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Stochastic Partial Differential Equations - Publications

Explore the scholarly works of the "Stochastic Partial Differential Equations" group. Browse journal articles, contributions in books and conference proceedings, academic theses, or discover our latest research through preprints.


inJournal
2024 Repository Open Access
Benjamin J. Fehrman and Benjamin Gess

Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise

In: Archive for rational mechanics and analysis, 248 (2024) 2, p. 20
inJournal
2024 Repository Open Access
Paul Gassiat, Benjamin Gess, Pierre-Louis Lions and Panagiotis E. Souganidis

Long-time behavior of stochastic Hamilton-Jacobi equations

In: Journal of functional analysis, 286 (2024) 4, p. 110269
Preprint
2024 Repository Open Access
Benjamin Gess, Sebastian Kassing and Nimit Rana

Stochastic modified flows for Riemannian stochastic gradient descent

inJournal
2024 Journal Open Access
Benjamin Gess, Sebastian Kassing and Vitalii Konarovskyi

Stochastic modified flows, mean-field limits and dynamics of stochastic gradient descent

In: Journal of machine learning research, 25 (2024) 30, pp. 1-27
Preprint
2024 Repository Open Access
Benjamin Gess, Michael Röckner and Weina Wu

SVI solutions to stochastic nonlinear diffusion equations on general measure spaces

inJournal
2023 Repository Open Access
L'ubomír Baňas, Benjamin Gess and Christian Vieth

Numerical approximation of singular-degenerate parabolic stochastic partial differential equations

In: IMA journal of numerical analysis, (2023)
inJournal
2023 Journal Open Access
Sebastian Becker, Benjamin Gess, Arnulf Jentzen and Peter E. Kloeden

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations

In: Stochastics and partial differential equations : analysis and computations, 11 (2023) 1, pp. 211-268
inJournal
2023 Repository Open Access
Alex Blumenthal, Michele Coti Zelati and Rishabh S. Gvalani

Exponential mixing for random dynamical systems and an example of Pierrehumbert

In: The annals of probability, 51 (2023) 4, pp. 1559-1601
inJournal
2023 Journal Open Access
José Carrillo, Rishabh S. Gvalani and Jeremy Wu

An invariance principle for gradient flows in the space of probability measures

In: Journal of differential equations, 345 (2023), pp. 233-284
Preprint
2023 Repository Open Access
Konstantinos Dareiotis, Benjamin Gess, Manuel V. Gnann and Max Sauerbrey

Solutions to the stochastic thin-film equation for initial values with non-full support

inJournal
2023 Repository Open Access
Matias G. Delgadino, Rishabh S. Gvalani, Grigorios A. Pavliotis and Scott A. Smith

Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions

In: Communications in mathematical physics, 401 (2023), pp. 275-323
inJournal
2023 Journal Open Access
Joscha Diehl, Rosa Preiß, Michael Ruddy and Nikolas Tapia

The moving-frame method for iterated-integrals signature : orthogonal invariants

In: Foundations of computational mathematics, 23 (2023) 4, pp. 1273-1333
inJournal
2023 Journal Open Access
Benjamin J. Fehrman and Benjamin Gess

Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift

In: Inventiones mathematicae, 234 (2023) 2, pp. 573-636
Preprint
2023 Repository Open Access
Benjamin Gess and Daniel Heydecker

A rescaled zero-range process for the porous medium equation : hydrodynamic limit, large deviations and gradient flow

Preprint
2023 Repository Open Access
Benjamin Gess and Sebastian Kassing

Convergence rates for momentum stochastic gradient descent with noise of machine learning type

Preprint
2023 Repository Open Access
Benjamin Gess, Daniel Heydecker and Zhengyan Wu

Landau-Lifshitz-Navier-Stokes equations : large deviations and relationship to the energy equality

Preprint
2023 Repository Open Access
Benjamin Gess and Jonas Sauer

Optimal regularity in time and space for nonlocal porous medium type equations

inJournal
2023 Repository Open Access
Benjamin Gess, Rishabh S. Gvalani, Florian Kunick and Felix Otto

Thermodynamically consistent and positivity-preserving discretization of the thin-film equation with thermal noise

In: Mathematics of computation, 92 (2023), pp. 1931-1976
Preprint
2023 Repository Open Access
Rishabh S. Gvalani and Markus Tempelmayr

Stochastic estimates for the thin-film equation with thermal noise

inJournal
2023 Repository Open Access
Daniel Heydecker

Large deviations of Kac's conservative particle system and energy non-conserving solutions to the Boltzmann equation : a counterexample to the predicted rate function

