Related papers: Gaussian fluctuations from random Schr\"odinger eq…
We consider the weak convergence of the Euler-Maruyama approximation for Schr\"odinger-F\"ollmer diffusions, which are solutions of Schr\"odinger bridge problems and can be used for sampling from given distributions. We show that the…
We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…
We consider random Schr\"odinger equations on $\bR^d$ or $\bZ^d$ for $d\ge 3$ with uncorrelated, identically distributed random potential. Denote by $\lambda$ the coupling constant and $\psi_t$ the solution with initial data $\psi_0$.…
An analytic expression is derived for a force on a weak point impurity arising from the scattering of quantum fluctuations in a slow-moving, weakly interacting, three-dimensional Bose-Einstein condensate at zero temperature. In an…
We consider a nonlinear Schr\"odinger equation with double power nonlinearity \begin{align*} i\partial_t u+\Delta u-|u|^{p-1}u+|u|^{q-1}u=0,\quad (t,x)\in\mathbb{R}\times\mathbb{R}^N, \end{align*} where $1<p<q<1+4/(N-2)_+$. Due to the…
A variety of physically relevant bilinear Schr\"odinger equations are known to be approximately controllable in large times. There are however examples which are approximately controllable in large times, but not in small times. This…
We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…
This paper is devoted to the homogenization of Shr\"odinger type equations with periodically oscillating coefficients of the diffusion term, and a rapidly oscillating periodic time-dependent potential. One convergence theorem is proved and…
The nonlinear Schr\"odinger equation is widely used as an approximate model for the evolution in time of the water wave envelope. In the context of simulating ocean waves, initial conditions are typically generated from a measured power…
A stochastic model is derived to predict the turbulent torque produced by a swirling flow. It is a simple Langevin process, with a colored noise. Using the unified colored noise approximation, we derive analytically the PDF of the…
We study the paraxial wave equation with a randomly perturbed index of refraction, which can model the propagation of a wave beam in a turbulent medium. The random perturbation is a stationary and isotropic process with a general form of…
Many approximate solutions of the time-dependent Schr\"odinger equation can be formulated as exact solutions of a nonlinear Schr\"odinger equation with an effective Hamiltonian operator depending on the state of the system. We show that…
In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an…
We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…
We show that the stationary density fluctuations of exclusion processes with long jumps, whose rates are of the form $c^\pm |y-x|^{-(1+\alpha)}$ where $c\pm$ depends on the sign of $y-x$, are given by a fractional Ornstein-Uhlenbeck process…
We consider the linear and non linear cubic Schr\"odinger equations with periodic boundary conditions, and their approximations by splitting methods. We prove that for a dense set of arbitrary small time steps, there exists numerical…
A consequence of non-Gaussian perturbations on the Sachs-Wolfe effect is studied. For a particular power spectrum, predicted Sachs-Wolfe effects are calculated for two cases: Gaussian (random phase) configuration, and a specific kind of…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
In this paper we review recent developments in the statistical theory of weakly nonlinear dispersive waves, the subject known as Wave Turbulence (WT). We revise WT theory using a generalisation of the random phase approximation (RPA). This…