637 citations · 4.1k across the 101 of their papers we have counts for
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Rough Burgers-like equations with multiplicative noise
Martin Hairer, Hendrik Weber
We construct solutions to Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions a…
A spatial version of the Itô-Stratonovich correction
Martin Hairer, Jan Maas
We consider a class of stochastic PDEs of Burgers type in spatial dimension 1, driven by space-time white noise. Even though it is well known that these equations are well posed, i…
Non-asymptotic mixing of the MALA algorithm
Nawaf Bou-Rabee, Martin Hairer, Eric Vanden-Eijnden
The Metropolis-Adjusted Langevin Algorithm (MALA), originally introduced to sample exactly the invariant measure of certain stochastic differential equations (SDE) on infinitely lo…
Rough Stochastic PDEs
Martin Hairer
In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spa…
A chain of interacting particles under strain
Michael Allman, Volker Betz, Martin Hairer
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction b…
Approximations to the Stochastic Burgers Equation
Martin Hairer, Jochen Voss
This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is…