe Mourrat and Hendrik Weber. Global well-posedness of the dynamic Phi-4 model in the plane. Ann. Probab., 45(4):2398–2476, July 2017. doi:10.1214/16-AOP1116.

Jean-Christophe Mourrat and Hendrik Weber. Convergence of the two-dimensional dynamic Ising-Kac model to $\phi ^4_2$. Commun. Pure Appl. Math., 70(4):717–812, April 2017. doi:10.1002/cpa.21655.

Yulong Lu, Andrew Stuart, and Hendrik Weber. Gaussian approximations for transition paths in Brownian dynamics. SIAM J. Math. Anal., 49(4):3005–3047, January 2017. doi:10.1137/16M1071845.

Yulong Lu, Andrew Stuart, and Hendrik Weber. Gaussian approximations for probability measures on Rd. SIAM/ASA J. Uncertain. Quantif., 5(1):1136–1165, January 2017. doi:10.1137/16M1105384.

Nils Berglund, Giacomo Di Gesù, and Hendrik Weber. An Eyring–Kramers law for the stochastic Allen–Cahn equation in dimension two. Electron. J. Probab., 22(41):1–27, January 2017. doi:10.1214/17-EJP60.

Danielle Hilhorst, Hiroshi Matano, Thanh Nam Nguyen, and Hendrik Weber. On the large time behavior of the solutions of a nonlocal ordinary differential equation with mass conservation. J. Dyn. Differ. Equ., 28(3):707–731, September 2016. doi:10.1007/s10884-015-9465-7.

Stefan Adams, Alexander Kister, and Hendrik Weber. Sample path large deviations for Laplacian models in (1+1)-dimensions. Electron. J. Probab., 21(62):1–36, January 2016. doi:10.1214/16-EJP8.

Martin Hairer and Hendrik Weber. Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions. Ann. Fac. Sci. Toulouse, 24(1):55–92, March 2015. doi:10.5802/afst.1442.

Frank J. Pinski, Gideon Simpson, Andrew M. Stuart, and Hendrik Weber. Algorithms for Kullback-Leibler approximation of probability measures in infinite dimensions. SIAM J. Sci. Comput., 37(6):A2733–A2757, January 2015. doi:10.1137/14098171X.

Frank J. Pinski, Gideon Simpson, Andrew M. Stuart, and Hendrik Weber. Kullback-Leibler approximation for probability measures on infinite dimensional spaces. SIAM J. Math. Anal., 47(6):4091–4122, January 2015. doi:10.1137/140962802.

Martin Hairer, Jan Maas, and Hendrik Weber. Approximating rough stochastic PDEs. Commun. Pure Appl. Math., 67(5):776–870, May 2014. doi:10.1002/cpa.21495.

Felix Otto, Hendrik Weber, and Maria Westdickenberg. Invariant measure of the stochastic Allen-Cahn equation: The regime of small noise and large system size. Electron. J. Probab., 19(23):1–76, January 2014. doi:10.1214/EJP.v19-2813.

Martin Hairer and Hendrik Weber. Erratum to: Rough Burgers-like equations with multiplicative noise. Probab. Theory Relat. Fields, 157(3):1011–1013, December 2013. doi:10.1007/s00440-013-0538-4.

Matthias Röger and Hendrik Weber. Tightness for a stochastic Allen–Cahn equation. Stoch. Partial Differ. Equ.: Anal. Comput., 1(1):175–203, March 2013. doi:10.1007/s40072-013-0004-4.

Martin Hairer and Hendrik Weber. Rough Burgers-like equations with multiplicative noise. Probab. Theory Relat. Fields, 155(1):71–126, February 2013. doi:10.1007/s00440-011-0392-1.

Martin Hairer, Marc Ryser, and Hendrik Weber. Triviality of the 2D stochastic Allen-Cahn equation. Electron. J. Probab., 17(39):1–14, January 2012. doi:10.1214/EJP.v17-1731.

Hendrik Weber. On the short time asymptotic of the stochastic Allen–Cahn equation. Ann. Henri Poincaré Ser. B, 46(4):965–975, November 2010. doi:10.1214/09-AIHP333.

Hendrik Weber. Sharp interface limit for invariant measures of a stochastic Allen-Cahn equation. Commun. Pure Appl. Math., 63(8):1071–1109, March 2010. doi:10.1002/cpa.20323.