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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…

Numerical Analysis · Mathematics 2023-02-14 Bastian Harrach , Tim Jahn , Roland Potthast

We investigate the global well-posedness and ergodicity of the complex Ginzburg-Landau equation with a general nonlinear term on the two-dimensional torus, driven by complex-valued space-time white noise. Due to the roughness of noise, the…

Probability · Mathematics 2026-03-25 Huiping Chen , Yong Chen , Yong Liu

We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

Probability · Mathematics 2011-02-18 Robert C. Dalang , Carl Mueller

We consider the Cauchy problem to the 3D fractional Schr\"odinger equation with quadratic interaction of $u\bar u$ type. We prove the global existence of solutions and scattering properties for small initial data. For the proof, one novelty…

Analysis of PDEs · Mathematics 2026-01-14 Zihua Guo , Naijia Liu , Liang Song

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic nonlinear Schr\"{o}dinger equation, with either focusing or defocusing nonlinearity, driven by nonlinear multiplicative L\'evy noise in the Marcus…

Probability · Mathematics 2024-08-19 Jiahui Zhu , Wei Liu , Jianliang Zhai

We consider the problem of reconstructing a discrete-time signal (sequence) with continuous-valued components corrupted by a known memoryless channel. When performance is measured using a per-symbol loss function satisfying mild regularity…

Information Theory · Computer Science 2008-07-23 Kamakshi Sivaramakrishnan , Tsachy Weissman

We prove the exponential convergence to a unique invariant measure for locally damped nonlinear Schr\"odinger equations, perturbed by bounded noise acting on only two Fourier modes. To tackle the lack of smoothing effect, we introduce…

Analysis of PDEs · Mathematics 2026-04-08 Yuxuan Chen , Shengquan Xiang , Zhifei Zhang

We present the results of a numerical experiment inspired by the semiclassical (zero-dispersion) limit of the focusing nonlinear Schroedinger (NLS) equation. In particular, we focus on the Gaussian semiclassical soliton ensemble, a family…

Exactly Solvable and Integrable Systems · Physics 2012-11-12 Long Lee , Gregory D. Lyng

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness…

Probability · Mathematics 2023-04-12 Lorenzo Marino

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

We show that the nonlinear Schr\"{o}dinger equation (NLSE) with white noise dispersion on quantum graphs is globally well-posed in $L^2$ once the free deterministic Schr\"{o}dinger group satisfies a natural $L^1-L^{\infty}$ decay, which is…

Analysis of PDEs · Mathematics 2019-11-13 Iulian Cîmpean , Andreea Grecu

We consider the Cauchy problem for the cubic fourth order nonlinear Schr\"odinger equation (4NLS) on the circle. In particular, we prove global well-posedness of the renormalized 4NLS in negative Sobolev spaces $H^s(\mathbb{T})$, $s >…

Analysis of PDEs · Mathematics 2018-05-22 Tadahiro Oh , Yuzhao Wang

We study the nonlinear wave equation (NLW) on the two-dimensional torus $\mathbb T^2$ with Gaussian random initial data on $H^s(\mathbb T^2) \times H^{s-1}(\mathbb T^2)$, $s < 0$, distributed according to the base Gaussian free field $\mu$…

Analysis of PDEs · Mathematics 2023-02-20 Tadahiro Oh , Mamoru Okamoto , Nikolay Tzvetkov

The soliton resolution conjecture for the focusing nonlinear Schrodinger equation (NLS) is the vaguely worded claim that a global solution of the NLS, for generic initial data, will eventually resolve into a radiation component that…

Analysis of PDEs · Mathematics 2013-04-05 Sourav Chatterjee

We show global asymptotic stability of solitary waves of the nonlinear Schr\"odinger equation in space dimension 1. Furthermore, the radiation is shown to exhibit long range scattering if the nonlinearity is cubic at the origin, or standard…

Analysis of PDEs · Mathematics 2023-06-07 Charles Collot , Pierre Germain

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

Scattering resonances have important applications in many areas of science and engineering. They are the replacement of discrete spectral data for problems on non-compact domains. In this paper, we consider the computation of scattering…

Numerical Analysis · Mathematics 2024-04-16 Yingxia Xi , Bo Gong , Jiguang Sun

We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…

High Energy Physics - Theory · Physics 2008-02-03 Salman Habib

We consider the defocusing nonlinear wave equation of power-type on $\mathbb{R}^3$. We establish an almost sure global existence result with respect to a suitable randomization of the initial data. In particular, this provides examples of…

Analysis of PDEs · Mathematics 2014-09-16 Jonas Luhrmann , Dana Mendelson

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante
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