Sarah Geiss
Dr. · Postdoctoral Researcher
TU Berlin
Research profile
Sarah Geiss works in stochastic analysis and stochastic partial differential equations (SPDEs). Her research interests include sharp stochastic inequalities, regularity of solutions to SPDEs, stochastic scalar conservation laws, and the stochastic Cahn–Hilliard equation.
Research areas
SPDEs · Stochastic Dynamics · Stochastic Fluid Dynamics
Five research keywords
stochastic Gronwall-type inequalities · stochastic scalar conservation laws · stochastic Cahn–Hilliard equation · regularity · critical spaces
Contact and links
Curriculum vitae
| Date | Appointment / education |
|---|---|
| Current | Postdoctoral researcher, Stochastic Analysis in the Sciences, Technische Universität Berlin; member of the FluCo team. |
| 2023 | PhD in Mathematics, Technische Universität Berlin; dissertation: “Sharp generalizations of stochastic Gronwall inequalities.” |
| Information missing | The appointment start date, earlier education and earlier appointments should be provided by the member. |
Publications
This catalogue contains all publications by the member, including work from before joining SAiS. Journal versions and preprints are maintained as one record per scientific work.
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The stochastic Cahn-Hilliard equation in critical spaces
We study stochastic Cahn-Hilliard equations in bounded smooth domains with a double-well potential, transport-type noise, and natural Neumann boundary conditions in dimensions $d\le 4$. By employing stochastic maximal regularity techniques and deriving suitable energy estimates, we prove local and global well-posedness. The…
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Comment on: Criteria for Strong and Weak Random Attractors
Published · Journal of Dynamics and Differential Equations 37, 1997–2001 (2025). In the article ‘Criteria for Strong and Weak Random Attractors’ necessary and sufficient conditions for strong attractors and weak attractors are studied. In this note we correct two of its theorems on…
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Concave and other generalizations of stochastic Gronwall inequalities
We provide nonlinear generalizations of a class of stochastic Gronwall inequalities that have been studied by von Renesse and Scheutzow (2010), Scheutzow (2013), Xie and Zhang (2020) and Mehri and Scheutzow (2021). This class of stochastic Gronwall inequalities is a…
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Sharp convex generalizations of stochastic Gronwall inequalities
Published · Journal of Differential Equations 392, 74–127 (2024). We provide generalizations of a class of stochastic Gronwall inequalities that has been studied by von Renesse and Scheutzow (2010), Scheutzow (2013), Xie and Zhang (2020) and Mehri and Scheutzow (2021). This…
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Sharpness of Lenglart’s domination inequality and a sharp monotone version
Published · Electronic Communications in Probability 26, 1–8 (2021). We prove that the best so far known constant $c_p=\frac{p^{-p}}{1-p},\, p\in(0,1)$ of a domination inequality, which originates to Lenglart, is sharp. In particular, we solve an open question posed by Revuz and…
Current SAiS projects
FluCo
Postdoctoral researcher in the ERC-funded team.
Talks and posters
Selected talks and posters: information to be provided by the member.
Teaching
Selected teaching activities: information to be provided by the member.