In: The annals of applied probability, 33 (2023) 3, pp. 1758-1826
inJournal
2023 Repository Open Access
Radu Ignat, Felix Otto, Tobias Ried and Pavlos Tsatsoulis

Variational methods for a singular SPDE yielding the universality of the magnetization ripple

In: Communications on pure and applied mathematics, 76 (2023) 11, pp. 2959-3043
Preprint
2023 Repository Open Access
Vitalii Konarovskyi and Fenna Müller

Dean-Kawasaki equation with initial condition in the space of positive distributions

inJournal
2023 Journal Open Access
Marius Neuß

Ergodicity for singular-degenerate stochastic porous media equations

In: Journal of dynamics and differential equations, 35 (2023) 2, pp. 1561-1584
Preprint
2023 Repository Open Access
Michele Coti Zelati, Theodore D. Drivas and Rishabh S. Gvalani

Statistically self-similar mixing by Gaussian random fields

inJournal
2022 Repository Open Access
Stefano Bruno, Benjamin Gess and Hendrik Weber

Optimal regularity in time and space for stochastic porous medium equations

In: The annals of probability, 50 (2022) 6, pp. 2288-2343
inJournal
2022 Repository Open Access
Laura Colmenarejo, Joscha Diehl and Miruna-Stefana Sorea

A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula

In: European journal of combinatorics, 99 (2022), p. 103406
Preprint
2022 Repository Open Access
Benjamin J. Fehrman, Benjamin Gess and Rishabh S. Gvalani

Ergodicity and random dynamical systems for conservative SPDEs

inJournal
2022 Repository Open Access
Franco Flandoli, Benjamin Gess and Francesco Grotto

An example of intrinsic randomness in deterministic PDEs

In: Stochastics and dynamics, 22 (2022) 7, p. 2240023
Preprint
2022 Repository Open Access
Benjamin Gess, Rishabh S. Gvalani and Vitalii Konarovskyi

Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

Preprint
2022 Repository Open Access
Benjamin Gess and Pavlos Tsatsoulis

Lyapunov exponents and synchronisation by noise for systems of SPDEs

inJournal
2022 Journal Open Access
Daniel Heydecker

Kac's process with hard potentials and a moderate angular singularity

In: Archive for rational mechanics and analysis, 244 (2022) 3, pp. 699-759
Preprint
2021 Repository Open Access
L'ubomír Baňas, Benjamin Gess and Marius Neuß

Stochastic partial differential equations arising in self-organized criticality

inJournal
2021 Journal Open Access
Oleg Butkovsky, Konstantinos Dareiotis and Máté Gerencscér

Approximation of SDEs : a stochastic sewing approach

In: Probability theory and related fields, 181 (2021) 4, pp. 975-1034
inJournal
2021 Journal Open Access
José Carrillo and Rishabh S. Gvalani

Phase transitions for nonlinear nonlocal aggregation-diffusion equations

In: Communications in mathematical physics, 382 (2021) 1, pp. 485-545
inJournal
2021 Journal Open Access
Konstantinos Dareiotis, Benjamin Gess, Manuel V. Gnann and Günther Grün

Non-negative martingale solutions to the stochastic thin-film equation with nonlinear gradient noise

In: Archive for rational mechanics and analysis, 242 (2021) 1, pp. 179-234
inJournal
2021 Repository Open Access
Konstantinos Dareiotis, Máté Gerencscér and Benjamin Gess

Porous media equations with multiplicative space-time white noise

In: Annales de l'Institut Henri Poincaré / B, 57 (2021) 4, pp. 2354-2371
inJournal
2021 Journal Open Access
Matias G. Delgadino, Rishabh S. Gvalani and Grigorios A. Pavliotis

On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions

In: Archive for rational mechanics and analysis, 241 (2021) 1, pp. 91-148
Preprint
2021 Repository Open Access
Antonio Esposito, Rishabh S. Gvalani, André Schlichting and Markus Schmidtchen

On a novel gradient flow structure for the aggregation equation

inJournal
2021 Repository Open Access
Benjamin J. Fehrman and Benjamin Gess

Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise

In: Journal de mathématiques pures et appliquées, 148 (2021), pp. 221-266
inJournal
2021 Repository Open Access
Benjamin Gess

Optimal regularity for the porous medium equation

In: Journal of the European Mathematical Society, 23 (2021) 2, pp. 425-465
Preprint
2021 Repository Open Access
Benjamin Gess and Ivan Yaroslavtsev

