Our research mission

We study how fluctuations reshape strongly nonlinear systems and develop analytical and structure-preserving numerical methods that connect microscopic randomness, continuum equations, and learning and sampling algorithms.

Stochastic Analysis in the Sciences (SAiS) develops mathematical methods for complex systems shaped by randomness, nonlinearity and interactions across scales. Based jointly at TU Berlin and the Max Planck Institute for Mathematics in the Sciences in Leipzig, the group studies nonlinear PDEs, stochastic PDEs, stochastic dynamics and structure-preserving numerical methods.

Our work addresses conservative and singular SPDEs, equations with irregular coefficients, random dynamical systems, synchronization and regularization by noise, and scaling limits of interacting particle systems. Applications range from non-equilibrium statistical mechanics and fluctuating hydrodynamics to stochastic fluid dynamics, sampling and the mathematical foundations of machine learning. By combining analysis, probability and computation, we seek universal structures that connect microscopic randomness with effective continuum descriptions and reliable algorithms.

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