Related papers: Interpolation of Gibbs measures with White Noise f…
It is shown that white noise is an invariant measure for the Korteweg-deVries equation on $\mathbb T$. This is a consequence of recent results of Kappeler and Topalov establishing the well-posedness of the equation on appropriate negative…
We prove the invariance of the mean 0 white noise for the periodic KdV. First, we show that the Besov-type space \hat{b}^s_{p, \infty}, sp <-1, contains the support of the white noise. Then, we prove local well-posedness in \hat{b}^s_{p,…
We survey different approaches to study the invariance of the white noise for the periodic KdV. We mainly discuss the following two methods. First, we discuss the PDE method, following Bourgain \cite{BO4}, in a general framework. Then, we…
We consider the Korteweg--de Vries equation with white noise initial data, posed on the whole real line, and prove the almost sure existence of solutions. Moreover, we show that the solutions obey the group property and follow a white noise…
We construct dynamics for the defocusing real-valued (Miura) mKdV equation on the real line with initial data distributed according to Gibbs measure. We also prove that Gibbs measure is invariant under these dynamics. On the way, we provide…
It is known that a linear hamiltonian system has too many invariant measures, thus the problem of convergence to Gibbs measure has no sense. We consider linear hamiltonian systems of arbitrary finite dimension and prove that, under the…
We consider the real-valued defocusing modified Korteweg-de Vries equation (mKdV) on the circle. Based on the complete integrability of mKdV, Killip-Vi\c{s}an-Zhang (2018) discovered a conserved quantity which they used to prove low…
Efficient simulation of stochastic partial differential equations (SPDE) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a…
This paper concerns Gibbs measures $\nu$ for some nonlinear PDE over the $D$-torus ${\bf T}^D$. The Hamiltonian $H=\int_{{\bf T}^D} \Vert\nabla u\Vert^2 - \int_{{\bf T}^D} \vert u\vert^p$ has canonical equations with solutions in…
In this paper, we prove the global wellposedness of the Gross-Pitaevskii equation with white noise potential, i.e. a cubic nonlinear Schr{\"o}dinger equation with harmonic confining potential and spatial white noise multiplicative term.…
The paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes formula and the well-posedness of the posterior measure are studied. The abstract…
In this paper, we study the Gibbs measures for periodic generalized Korteweg-de Vries equations (gKdV) with quartic or higher nonlinearities. In order to bypass the analytical ill-posedness of the equation in the Sobolev support of the…
We investigate the invariance of the Gibbs measure for the fractional Schrodinger equation of exponential type (expNLS) $i\partial_t u + (-\Delta)^{\frac{\alpha}2} u = 2\gamma\beta e^{\beta|u|^2}u$ on $d$-dimensional compact Riemannian…
Starting with the Wigner distribution formulation for beam wave propagation in H\"{o}lder continuous non-Gaussian random refractive index fields we show that the wave beam regime naturally leads to the white-noise scaling limit and…
Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…
The periodic KdV equation u_t=u_{xxx}+\beta uu_x arises from a Hamiltonian system with infinite-dimensional phase space L^2(T). Bourgain has shown that there exists a Gibbs measure \nu on balls \{\phi :\Vert\Phi\Vert^2_{L^2}\leq N\} in the…
We study the stochastic Korteweg-de Vries equation (SKdV) with an additive space-time white noise forcing, posed on the one-dimensional torus. In particular, we construct global-in-time solutions to SKdV with spatial white noise initial…
It is a crucial feature of quantum mechanics that not all measurements are compatible with each other. However, if measurements suffer from noise they may lose their incompatibility. Here, we consider the effect of white noise and determine…
We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…
We study stochastically forced semilinear parabolic PDE's of the Ginzburg-Landau type. The class of forcings considered are white noises in time and colored smooth noises in space. Existence of the dynamics in $L^\infty$, as well as…