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In this paper, we study the existence of random periodic solutions for semilinear stochastic partial differential equations with multiplicative linear noise on a bounded open domain ${\cal O}\subset {\mathbb R}^d$ with smooth boundary. We…

Probability · Mathematics 2018-03-02 Chunrong Feng , Yue Wu , Huaizhong Zhao

This paper is devoted to proving the polynomial mixing for a weakly damped stochastic nonlinear Schr\"{o}dinger equation with additive noise on a 1D bounded domain. The noise is white in time and smooth in space. We consider both focusing…

Probability · Mathematics 2023-04-03 Jing Guo , Zhenxin Liu

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

We indicate that the nonlinear Schr\"odinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods,…

Numerical Analysis · Mathematics 2017-04-10 Jianbo Cui , Jialin Hong , Zhihui Liu , Weien Zhou

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang

We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…

Analysis of PDEs · Mathematics 2022-10-11 Annie Millet , Alex D Rodriguez , Svetlana Roudenko , Kai Yang

We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…

Probability · Mathematics 2015-10-14 Zdzislaw Brzezniak , Benedetta Ferrario

The time-global existence of solutions to a system of stochastic Schr\"odinger equations with multiplicative noise and the quadratic nonlinear terms are discussed in this paper. The same system in the deterministic treatment was studied in…

Analysis of PDEs · Mathematics 2023-05-30 Masaru Hamano , Shunya Hashimoto , Shuji Machihara

We construct global-in-time singular dynamics for the (renormalized) cubic fourth order nonlinear Schr\"odinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the…

Analysis of PDEs · Mathematics 2020-11-25 Tadahiro Oh , Nikolay Tzvetkov , Yuzhao Wang

We consider the 2D Euler equations on $\R^2$ in vorticity form, with unbounded initial vorticity, perturbed by a suitable non-smooth Kraichnan transport noise, with regularity index $\alpha\in (0,1)$. We show weak existence for every…

Probability · Mathematics 2024-07-30 Michele Coghi , Mario Maurelli

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

Numerical Analysis · Mathematics 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

We propose a phase-space formulation for the nonlinear Schr\"odinger equation with a white-noise potential in order to shed light on two issues: the rate of spread and the singularity formation in the average sense. Our main tools are the…

Chaotic Dynamics · Physics 2009-11-11 Albert C. Fannjiang

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

Probability · Mathematics 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

We treat some classes of linear and semilinear stochastic partial differential equations of Schr\"odinger type on $\mathbb{R}^d$, involving a non-flat Laplacian, within the framework of white noise analysis, combined with Wiener-It\^o chaos…

Analysis of PDEs · Mathematics 2025-04-04 Sandro Coriasco , Stevan Pilipović , Dora Seleši

We study the Cauchy problem for the non-linear Schr\"odinger equation with singular potentials. For point-mass potential and nonperiodic case, we prove existence and asymptotic stability of global solutions in weak-L^{p} spaces. Specific…

Analysis of PDEs · Mathematics 2013-07-29 Jaime Angulo Pava , Lucas C. F. Ferreira

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

Probability · Mathematics 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Stroock-Varadhan martingale problem associated such equations. The approach we exploit is the one of…

Probability · Mathematics 2017-08-01 Giuseppe Cannizzaro , Khalil Chouk

We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…

Probability · Mathematics 2019-05-22 Sebastian Herr , Michael Röckner , Deng Zhang

We consider the cubic nonlinear Schr\"odinger equation with an exceptional potential. We obtain a sharp time decay for the global in time solution and we get the large time asymptotic profile of small solutions. We prove the existence of…

Analysis of PDEs · Mathematics 2017-07-11 Ivan Naumkin

Using an approach introduced by Hairer-Labb\' e we construct a unique global dynamics for the NLS on $\T^2$ with a white noise potential and an arbitrary polynomial nonlinearity. We build the solutions as a limit of classical solutions (up…

Probability · Mathematics 2023-07-05 N. Tzvetkov , N. Visciglia