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 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 <friz@math.tu-berlin.de>  and  Wilhelm Stannat <stannat@math.tu-berlin.de>



*** Future meetings of interests ***

  • FOR2402 conference at the occasion of Terry Lyons' 65th birthday: Mo, 18-Mar-2019 til Fr, 22-Mar-2019
  • "Nonlinear Stochastic Evolution Equations: Analysis, Numerics and Applications",  Dec. 6-8, 2018, Website:http://www.tu-berlin.de/?spde2018
  • Fortsetzungsbegutachtung FOR 2402/2 - 08.-09.11.18 in Berlin
  • Of interest: 3-Sep to 21-Dec, 2018: Cambridge,Scaling limits, rough paths, quantum field theory WORSHOPS: Renormalisation in Field Theory and stochastic pde: a gentle introduction and some recent developments”, 3-7 Sep, 2018;Quantum field theory, renormalisation and stochastic partial differential equations Workshop 22nd October 2018 to 26th October 2018; Scaling limits & SPDEs: recent developments and future directions Workshop 10th December 2018 to 14th December 2018  


*** Winter Semester  15.10.2018 bis 16.02.2019, Thursday SEMINAR ***


15 - Nov: 11:00 - 12:00 at TU Berlin MA 748: Josef Teichmann (ETHZ): Besov spaces in Regularity Structures

8 - Nov: no seminar (DFG Evaluation!)

1 - Nov: N. Perkowski (or someone else P5): TBA

25 - Okt: S. Riedel and A. Hocquet: TBA

18 - Okt: 11:00 - 12:00 at TU Berlin MA 748: Y. Boutaib/ P. Friz (both P2/FOR2402): The geometry of regularity structures / Mallaivin Calculus and beyond




*** Summer Semester 2018 Thursday SEMINAR ***


5 - July: 11:00 - 12:00 at TU Berlin MA 748: Pierre Francois Rodriguez (UCLA): Percolation of sign clusters for the Gaussian free field

28 - June: 11:00 - 12:00 at TU Berlin MA 748: Nguyen Tuan Anh (TU Berlin): Breaking the curse of dimensionality for approximating semi-linear parabolic partial differential equations at single space-time points.

WT Colloquium: Wed, 11-Jul: MA-748, TBA

    June 25-27: JDD60 Conference, Link incl. registration

14 - 16 of June: 9th Annual ERC Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis. Takes place at Weierstrass Institute.

WT Colloquium: Wed, 13-Jun: Wendelin Werner, MA-748, 4pm c.t.


    June 4-8, Summer School (IST, Vienna): Duminil-Copin, Hairer, Miller Registration link, deadline: May-15

31 - May: 11:00 - 12:00 at TU Berlin MA 748: Archil Gulisashvili (Ohio University): Asymptotic expansions in fractional stochastic volatility models

25 - May: 11:00 - 12:00 at TU Berlin MA 748: *** Note unusual day*** Pavlos Tsatsoulis (University of Warwick):  Exponential loss of memory for the dynamic $\Phi^4_2$ with small noise

24-May: 11:00 - 12:00 at TU Berlin MA 748: Scott Smith (MPI Leipzig): Parabolic equations with rough coefficients and singular forcing

17-May: 11:00 - 12:00 at TU Berlin MA 748: Torstein Nilssen (TU Berlin): Burgers equation with rough transport noise

WT Colloquium: Wed, 16-May: TBA, MA-748, 5pm c.t.


   14-May to 18-May, 2018: Luminy, SPDEs Link incl. pre-registration

10-May: National holiday

3-May: 11:00 - 12:00 at TU Berlin MA 748: Xuerong Mao (University of Strathclyde, Glasgow): The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations

WT Colloquium: Wed, 2-May: Steffe Rohde,   Title: The conformal continuum random tree MA-748, 5pm c.t.


26-April: 11:00 - 12:00 at TU Berlin MA 748: Cyril Labbe. Localisation of the continuous Anderson Hamiltonian in 1d.

        24-26 April: Berlin-Oxford Pathwise SLE Meeting

19-April: Two talks this day:
11:00 - 12:00 at TU Berlin MA 748: Henri Elad Altman (Université Pierre et Marie Curie, Paris): Integration by parts formulae for the laws of Bessel bridges, and stochastic PDEs with reflection.
12:00 - 13:00 at TU Berlin MA 748: Carlos Enrique Amendola Ceron (MUNICH): Varieties of Signature Tensors


*** Winter Semester 2017/18 Thursday SEMINAR ***


22-Feb: 11:00 - 12:00 at TU Berlin MA 748: Vitalii Konarovskyi (U Leipzig). A particle model for Wasserstein type diffusion.

15-Feb: 11:00 - 12:00 at TU Berlin MA 748: Olga Lopusanschi (Paris VI, LPSM). Rough paths arising form hidden Markov walks.

8-Feb: 11:00 - 12:00 at TU Berlin MA 748: Khalil Chouk (TU Berlin). Recent Progress on singular SPDE: From paracontrolled distribution to regularization by noise

1-Feb: 11:00 - 12:00 at TU Berlin MA 748: Andris Gerasimovics (Imperial College London). "Hörmander’s type" theorem for Rough SPDEs

25-Jan: 11:00 - 12:00 at TU Berlin MA 748: Carlo Bellingeri (UPMC). Ito formula on regularity structures applied to Stochastic heat equation.

