12-January 12:30 - 13:30 at TU Berlin MA 748: TBA (Attention: ECMATH Center Days @ Zuse Inst.)
This is the website of the research unit (Forschergruppe) FOR 2402 - Rough paths, stochastic partial differential equations and related topics based in the greater Berlin area. Our research is funded by the German Science Foundation (DFG). The team comprises thirteen principal investigators based at Technische Universität Berlin (TU Berlin), Humboldt Universität Berlin (HU), Universität Potsdam (Potsdam) and the Weierstrass Institute for Applied Analysis and Stochastics Berlin (WIAS).
General inquiries: Prof.s Peter K. Friz <firstname.lastname@example.org> and Wilhelm Stannat <email@example.com>
*** Future meetins of interests ***
of interest: 3-Sep to 21-Dec3 -5, 2018: Cambridge,Scaling limits, rough paths, quantum field theory
(opening workshop: “Renormalisation in Field Theory and stochastic pde: a gentle
of interest: 3-5 Dec 2017: Berlin,Wavelet and Tensor Methods for Partial Differential Equations
8-Jun 12:30 - 13:30 at TU Berlin MA 748: Felix Otto (MPI Leipzig), Title TBA
18-May until 20-May: 7th Berlin-Oxford meeting (at WIAS, Berlin)
27-April:12:30 - 13:30 at TU Berlin MA 748: María J. Garrido-Atienza (Sevilla), Title TBA
WIAS Seminar Talk Tue, 25-4, 15:00-16:00 Andreas Neuenkirch (Mannheim) "Numerics for rough volatility"
20-April 12:30 - 13:30 at TU Berlin MA 748: Christian Kuehn (TUM), Title TBA
*** Off-semester activities, Spring 2017 ***
29 March -7 April: Ben Seeger (Chicago), Progress on the Lions-Souganidis stochastic viscosity theory.
There will be a minicourse at TU Berlin MA 748
Friday 31-March, 10:30-12:00
Wednesday 05-April, 14:30-16:00
Friday 07-April, 10:30-12:00
23-March 12:30-13:30 at TU Berlin MA 748: Xiaoqin Guo (Purdue). Quantitative homogenization and a Harnack inequality for non-ellitpic random walk in balanced random environment
16-March 12:30 - 13:30 at TU Berlin MA 748: Joscha Diehl (MPI Leipzig). The parabolic Anderson model on Riemann surfaces.
We show well-posedness for the parabolic Anderson model on 2-dimensional closed Riemannian manifolds. To this end we extend the notion of regularity structures to curved space, and explicitly construct the minimal structure required for this equation. A central ingredient is the appropriate re-interpretation of the polynomial model, which we build up to any order. This is joint work with Antoine Dahlqvist (Cambridge) and Bruce Driver (UCSD).
03-March 12:30 - 13:30 at TU Berlin MA 748: ****** NOTE unusual day******* Tadahisa Funaki (University of Tokyo). KPZ, nonlinear fluctuations in 2D stochastic dynamics.
We will first give a brief overview of some recent developments in KPZ and coupled KPZ equations. Then, we will formulate a conjecture on Glauber-Kawasaki dynamics leading to a nonlinear SPDE under a certain scaling limit.
KPZ reading group special Fri, 03-03, 11.00-12.20 in the RTG lounge (MA748) at TU, Wolfgang König (WIAS & TU): "Random growth processes, determinantal processes and random matrix theory".
of interest: February 20 – 24, 2017: Bonn,Recent Development in Singular Stochastic PDEs
*** 17.10.2016 - 18.02.2017: Winter Semester 2016/17 Thursday SEMINAR ***
KPZ reading group special Fri, 17-02, 11.30-12.30 or 13.00 if necessary, in the RTG lounge (MA748) at TU, Wolfgang König (WIAS & TU): "Random growth processes, determinantal processes and random matrix theory".
16-February 12:30 - 13:30 at TU Berlin MA 748: Ilya Chevyrev (Oxford). Recent developments on cadlag rough paths.
10-February 12:30 - 13:30 at TU Berlin MA 748: ****** NOTE unusual day******* Roland Diel (University of Nice). Rough paths and SDE driven by a distributional drift.
9-February 12:30 - 13:30 at TU Berlin MA 748: Tom Holding (Warwick). Convergence along mean flows.
