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We study a discrete nonlinear Schr\"odinger lattice with a parabolic trapping potential. The model, describing, e.g., an array of repulsive Bose-Einstein condensate droplets confined in the wells of an optical lattice, is analytically and…

We consider parabolic PDEs associated with fractional type operators drifted by non-linear singular first order terms. When the drift enjoys some boundedness properties in appropriate Lebesgue and Besov spaces, we establish by exploiting a…

Analysis of PDEs · Mathematics 2022-06-16 Diego Chamorro , Stéphane Menozzi

We consider positive singular solutions of PDEs arising from double phase functionals. Exploiting a rather new version of the moving plane method originally developed by Sciunzi, we prove symmetry and monotonicity properties of such…

Analysis of PDEs · Mathematics 2020-10-12 Stefano Biagi , Francesco Esposito , Eugenio Vecchi

A fully discrete finite difference scheme for stochastic reaction-diffusion equations driven by a $1+1$-dimensional white noise is studied. The optimal strong rate of convergence is proved without posing any regularity assumption on the…

Probability · Mathematics 2024-09-25 Oleg Butkovsky , Konstantinos Dareiotis , Máté Gerencsér

We stu\dd y a class of nonlinear stochastic partial differential equations with dissipative nonlinear drift, driven by L\'evy noise. Our work is divided in two parts. In the present part I we first define a Hilbert-Banach setting in which…

Probability · Mathematics 2013-12-10 Sergio Albeverio , Luca Di Persio , Elisa Mastrogiacomo , Boubaker Smii

The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…

Probability · Mathematics 2021-10-05 Gunther Leobacher , Michaela Szölgyenyi , Stefan Thonhauser

We continue our study for the stochastic defocusing mass crtical nonlinear Schr\"odinger equation with conservative multiplicative noise, and show that it is globally well-posed for arbitrary initial data in $L_{\omega}^{\infty}L_{x}^{2}$.…

Analysis of PDEs · Mathematics 2018-07-13 Chenjie Fan , Weijun Xu

We establish well-posedness results for multidimensional non degenerate $\alpha$-stable driven SDEs with time inhomogeneous singular drifts in $\mathbb{L}^r-{\mathbb B}_{p,q}^{-1+\gamma}$ with $\gamma<1$ and $\alpha$ in $(1,2]$, where…

Probability · Mathematics 2022-02-17 Paul-Eric Chaudru de Raynal , Stéphane Menozzi

We show that symmetric and positive profiles of ground-state standing-wave of the non-linear Schr\"odinger equation are non-degenerate and unique up to a translation of the argument and multiplication by complex numbers in the unit sphere.…

Analysis of PDEs · Mathematics 2017-09-05 Daniele Garrisi , Vladimir Georgiev

We show the existence and uniqueness of strong solutions for stochastic differential equation driven by partial $\alpha$-stable noise and partial Brownian noise with singular coefficients. The proof is based on the regularity of degenerate…

Probability · Mathematics 2017-07-18 Yueling Li , Longjie Xie , Yingchao Xie

Stochastic differential equations (SDEs) are a fundamental tool for modelling dynamic processes, including gene regulatory networks (GRNs), contaminant transport, financial markets, and image generation. However, learning the underlying SDE…

We consider the nonlinear Schr\"odinger equation on the $d$-dimensional torus $\mathbb T^d$, with the nonlinearity of polynomial type $|u|^{2\sigma}u$. For any $\sigma \in \mathbb N$ and $s>\frac d2$ we prove that adding to this equation a…

Probability · Mathematics 2024-06-28 Zdzisław Brzeźniak , Benedetta Ferrario , Mario Maurelli , Margherita Zanella

The well-posedness is established for McKean-Vlasov SDEs driven by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuous in space variable and Lipschitz continuous in distribution variable with respect to…

Probability · Mathematics 2023-06-21 Chang-Song Deng , Xing Huang

We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

Analysis of PDEs · Mathematics 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+\varepsilon G$, on the parameter $\varepsilon$. In particular, we study…

Probability · Mathematics 2021-01-01 Sergio Albeverio , Carlo Marinelli , Elisa Mastrogiacomo

We consider a nonlinear stochastic partial differential equation (SPDE) in divergence form where the forcing term is a Gaussian noise, that is white in time and colored in space such that the gradient of the solution is H\"older-continuous,…

Analysis of PDEs · Mathematics 2022-02-03 Florian Kunick

We introduce a class of explicit balanced schemes for stochastic differential equations with coefficients of superlinearly growth satisfying a global monotone condition. The first scheme is a balanced Euler scheme and is of order half in…

Numerical Analysis · Mathematics 2017-05-23 Zhongqiang Zhang , Heping Ma

Scale-separated AdS compactifications of string theory can be constructed at the two-derivative supergravity level in the presence of smeared orientifold planes. The unsmearing corrections are known to leading order in the large volume,…

High Energy Physics - Theory · Physics 2024-12-04 Maxim Emelin

One standard way to prove existence for deterministic, highly nonlinear PDEs is to use the Schauder-Tychonoff fixed-point theorem. In what follows, we introduce and verify a stochastic variant of the Schauder-Tychonoff theorem. We apply our…

Probability · Mathematics 2026-02-23 Erika Hausenblas , Ankit Kumar , Jonas M. Tölle

We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $R^d$ under some mild H{\"o}lder regularity…

Analysis of PDEs · Mathematics 2019-10-15 Noufel Frikha , Valentin Konakov , Stéphane Menozzi