Dr Hendrik Weber
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Hendrik WeberAssociate Professor (Reader) and Royal Society University Research Fellow Office: C2.27
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Teaching Responsibilities 2018/19:
None.
Research interest:
Stochastic Analysis, in particular Stochastic PDE
Past Teaching:
Term 2 2013/14:
MA3B8 Complex Analysis
MA911 (P2) Probability: Theory and Examples
Term 2 2012/13: MA3B8 Complex Analysis
Term 2 2011/12: TCC course on Large Deviation Theory.
Publications:
Research articles:
1.) Sharp interface limit for invariant measures of the stochastic Allen-Cahn equation, Comm. Pure Appl. Math. 63(8): 1071 - 1109, 2010. preprint
2.) On the short time asymptotic of the stochastic Allen-Cahn equation, Annales d'IHP (B) Probabilités et Statistiques, 46(4): 965-975, 2010. preprint
3.) Tightness for a stochastic Allen–Cahn equation, (with M. Röger), Stochastic Partial Differential Equations: Analysis and Computations, 1(1): 175-203, 2013. preprint
4.) Rough Burgers-like equations with multiplicative noise, (with M. Hairer), Prob. Theory and Rel. Fields 155(1-2): 71-126, 2013. preprint
Erratum: Prob. Theory and Rel. Fields 157(3-4): 1011-1013, 2013. preprint
5.) Triviality of the 2D stochastic Allen-Cahn equation, (with M. Hairer, M. D. Ryser), Electronic Journal of Probability 17(39): 1-14, 2012. preprint
6.) Approximating Rough Stochastic PDEs, (with M. Hairer, J. Maas), Comm. Pure Appl. Math, 67(5): 776–870, 2014. preprint
7.) Invariant measure of the stochastic Allen-Cahn equation: the regime of small noise and large system size, (with F. Otto, M. Westdickenberg), Electronic Journal of Probability, 19(23): 1-76, 2013. preprint
8.) Kullback-Leibler Approximation for Probability Measures on Infinite Dimensional Spaces, (with G. Simpson, F. Pinski, A. Stuart), Siam Journal on Mathematical Analysis, 47(6): 4091-4122, 2015. preprint
9.) Large deviations for white-noise driven, nonlinear stochastic PDEs in two and three dimensions, (with M. Hairer), Annales de la Faculté des Sciences de Toulouse, 24(1): 55-92, 2015. preprint
10.) Algorithms for Kullback-Leibler Approximation of Probability Measures in Infinite Dimensions, (with G. Simpson, F. Pinski, A. Stuart), Siam Journal on Scientific Computing, 37(6): A2733–A2757, 2015. preprint
11.) Convergence of the two-dimensional dynamic Ising-Kac model to $\Phi_2^4$, (with J.-C. Mourrat), Comm. Pure Appl. Math. 70(4): 717–812, 2017. preprint
12.) On the large time behavior of the solutions of a nonlocal ordinary differential equation with mass conservation, (with D. Hilhorst, H. Matano, T.-N. Nguyen), Journal of Dynamics and Differential Equations, 28(3): 707–731, 2015. preprint
13.) Global well-posedness of the dynamic $\Phi^4$ model in the plane, (with J.-C. Mourrat), Annals of Probability online first, 2015. preprint
14.) Hölder regularity for a non-linear parabolic equation driven by space-time white noise, (with F. Otto), 2015. preprint
15.) The dynamic $\Phi^4_3$ model comes down from infinity (an old version was called Global well-posedness of the dynamic $\Phi^4_3$ model on the torus), (with J.-C. Mourrat), Communications in Mathematical Physics, accepted for publication, 2016. preprint
16.) Sample path large deviations for Laplacian models in (1+1) dimensions, (with S. Adams, A. Kister), Electronic Journal of Probability, 21(62), 36pp, 2016. preprint
17.) An Eyring-Kramers law for the stochastic Allen-Cahn equation in dimension two, (with N. Berglund, G. Di Gesù), Electronic Journal of Probability, 27(22), 1-27, 2017. preprint
18.) Gaussian approximations for transition paths in molecular dynamics, (with Y. Lu, A. Stuart), Siam Journal on Mathematical Analysis accepted for publication, 2016. preprint
19.) Quasilinear SPDEs via rough paths, (with F. Otto), 2016. preprint
20.) Glauber dynamics of 2D Kac-Blume-Capel model and their stochastic PDE limits, (with H. Shen), 2016. preprint
21.) Spectral gap for the stochastic quantization equation on the 2-dimensional torus, (with P. Tsatsoulis), Annales de l’Institut Henri Poincaré accepted for publication, 2016. preprint
22.) Gaussian approximations for probability measures on R^d, (with Y. Lu, A. Stuart), SIAM/ASA Journal on Uncertainty Quantification accepted for publication, 2016. preprint
23.) The Schrödinger equation with spatial white noise potential, (with A. Debussche), 2016. preprint
Lecture Notes:
Stochastic PDEs, Regularity structures, and interacting particle systems, (with Ajay Chandra), Annales de la Faculté des Sciences de Toulouse accepted for publication, 2015. pdf
Construction of $\Phi^4_3$ diagrams for pedestrians, (with J.-C. Mourrat, W. Xu), Particle Systems and PDEs 2015, University of Minho, Springer Proceedings in Mathematics & Statistics accepted for publication 2016. pdf