Stabilization by transport noise and enhanced dissipation in the Kraichnan model

Preprint
2021 Repository Open Access
Florian Kunick and Pavlos Tsatsoulis

Gradient-type estimates for the dynamic \(\varphi^4_2\)-model

Preprint
2021 Repository Open Access
Pablo Linares, Felix Otto, Markus Tempelmayr and Pavlos Tsatsoulis

A diagram-free approach to the stochastic estimates in regularity structures

Academic
2021 Repository Open Access
Marius Neuß

Stochastic partial differential equations arising in self-organized criticality

Dissertation, Universität Bielefeld, 2021
inJournal
2021 Repository Open Access
Marius Neuß

Well-posedness of SVI solutions to singular-degenerate stochastic porous media equations arising in self-organised criticality

In: Stochastics and dynamics, 21 (2021) 5, p. 2150029
Preprint
2021 Repository Open Access
Felix Otto, Jonas Sauer, Scott A. Smith and Hendrik Weber

A priori bounds for quasi-linear SPDEs in the full sub-critical regime

inJournal
2021 Repository Open Access
Alexander Shaposhnikov

A note on Lusin-type approximation of Sobolev functions on Gaussian spaces

In: Journal of functional analysis, 280 (2021) 6, p. 108917
inJournal
2021 Journal Open Access
Ivan Yaroslavtsev

On strongly orthogonal martingales in UMD Banach spaces

In: Probability and mathematical statistics, 41 (2021) 1, pp. 153-171
inJournal
2020 Repository Open Access
Sebastian Becker, Benjamin Gess, Arnulf Jentzen and Peter E. Kloeden

Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations

In: BIT : numerical mathematics, 60 (2020) 4, pp. 1057-1073
inJournal
2020 Journal Open Access
Oleg Butkovsky and Michael Scheutzow

Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting

In: Communications in mathematical physics, 379 (2020) 3, pp. 1001-1034
inJournal
2020 Repository Open Access
Konstantinos Dareiotis, Benjamin Gess and Pavlos Tsatsoulis

Ergodicity for stochastic porous media equations with multiplicative noise

In: SIAM journal on mathematical analysis, 52 (2020) 5, pp. 4524-4564
inJournal
2020 Journal Open Access
Konstantinos Dareiotis and Benjamin Gess

Nonlinear diffusion equations with nonlinear gradient noise

In: Electronic journal of probability, 25 (2020), p. 35
inJournal
2020 Journal Open Access
Konstantinos Dareiotis and Máté Gerencscér

On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift

In: Electronic journal of probability, 25 (2020), p. 82
Preprint
2020 Repository Open Access
Joscha Diehl, Terry Lyons, Rosa Preiß and Jeremy Reizenstein

Areas of areas generate the shuffle algebra

Preprint
2020 Repository Open Access
Nicolas Dirr, Benjamin J. Fehrman and Benjamin Gess

Conservative stochastic PDE and fluctuations of the symmetric simple exclusion process

inJournal
2020 Journal Open Access
Benjamin J. Fehrman, Benjamin Gess and Arnulf Jentzen

Convergence rates for the stochastic gradient descent method for non-convex objective functions

In: Journal of machine learning research, 21 (2020) 136, pp. 1-48
inJournal
2020 Repository Open Access
Paul Gassiat, Benjamin Gess, Pierre-Louis Lions and Panagiotis E. Souganidis

Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians

In: Probability theory and related fields, 176 (2020) 1/2, pp. 421-448
inJournal
2020 Repository Open Access
Benjamin Gess, Cheng Ouyang and Samy Tindel

Density bounds for solutions to differential equations driven by Gaussian rough paths

In: Journal of theoretical probability, 33 (2020) 2, pp. 611-648
inJournal
2020 Repository Open Access
Benjamin Gess, Jonas Sauer and Eitan Tadmor

Optimal regularity in time and space for the porous medium equation

In: Analysis and PDE, 13 (2020) 8, pp. 2441-2480
inJournal
2020 Repository Open Access
Benjamin Gess, Wei Liu and Andre Schenke

Random attractors for locally monotone stochastic partial differential equations

In: Journal of differential equations, 269 (2020) 4, pp. 3414-3455
inJournal
2020 Repository Open Access
Benjamin Gess and Pavlos Tsatsoulis

Synchronization by noise for the stochastic quantization equation in dimensions \(2\) and \(3\)