18-Jan: 11:00 - 12:00 at TU Berlin MA 748: Willem van Zuijlen (HU Berlin & WIAS). Eigenvalues of the Anderson Hamiltonian with white noise potential in 2d.

11-Jan: 13:30 - 14:30 *** unusual time *** at TU Berlin MA 748: Jim Gatheral (CUNY). "Diamonds: A quant's best friend". Abstract: We introduce a new operator that allows for perturbative tree expansions in rough volatility models.

14-Dec until 16-Dec (dates TBC):  8th Oxford Berlin Meeting on Applied Stochastic Analysis

7-Dec at TU Berlin MA 748: Ilya Chevyrev (Oxford), Renormalising SPDEs in regularity structures

29-Nov until 1-Dec:   Berlin-Leipzig meeting (at MPI Leipzig)

23-Nov: 15:30 - 16:30 at TU Berlin MA 748:Huy Tran (TU Berlin), The regularity of SLE curves

16-Nov: 15:30 - 16:30 at TU Berlin MA 748: Nathanael Berestycki (U Cambridge), A characterisation of the Gaussian free field

10-Nov: 11:00 - 12:00 at TU Berlin MA 748: Atul Shekhar (KTH Stockholm). Smoothing of Boundary Behaviour in Planar Stochastic Evolutions.

9-Nov: No talk at TU but two rough volaltility talks at HU:  15:15 - 16:00 Martin Larson (ETH), 16:15 - 17:00 Omar El Euch (Paris)

2-Nov: 15:30 - 16:30 at TU Berlin MA 748: Alexander Schmeding (TU Berlin). Euler-Arnold theory for SPDEs?

26-Okt: 15:30 - 16:30 at TU Berlin MA 748: Ale Jan Homburg (University of Amsterdam). From random dynamics to partially hyperbolic dynamics

19-Oct : 15:30 - 16:30 at TU Berlin MA 748: Hajer Bahouri (Université Paris-Est Marne-la Vallée), New approach in the analysis of the Heisenberg group and applications.


*** 18.04.2017-22.07.2017 Summer Semester 2016/17 Thursday SEMINAR ***

20-July : 12:30 - 13:30 at TU Berlin MA 748: TBA

10-July: 12:30 - 13:30 at TU Berlin MA 748: ***Note unusual day*** Sebastian Riedel (TU Berlin) Random dynamical systems and rough paths

29-June : 12:30 - 13:30 at TU Berlin MA 748: Khalil Chouk (TU Berlin) Regularization for stochastic Burger's Equation

22-June : 12:30 - 13:30 at TU Berlin MA 748: Antoine Hocquet (TU Berlin) Energy estimates for Rough PDEs

15-June: 12:30 - 13:30 at TU Berlin MA 748: Alexandros Saplaouras (TU Berlin) Martingale Representations and BSDEJs are stable

8-Jun 12:30 - 13:30 at TU Berlin MA 748: Felix Otto (MPI Leipzig), Quasi-linear SPDEs via a rough path approach. Extended abstract

1-June: 12:30 - 13:30 at TU Berlin MA 748: Huilin Zhang (TUB / Shandong U) - Integration and differential equations driven by cadlag rough paths

25-May: National holiday

18-May until 20-May:  7th Berlin-Oxford meeting (at WIAS, Berlin)

11-May: 12.30 - 13.30 at TU Berlin MA748: Martin Barlow (University of British Columbia). Yor's conjectures on the structure of filtrations. 

4-May: 12.30 - 13.30 at TU Berlin MA748: Masato Hoshino (Waseda University)Global solutions of some singular stochastic PDEs

The theory of paracontrolled calculus made it possible to obtain the local well-posedness results for some singular stochastic PDEs. In this talk, I explain how to obtain the global existence for two examples: (a) multi-component KPZ equation and (b) stochastic CGL equation on the three-dimensional torus. A probabilistic approach is used in (a) and an analytic approach is used in (b).

27-April:12:30 - 13:30 at TU Berlin MA 748: María J. Garrido-Atienza (Sevilla), Title: Exponential Stability of solutions to SPDEs driven by fractional Brownian motion

In this talk we are concerned with the study of the longtime behavior of stochastic evolution equations driven by a fractional Brownian motion (fBm). We will analyze different approaches and consider both the cases of an fBm with Hurst parameter $H\in (1/2,1)$ and $H\in (1/3,1/2]$. This talk is based on some joint works with Duc Hoang Luu (Max-Planck Institut of Leipzig), A. Neuenkirch (University of Mannheim) and B. Schmalfuss (University of Jena)

20-April 12:30 - 13:30 at TU Berlin MA 748: Christian Kuehn (TUM), Regularity structures and fractional diffusion.

      ! Langenbach-Seminar (WIAS-ESH) Wed, 19-4, 15:15-16:00: same talk!

*** 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) 

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
heat equation.

      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)

19-January 12:30 - 13:30 at TU Berlin MA 748: Marco Furlan (U Paris Dauphine).  Paracontrolled quasilinear SPDEs
                    13:30 - 14:30 at TU Berlin MA 748:  Martina Hofmanov (TU Berlin). Quasilinear generalized parabolic Anderson model

     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.

12-January 12:30 - 13:30 at TU Berlin MA 748: TBA (Attention: ECMATH Center Days @ Zuse Inst.)

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  ***


15-July, Friday, 2pm at TU Berlin, MA 748: Youness Boutaib (TUB and U Potsdam) 'Two ways of defining rough paths on manifolds'

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.