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We prove quasi-invariance of Gaussian measures supported on Sobolev spaces under the dynamics of the three-dimensional defocusing cubic nonlinear wave equation. As in the previous work on the two-dimensional case, we employ a simultaneous…

Probability · Mathematics 2022-07-20 Trishen S. Gunaratnam , Tadahiro Oh , Nikolay Tzvetkov , Hendrik Weber

In this paper, we consider the cubic nonlinear Schr\"odinger equation with third order dispersion on the circle. In the non-resonant case, we prove that the mean-zero Gaussian measures on Sobolev spaces $H^s(\mathbb{T})$, $s > \frac 34$,…

Analysis of PDEs · Mathematics 2019-04-16 Tadahiro Oh , Yoshio Tsutsumi , Nikolay Tzvetkov

We consider the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we prove that the mean-zero Gaussian measures on Sobolev spaces $H^s(\mathbb{T})$, $s > \frac34$, are quasi-invariant under the flow.

Analysis of PDEs · Mathematics 2016-11-29 Tadahiro Oh , Nikolay Tzvetkov

We study the transport of Gaussian measures under the flow of the 2-dimensional defocusing Schr\"odinger equation $i \partial_t u + \Delta u = |u|^{2k} u$ posed on $\mathbb T^2$. In particular, we show that the Gaussian measures with…

Analysis of PDEs · Mathematics 2025-12-16 Leonardo Tolomeo , Nicola Visciglia

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 study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the two-dimensional defocusing cubic nonlinear wave equation (NLW). Under some regularity condition, we prove quasi-invariance of the…

Analysis of PDEs · Mathematics 2018-11-20 Tadahiro Oh , Nikolay Tzvetkov

Under certain regularity conditions, we establish quasi-invariance of Gaussian measures on periodic functions under the flow of cubic fractional nonlinear Schr\"{o}dinger equations on the one-dimensional torus.

Analysis of PDEs · Mathematics 2019-09-10 Justin Forlano , William J. Trenberth

We prove the quasi-invariance of gaussian measures (supported by functions of increasing Sobolev regularity) under the flow of one dimensional Hamiltonian PDE's such as the regularized long wave (BBM) equation.

Analysis of PDEs · Mathematics 2015-06-12 Nikolay Tzvetkov

In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the…

Probability · Mathematics 2024-01-02 Qinpin Chen , Jian Sun , Bo Wu

The BBM equation is a Hamiltonian PDE which revealed to be a very interesting test-model to study the transformation property of Gaussian measures along the flow. In this paper we study the BBM equation with critical dispersion (which is a…

Probability · Mathematics 2022-02-15 Giuseppe Genovese , Renato Lucá , Nikolay Tzvetkov

We consider the 1d quintic nonlinear Schr\"odinger equation (NLS) on the torus with initial data distributed according to the Gaussian measures with covariance operator $(1-\Delta)^{-s}$, and denoted $\mu_s$. For the full range…

Analysis of PDEs · Mathematics 2025-02-25 Alexis Knezevitch

We consider the $3d$ energy critical nonlinear Schr\" odinger equation with data distributed according to the Gaussian measure with covariance operator $(1-\Delta)^{-s}$, where $\Delta$ is the Laplace operator and $s$ is sufficiently large.…

Analysis of PDEs · Mathematics 2025-05-09 Chenmin Sun , Nikolay Tzvetkov

In this paper, we study the quasi-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We identify the Cameron--Martin space and derive the explicit…

Probability · Mathematics 2023-12-27 Mohamed Erraoui , Michael Röckner , José Luís da Silva

The periodic DNLS gauge is an anticipative map with singular generator which revealed crucial in the study of the periodic derivative NLS. We prove quasi-invariance of the Gaussian measure on $L^2(\T)$ with covariance $[1+(-\D)^{s}]^{-1}$…

Probability · Mathematics 2020-08-25 Giuseppe Genovese , Renato Lucà , Nikolay Tzvetkov

By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…

Probability · Mathematics 2010-11-16 G. Liang , A. Lionnet , Z. Qian

We show that introducing an exponential cut-off on a suitable Sobolev norm facilitates the proof of quasi-invariance of Gaussian measures with respect to Hamiltonian PDE flows and allows us to establish the exact Jacobi formula for the…

Analysis of PDEs · Mathematics 2022-07-04 Giuseppe Genovese , Renato Lucà , Nikolay Tzvetkov

We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we establish an optimal regularity result for…

Analysis of PDEs · Mathematics 2018-10-05 Tadahiro Oh , Philippe Sosoe , Nikolay Tzvetkov

We continue the study on the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schr\"odinger equation. By considering the renormalized equation, we extend the…

Analysis of PDEs · Mathematics 2021-08-17 Tadahiro Oh , Kihoon Seong

We prove Cameron-Martin type quasi-invariance results for the heat kernel measure of infinite-dimensional Kolmogorov and related diffusions. We first study quantitative functional inequalities for appropriate finite-dimensional…

Probability · Mathematics 2021-07-20 Fabrice Baudoin , Maria Gordina , Tai Melcher

We consider the 1-dimensional cubic Szeg\H{o} equation with data distributed according to the Gaussian measure with inverse covariance operator $(1-\partial_x^2)^\frac s2$, where $s>\frac12$. We show that, for $s>1$, this measure is…

Analysis of PDEs · Mathematics 2024-04-24 James Coe , Leonardo Tolomeo
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