In: Stochastics and dynamics, 20 (2020) 6, p. 240006
inJournal
2020 Repository Open Access
Benjamin Gess and Manuel V. Gnann

The stochastic thin-film equation : existence of nonnegative martingale solutions

In: Stochastic processes and their applications, 130 (2020) 12, pp. 7260-7302
inJournal
2020 Journal Open Access
Pavlos Tsatsoulis and Hendrik Weber

Exponential loss of memory for the 2-dimensional Allen-Cahn equation with small noise

In: Probability theory and related fields, 177 (2020) 1/2, pp. 257-322
inJournal
2020 Journal Open Access
Ivan Yaroslavtsev

Burkholder-Davis-Gundy inequalities in UMD Banach spaces

In: Communications in mathematical physics, 379 (2020) 2, pp. 417-459
inJournal
2020 Journal Open Access
Ivan Yaroslavtsev

Local characteristics and tangency of vector-valued martingales

In: Probability surveys, 17 (2020), pp. 545-676
inJournal
2020 Journal Open Access
Ivan Yaroslavtsev

Why stochastics? And why in Banach spaces? - Epidemic example

In: Nieuw Archief voor Wiskunde, 21 (2020) 4, pp. 245-250
inJournal
2019 Journal Open Access
Carlos Améndola, Peter K. Friz and Bernd Sturmfels

Varieties of signature tensors

In: Forum of mathematics / Sigma, 7 (2019), e10
inJournal
2019 Journal Open Access
Yvain Bruned, Ilya Chevyrev, Peter K. Friz and Rosa Preiß

A rough path perspective on renormalization

In: Journal of functional analysis, 277 (2019) 11, p. 108283
inJournal
2019 Repository Open Access
Khalil Chouk and Benjamin Gess

Path-by-path regularization by noise for scalar conservation laws

In: Journal of functional analysis, 277 (2019) 5, pp. 1469-1498
inJournal
2019 Repository Open Access
Michele Coghi and Benjamin Gess

Stochastic nonlinear Fokker-Planck equations

In: Nonlinear analysis / A, 187 (2019), pp. 259-278
inJournal
2019 Journal Open Access
Antoine Dahlqvist, Joscha Diehl and Bruce Driver

The parabolic Anderson model on Riemann surfaces

In: Probability theory and related fields, 174 (2019) 1-2, pp. 369-444
inJournal
2019 Repository Open Access
Konstantinos Dareiotis and Erik Ekström

Density symmetries for a class of 2-D diffusions with applications to finance

In: Stochastic processes and their applications, 129 (2019) 2, pp. 452-472
inJournal
2019 Repository Open Access
Konstantinos Dareiotis, Máté Gerencscér and Benjamin Gess

Entropy solutions for stochastic porous media equations

In: Journal of differential equations, 266 (2019) 6, pp. 3732-3763
inJournal
2019 Journal Open Access
Konstantinos Dareiotis and Benjamin Gess

Supremum estimates for degenerate, quasilinear stochastic partial differential equations

In: Annales de l'Institut Henri Poincaré / B, 55 (2019) 3, pp. 1765-1796
inJournal
2019 Journal Open Access
Joscha Diehl and Jeremy Reizenstein

Invariants of multidimensional time series based on their iterated-integral signature

In: Acta applicandae mathematicae, 164 (2019) 1, pp. 83-122
inJournal
2019 Repository Open Access
Sjoerd Dirksen and Ivan Yaroslavtsev

\(L^q\)-valued Burkholder-Rosenthal inequalities and sharp estimates for stochastic integrals

In: Proceedings of the London Mathematical Society, 119 (2019) 6, pp. 1633-1693
inJournal
2019 Journal Open Access
Benjamin J. Fehrman and Benjamin Gess

Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise

In: Archive for rational mechanics and analysis, 233 (2019) 1, pp. 249-322
inJournal
2019 Repository Open Access
Paul Gassiat and Benjamin Gess

Regularization by noise for stochastic Hamilton-Jacobi equations

In: Probability theory and related fields, 173 (2019) 3/4, pp. 1063-1098
inJournal
2019 Repository Open Access
Benjamin Gess and Xavier Lamy

Regularity of solutions to scalar conservation laws with a force

In: Annales de l'Institut Henri Poincaré / C, 36 (2019) 2, pp. 505-521
inJournal
2019 Repository Open Access
Benjamin Gess and Scott A. Smith

Stochastic continuity equations with conservative noise

In: Journal de mathématiques pures et appliquées, 128 (2019), pp. 225-263
inJournal
2019 Repository Open Access
Vitalii Konarovskyi and Max von Renesse