KPZ reading group special Fri, 03-02, 11.00-12.00 or 12.30 if necessary, in the RTG lounge (MA748) at TU, Joscha Diehl (MPI Leipzig)
13:30 - 14:30 at TU Berlin MA 748: Martina Hofmanov (TU Berlin). Quasilinear generalized parabolic Anderson model
2-February 12:30 - 13:30 at TU Berlin MA 748: Oleg Butkovsky (TU Berlin). Regularization by noise and flows of solutions for a stochastic
Colloquium Talk Wed, 18-01, 17:15-18:15 Dan Crisan (Imperial College) "Particle representations for SPDEs with
boundary conditions" TU MA 004
26-January 12:30 - 13:30 at TU Berlin MA 748: Ismaël Bailleul (U Rennes). (Higher-order) paracontrolled calculus
KPZ reading group special Fri, 20-01, 11.00-12.00 or 12.30 if necessary, in the RTG lounge (MA748) at TU, Jörg Martin (HU)
Colloquium Talk Wed, 18-01, 18:15-19:15 Marco Romito (Universita di Pisa) "Densities for solutions of stochastic PDEs" TU MA 004
16-January 12:00 - 13:00 at TU Berlin MA 721: *** unusual day/time/location *** Riccardo Passeggeri (Imperial): Some results on the Signature and Cubature of the fractional Brownian motion for H>1/2.
5-January 12:30 - 13:30 at TU Berlin MA 748: Nicolas Perkowski. On the KPZ equation and fixed point.
15-December 12:30 - 13:30 at TU Berlin MA 748: Raphael Kruse. On a randomized numerical solver for Caratheodory ODEs.
8-December: No talk this week because of the 6th Berlin-Oxford meeting (in Oxford)
1-December 12:30 - 13:30 at TU Berlin MA 748: Pierre Clavier (U Potsdam). Poles of regularized Branched Zeta Values.
24-November 12:30 - 13:30 at TU Berlin MA 748: Milton Jara (IMPA). Non-equilibrium fluctuations of interacting particle systems
17-Novermber 12:30 - 13:30 at TU Berlin MA 748: No talk this week because of BMS 10th anniversary.
10-November 12:30 - 13:30 at TU Berlin MA 748: Peter Friz (TU/WIAS). From rough paths to regularity structures and back.
3-November: No talk because of Berlin Paris Workshop on Stochastic Analysis and
Nonlinear Stochastic Evolution Equations: Analysis and Numerics (coorganized by FOR2042)
27-Ocotober 12:15 - 13:15 (NOTE EARLIER STARTING TIME) at TU Berlin MA 748: Yue Wu (TU) The Moments of Lèvy's area using a sticky shuffle Hopf algebra.
20-October 12.30 - 13.30 at TU Berlin MA 748: Tal Orenshtein (Humboldt/TU) One-dependent random walks in hypergeometric-Dirichlet environments
*** SS 2016 FRIDAY SEMINAR ***
23-June, 12:30 at TU Berlin, MA 748: Huy Tran (UCLA) The conformal removability of some Sierpinski gaskets.
16-June,11:00 - 12:00 at TU Berlin, MA 748: Ilya Chevyrev (TU Berlin) Renormalisation of stochastic rough differential equations
9-June, 12:30 - 13:30 at TU Berlin, MA 748: Yilin WANG (ETH Zurich) "The energy of chordal Loewner chain"
27-May, 11:00 - 12:00 at TU Berlin, MA 748: Khalil Chouk (HU) The continuous Anderson hamiltonian in dimension two
20-May, 14:00 no talk (Simons Center: Stochastic Partial Differential Equations)
13-May, 14:00 at TU Berlin, MA 748: Antoine Hocquet (Ecole Polytechnique) Finite-time singularities of the stochastic harmonic map flow on surfaces.
6-May, 14:00 no talk (Rough Paths Oberwolfach meeting)
29-April, 14:00 at TU Berlin, MA 748: Giuseppe Cannizzaro (TU Berlin) Malliavin Calculus for Regularity Structures: The case of gPAM
22-April, 14:00 at TU Berlin, MA 748: Massimiliano Gubinelli (Bonn) Sewing rough conservation laws.