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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.…

Analysis of PDEs · Mathematics 2023-11-20 Pierre Mackowiak

In this article, we consider the following stochastic fractional diffusion equation \begin{equation*} \left(\partial^{\beta}+\dfrac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u(t, x)= \lambda\: I_{0_+}^{\gamma}\left[u(t, x) \dot{W}(t,…

Probability · Mathematics 2023-03-22 Yuhui Guo , Jian Song , Xiaoming Song

In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…

Probability · Mathematics 2026-03-11 Rachid Belfadli , Youssef Ouknine , Ercan Sönmez

We study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth…

Probability · Mathematics 2007-05-23 Robert C. Dalang , Marta Sanz-Solé

An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on an open bounded domain $D\subset\R^n$\,, $1\leq…

Analysis of PDEs · Mathematics 2015-05-28 Yan Lv , A. J. Roberts

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…

Numerical Analysis · Mathematics 2017-12-22 Yajing Li , Yejuan Wang , Weihua Deng

From among the waves whose dynamics are governed by the nonlinear Schr\"odinger (NLS) equation, we find a robust, spatiotemporally disordered family, in which waves initialized with increasing amplitudes, on average, over long time scales,…

Pattern Formation and Solitons · Physics 2021-07-05 Katelyn Plaisier Leisman , Douglas Zhou , J. W. Banks , Gregor Kovačič , David Cai

In this paper we study a large class of nonlinear stochastic wave equations that arise in laser generation models and models for propagation in random media in a unified mathematical framework. Continuous and pulse-wave propagation models,…

Analysis of PDEs · Mathematics 2024-12-24 Sivaguru S. Sritharan , Saba Mudaliar

The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…

Statistical Mechanics · Physics 2016-12-07 Stanislav Burov , Moshe Gitterman

We describe regularizing effects in the linearization of a kinetic equation that arises in study of a system of nonlinear waves satisfying the Schr\"odinger equation in terms of weak turbulence and condensate. The problem is first…

Analysis of PDEs · Mathematics 2024-01-11 Miguel Escobedo

We study the zero-noise limit for autonomous, one-dimensional ordinary differential equations with discontinuous right-hand sides. Although the deterministic equation might have infinitely many solutions, we show, under rather general…

Probability · Mathematics 2022-05-31 Ulrik Skre Fjordholm , Markus Musch , Andrey Pilipenko

Fix $d\in\{1,2\}$, we consider a $d$-dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlation function is integrable and satisfies Dalang's condition.…

Probability · Mathematics 2021-08-18 David Nualart , Guangqu Zheng

This paper introduces an extension of the time-splitting sine-spectral (TSSP) method for solving damped focusing nonlinear Schr\"{o}dinger equations (NLS). The method is explicit, unconditionally stable and time transversal invariant.…

Numerical Analysis · Mathematics 2025-10-20 Weizhu Bao , Dieter Jaksch

Supersonic flow of a superfluid past a slender impenetrable macroscopic obstacle is studied in the framework of the two-dimensional defocusing nonlinear Schr\"odinger (NLS) equation. This problem is of fundamental importance as a dispersive…

Pattern Formation and Solitons · Physics 2013-05-29 G. A. El , A. M. Kamchatnov , V. V. Khodorovskii , E. S. Annibale , A. Gammal

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

In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…

Dynamical Systems · Mathematics 2025-01-22 Zhenxin Liu , Zhiyuan Shi

We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of…

Analysis of PDEs · Mathematics 2015-05-15 Davit Martirosyan , Vahagn Nersesyan

Existence of stationary point vortices solution to the damped and stochastically driven Euler's equation on the two dimensional torus is proved, by taking limits of solutions with finitely many vortices. A central limit scaling is used to…

Probability · Mathematics 2019-01-23 Francesco Grotto

The Cauchy problem for the stochastic nonlinear Schr\"odinger equation with multiplicative noise is considered where the nonlinear term is of power type and the noise coefficients are purely imaginary numbers. The main purpose of this paper…

Analysis of PDEs · Mathematics 2024-12-09 Isamu Dôku , Shunya Hashimoto , Shuji Machihara
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