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It is shown that the intensity quantum noise of a single-emitter nanolaser can be accurately computed by adopting a stochastic interpretation of the standard rate equation model under the only assumption that the emitter excitation and…

We study a class of fully-discrete schemes for the numerical approximation of solutions of stochastic Cahn--Hilliard equations with cubic nonlinearity and driven by additive noise. The spatial (resp. temporal) discretization is performed…

We consider the optical fiber channel modelled by the nonlinear Schr\"{o}dinger equation with additive white Gaussian noise and with large signal-to-noise ratio. For the small dispersion case we present the approach to analyze the…

In this paper we introduce a new approach to the study of filtering theory by allowing the system's parameters to have a random character. We use Hida's white noise space theory to give an alternative characterization and a proper…

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…

In this paper we propose and analyze explicit space-time discrete numerical approximations for additive space-time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the…

Weakly scattering random lasers exhibit lasing modes that spatially overlap and can interact strongly via gain saturation. Consequently, lasing in high-threshold modes may be suppressed by strong low-threshold lasing modes. We numerically…

In this article we present a {\it quantitative} central limit theorem for the stochastic fractional heat equation driven by a a general Gaussian multiplicative noise, including the cases of space-time white noise and the white-colored noise…

The applied method of slowly varying amplitudes of the electrical and magnet vector fields give us the possibility to reduce the nonlinear vector integro-differential wave equation to the amplitude vector nonlinear differential equations.…

We consider a class of one-dimensional nonlinear stochastic parabolic problems associated with Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes…

We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

We prove the existence, uniqueness, and comparison of solutions for a nonlinear stochastic parabolic partial differential equation that includes the Solar variability in terms of a multiplicative Wiener cylindrical noise in the term of the…

Schrodinger-type wave equations with logarithmic nonlinearity occur in hydrodynamic models of Korteweg-type materials with capillarity and surface tension, which can undergo liquid-solid or liquid-gas phase transitions. One of the…

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…

We establish a framework for the existence and uniqueness of solutions to stochastic nonlinear (possibly multi-valued) diffusion equations driven by multiplicative noise, with the drift operator $L$ being the generator of a transient…

A general theory of nonlinear signal-noise interactions for wavelength division multiplexed fiber-optic coherent transmission systems is presented. This theory is based on the regular perturbation treatment of the nonlinear Schrodinger…

We address the Cauchy problem for a nonlinear Schr{\"o}dinger equation where the dispersion is modulated by a deterministic noise. The noise is understood as the derivative of a self-affine function of order H $\in$ (0, 1). Due to the…

In this work, we generalize some results on scaling limits of stochastic transport equations on the torus, developed recently by Flandoli, Galeati and Luo in Galeati (2020); Flandoli and Luo (2020); Flandoli et al. (2024), to manifolds. We…