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We study an explicit exponential scheme for the time discretisation of stochastic Schr\"odinger equations driven by additive or multiplicative Ito noise. The numerical scheme is shown to converge with strong order $1$ if the noise is…

Numerical Analysis · Mathematics 2016-01-26 Rikard Anton , David Cohen

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

Numerical Analysis · Mathematics 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

We consider the Cauchy problem for the defocusing cubic nonlinear Schr\"odinger equation (NLS) on the waveguide manifold $\mathbb{R}^3\times\mathbb{T}$ and establish almost sure scattering for random initial data, where no symmetry…

Analysis of PDEs · Mathematics 2023-04-26 Yongming Luo

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

Analysis of PDEs · Mathematics 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

We consider a nonlinear stochastic partial differential equation (SPDE) that takes the form of the Camassa--Holm equation perturbed by a convective, position-dependent, noise term. We establish the first global-in-time existence result for…

Analysis of PDEs · Mathematics 2024-01-08 Luca Galimberti , Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

We consider a stochastic partial differential equation (SPDE) model for chemorepulsion, with non-linear sensitivity on the one-dimensional torus. We show that for any suitable initial data there exists a pathwise unique, global solution to…

Probability · Mathematics 2023-08-22 Ilya Chevyrev , Ben Hambly , Avi Mayorcas

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

Probability · Mathematics 2014-09-17 Ying Hu , Yiming Jiang , Zhongmin Qian

In this paper, approximate nonlinear self-adjointness for perturbed PDEs is introduced and its properties are studied. Consequently, approximate conservation laws which cannot be obtained by the approximate Noether theorem are constructed…

Mathematical Physics · Physics 2013-04-04 Zhi-Yong Zhang

We present high-order numerical schemes for linear stochastic heat and wave equations with Dirichlet boundary conditions, driven by additive noise. Standard Euler schemes for SPDEs are limited to an order convergence between 1/2 and 1 due…

Numerical Analysis · Mathematics 2025-10-28 Abhishek Chaudhary , Andreas Prohl

\rm We obtain the global smooth effects for the solutions of the linear Schr\"odinger equation in anisotropic Lebesgue spaces. Applying these estimates, we study the Cauchy problem for the generalized elliptical and non-elliptical…

Analysis of PDEs · Mathematics 2008-12-09 Wang Baoxiang , Han Lijia , Huang Chunyan

We study the asymptotic behavior of solutions of discrete nonlinear Schr\"odinger-type (DNLS) equations. For a conservative system, we consider the global in time solvability and the question of existence of standing wave solutions.…

Classical Analysis and ODEs · Mathematics 2007-05-23 Nikos I. Karachalios , Athanasios N. Yannacopoulos

We develop resonance-based low-regularity numerical integrators for stochastic Schr"odinger equations with additive $Q$-Wiener noise, covering both the linear equation with rough potential and the cubic nonlinear case. For the linear…

Numerical Analysis · Mathematics 2026-05-05 Stefano Di Giovacchino

A nonlocal nonlinear Schr\"odinger (NLS) equation was recently found by the authors and shown to be an integrable infinite dimensional Hamiltonian equation. Unlike the classical (local) case, here the nonlinearly induced "potential" is $PT$…

Exactly Solvable and Integrable Systems · Physics 2016-10-11 Mark J. Ablowitz , Ziad H. Musslimani

We study the initial-boundary value problem for the derivative nonlinear Schr\"odinger (DNLS) equation. More precisely we study the wellposedness theory and the regularity properties of the DNLS equation on the half line. We prove almost…

Analysis of PDEs · Mathematics 2017-06-22 M. B. Erdoğan , T. B. Gŭrel , N. Tzirakis

The nonlinear Schr\"{o}dinger (NLS) equation possesses an infinite hierarchy of conserved densities and the numerical preservation of some of these quantities is critical for accurate long-time simulations, particularly for multi-soliton…

Numerical Analysis · Mathematics 2023-09-06 Abhijit Biswas , David I. Ketcheson

This paper constructs solutions to linear and nonlinear Schr\"odinger-type equations in two and three spatial dimensions that exhibit prescribed, extraordinary gradient amplification and localization. For any finite time interval $[0,T]$,…

Analysis of PDEs · Mathematics 2026-04-17 Huaian Diao , Xieling Fan , Hongyu Liu

Semilinear hyperbolic stochastic partial differential equations (SPDEs) find widespread applications in the natural and engineering sciences. However, the traditional Gaussian setting may prove too restrictive, as phenomena in mathematical…

Numerical Analysis · Mathematics 2023-07-04 Andrea Barth , Andreas Stein

We consider the 3-dimensional nonlinear Schr\"{o}dinger equation (NLS) with average nonlinearity. This is a limiting model of NLS with strong magnetic confinement and a generalized model of the resonant system of NLS with a partial harmonic…

Analysis of PDEs · Mathematics 2024-11-07 Jumpei Kawakami

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…

Numerical Analysis · Mathematics 2016-03-07 Jialin Hong , Lihai Ji , Liying Zhang , Jiaxiang Cai
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