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In this article we present a {\it quantitative} central limit theorem for the stochastic fractional heat equation driven by a a general Gaussian multiplicative noise, including the cases of space-time white noise and the white-colored noise…

Probability · Mathematics 2020-07-31 Obayda Assaad , David Nualart , Ciprian A. Tudor , Lauri Viitasaari

We consider the stochastic damped nonlinear wave equation $\partial_t^{2}u+\partial_t u+u-\Delta u +u^{3} = \sqrt{2} {\langle{\nabla}\rangle^{-s}} \xi$ on the two-dimensional torus $\mathbb T^2$, where $\xi$ denotes a space-time white noise…

Probability · Mathematics 2024-10-01 Justin Forlano , Leonardo Tolomeo

We consider the nonlinear Schr\"odinger equation with multiplicative spatial white noise and an arbitrary polynomial nonlinearity on the two-dimensional full space domain. We prove global well-posedness by using a gauge-transform introduced…

Analysis of PDEs · Mathematics 2023-03-08 Arnaud Debussche , Ruoyuan Liu , Nikolay Tzvetkov , Nicola Visciglia

We study the statistical mechanics of the one-dimensional discrete nonlinear Schr\"odinger (DNLS) equation with saturable nonlinearity. Our study represents an extension of earlier work [Phys. Rev. Lett. {\bf 84}, 3740 (2000)] regarding the…

Pattern Formation and Solitons · Physics 2013-04-23 Mogens R. Samuelsen , Avinash Khare , Avadh Saxena , Kim Ø. Rasmussen

The effect of noise on the nonlinear photoionization of an atom due to a femtosecond pulse is investigated in the framework of the stochastic Schr\"odinger equation. A modest amount of white noise results in an enhancement of the net…

Atomic Physics · Physics 2015-06-26 Kamal P. Singh , Jan M. Rost

We consider the free linear Schr\"odinger equation on a torus $\mathbb T^d$, perturbed by a hamiltonian nonlinearity, driven by a random force and damped by a linear damping: $$ u_t -i\Delta u +i\nu \rho |u|^{2q_*}u = - \nu f(-\Delta) u +…

Mathematical Physics · Physics 2014-04-08 Sergei Kuksin , Alberto Maiocchi

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Probability · Mathematics 2023-03-23 Raluca M. Balan

In this paper, we study the probabilistic local well-posedness of the cubic Schr\"odinger equation (cubic NLS): \[ (i\partial_{t} + \Delta) u = \pm |u|^{2} u \text{ on } [0,T) \times \mathbb{R}^{d}, \] with initial data being a Wiener…

Analysis of PDEs · Mathematics 2024-04-10 Jean-Baptiste Casteras , Juraj Foldes , Gennady Uraltsev

We prove the local well-posedness of the periodic stochastic Korteweg-de Vries equation with the additive space-time white noise. In order to treat low regularity of the white noise in space, we consider the Cauchy problem in the Besov-type…

Analysis of PDEs · Mathematics 2010-07-13 Tadahiro Oh

We consider the energy-critical stochastic cubic nonlinear Schr\"odinger equation on $\mathbb R^4$ with additive noise, and with the non-vanishing boundary conditions at spatial infinity. By viewing this equation as a perturbation to the…

Analysis of PDEs · Mathematics 2024-07-26 Kelvin Cheung , Guopeng Li

In this paper, we investigate the Cauchy problem associated with the stochastic hyperbolic Keller-Segel (SHKS) equation featuring multiplicative noises on the torus $\mathbb{T}^d$. First, we establish the local existence and uniqueness of…

Probability · Mathematics 2025-11-20 Tengyu Li , Lei Zhang

In this paper, we consider the well-posedness of the weakly damped stochastic nonlinear Schr\"odinger(NLS) equation driven by multiplicative noise. First, we show the global existence of the unique solution for the damped stochastic NLS…

Probability · Mathematics 2018-01-18 Jianbo Cui , Jialin Hong , Liying Sun

We exhibit various restrictions about the wellposedness of the Schr{\''o}dinger product $$\cl:z \longmapsto -\imath \int\_0^t e^{\imath s {\cop \partial^2\_x}}\big( z\_s\cdot \Psi\_s\big) ds $$ where $\Psi$ refers to the so-called linear…

Analysis of PDEs · Mathematics 2025-12-02 Aurélien Deya

We prove the existence and the uniqueness of a solution to the stochastic NSLE on a two-dimensional compact riemannian manifold. Thus we generalize a recent work by Burq, G\'erard and Tzvetkov in the deterministic setting, and a series of…

Probability · Mathematics 2022-10-13 Zdzislaw Brzezniak , Annie Millet

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 the stochastic Nonlinear Schr\"{o}dinger system with multiplicative white noise in energy space $H^1$. Based on deterministic and stochastic Strichartz estimates, we prove the local well-posedness and uniqueness of mild solution.…

Analysis of PDEs · Mathematics 2019-12-12 Qi Zhang , Jinqiao Duan , Yong Chen

In this paper, we study the stochastic heat equation in the spatial domain $\mathbb{R}^d$ subject to a Gaussian noise which is white in time and colored in space. The spatial correlation can be any symmetric, nonnegative and…

Probability · Mathematics 2015-10-22 Le Chen , Kunwoo Kim

We consider the approximation via modulation equations for nonlinear SPDEs on unbounded domains with additive space time white noise. Close to a bifurcation an infinite band of eigenvalues changes stability, and we study the impact of small…

Probability · Mathematics 2019-10-30 Luigi Amedeo Bianchi , Dirk Blömker , Guido Schneider

We study the Cauchy problem for the $1$-d periodic fractional Schr\"odinger equation with cubic nonlinearity. In particular we prove local well-posedness in Sobolev spaces, for solutions evolving from rough initial data. In addition we show…

Analysis of PDEs · Mathematics 2013-12-19 S. Demirbas , M. B. Erdoğan , N. Tzirakis

We consider a class of stochastic PDEs of Burgers type in spatial dimension 1, driven by space-time white noise. Even though it is well known that these equations are well posed, it turns out that if one performs a spatial discretization of…

Probability · Mathematics 2012-07-31 Martin Hairer , Jan Maas
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