Modified massive Arratia flow and Wasserstein diffusion

In: Communications on pure and applied mathematics, 72 (2019) 4, pp. 764-800
inJournal
2018 Repository Open Access
Matias G. Delgadino and Scott A. Smith

Hölder estimates for fractional parabolic equations with critical divergence free drifts

In: Annales de l'Institut Henri Poincaré / C, 35 (2018) 3, pp. 577-604
inBook
2018
Benjamin Gess

Regularization and well-posedness by noise for ordinary and partial differential equations

In: Stochastic partial differential equations and related fields : in honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10-14, 2016 / Andreas Eberle... (eds.)
Cham : Springer, 2018. - pp. 43-67
(Springer proceedings in mathematics and statistics ; 229)
inJournal
2018 Repository Open Access
Benjamin Gess and Martina Hofmanová

Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE

In: The annals of probability, 46 (2018) 5, pp. 2495-2544
inJournal
2018 Repository Open Access
Benjamin Gess and Mario Maurelli

Well-posedness by noise for scalar conservation laws

In: Communications in partial differential equations, 43 (2018) 12, pp. 1702-1736
Preprint
2018 Repository Open Access
Felix Otto, Jonas Sauer, Scott A. Smith and Hendrik Weber

Parabolic equations with rough coefficients and singular forcing

inJournal
2018 Repository Open Access
Samuel Punshon-Smith and Scott A. Smith

On the Boltzmann equation with stochastic kinetic transport : global existence of renormalized Martingale solutions

In: Archive for rational mechanics and analysis, 229 (2018) 2, pp. 627-708
inJournal
2018 Journal Open Access
Scott A. Smith and Konstantina Trivisa

The stochastic Navier-Stokes equations for heat-conducting, compressible fluids : global existence of weak solutions

In: Journal of evolution equations, 18 (2018) 2, pp. 411-465
inJournal
2017 Journal Open Access
Joscha Diehl and Jianfeng Zhang

Backward stochastic differential equations with Young drift

In: Probability, uncertainty and quantitative risk, 2 (2017), p. 5
inJournal
2017 Repository Open Access
Joscha Diehl, Massimiliano Gubinelli and Nicolas Perkowski

The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions

In: Communications in mathematical physics, 354 (2017) 2, pp. 549-589
inJournal
2017 Repository Open Access
Franco Flandoli, Benjamin Gess and Michael Scheutzow

Synchronization by noise

In: Probability theory and related fields, 168 (2017) 3/4, pp. 511-556
inJournal
2017 Journal Open Access
Franco Flandoli, Benjamin Gess and Michael Scheutzow

Synchronization by noise for order-preserving random dynamical systems

In: The annals of probability, 45 (2017) 2, pp. 1325-1350
inJournal
2017 Repository Open Access
Benjamin Gess and Panagiotis E. Souganidis

Stochastic non-isotropic degenerate parabolic-hyperbolic equations

In: Stochastic processes and their applications, 127 (2017) 9, pp. 2961-3004
inJournal
2017 Repository Open Access
Benjamin Gess and Michael Röckner

Stochastic variational inequalities and regularity for degenerate stochastic partial differential equations

In: Transactions of the American Mathematical Society, 369 (2017) 5, pp. 3017-3045
inJournal
2017 Repository Open Access
Vitalii Konarovskyi

A system of coalescing heavy diffusion particles on the real line

In: The annals of probability, 45 (2017) 5, pp. 3293-3335
inJournal
2016 Repository Open Access
Benjamin Gess and Jonas M. Tölle

Ergodicity and local limits for stochastic local and nonlocal \(p\)-Laplace equations

In: SIAM journal on mathematical analysis, 48 (2016) 6, pp. 4094-4125
inJournal
2016 Repository Open Access
Benjamin Gess, Benoît Perthame and Panagiotis E. Souganidis

Semi-discretization for stochastic scalar conservation laws with multiple rough fluxes

In: SIAM journal on numerical analysis, 54 (2016) 4, pp. 2187-2209
inJournal
2016 Repository Open Access
Benjamin Gess and Jonas M. Tölle

Stability of solutions to stochastic partial differential equations

In: Journal of differential equations, 260 (2016) 6, pp. 4973-5025
inJournal
2015 Repository Open Access
Michael Cranston, Benjamin Gess and Michael Scheutzow

Weak synchronization for isotropic flows

In: Discrete and continuous dynamical systems / B, 21 (2015) 9, pp. 3003-3014