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This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
Wave self-focusing in molecular systems subject to thermal effects, such as thin molecular films and long biomolecules, can be modeled by stochastic versions of the Discrete Self-Trapping equation of Eilbeck, Lomdahl and Scott, and this can…
We develop a Schr\"{o}dinger-picture formulation for a scalar quantum field driven by a Lorentz-invariant white-noise field. The quantum state of the system is described by a stochastic wave functional that evolves according to a stochastic…
As an unusual type of anomalous diffusion behavior, the (transient) superballistic transport has been experimentally observed recently but it is not well understood yet. In this paper, we investigate the white noise effect (in Markov…
Here, we introduce a stochastic partial differential equation (SPDE) formulation driven by temporally correlated noise to describe light propagation beyond the standard Markov approximation. By representing the squared refractive index…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…
A detailed exposition of highly efficient and accurate method for the propagation of the time-dependent Schr\"odinger equation is presented. The method is readily generalized to solve an arbitrary set of ODE's. The propagation is based on a…
We study the motion of the hypersurface $(\gamma_t)_{t\geq 0}$ evolving according to the mean curvature perturbed by $\dot{w}^Q$, the formal time derivative of the $Q$-Wiener process ${w}^Q$, in a two dimensional bounded domain. Namely, we…
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…
This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…
In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…
We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…
Stochastic perturbations of transport type are a common and widely accepted way of representing turbulent effects in fluid dynamics models. In many known examples, it even leads to improved solution theory, a phenomenon known as…
In the framework of the random matrix approach, we apply the theory of Selberg's integral to problems of quantum transport in chaotic cavities. All the moments of transmission eigenvalues are calculated analytically up to the fourth order.…
Quantum-statistical effects occur during the propagation of electromagnetic (EM) waves inside the dielectric media or metamaterials, which include a large class of nanophotonic and plasmonic waveguides with dissipation and noise. Exploiting…
The effect of noise on the nonlinear photoionization of an atom due to a femtosecond pulse is investigated in the framework of the stochastic Schr\"odinger equation. A modest amount of white noise results in an enhancement of the net…
We construct a class of stochastic differential equations driven by White Gaussian noise sources whose solutions can be drawn from skewed Gaussian probability laws, here referred as skew-Normal diffusion (SKN) processes. The non-Gaussian…
This paper derives Langevin equations for an optical cavity where the dominant nonlinearity arises from free-carrier dispersion. We define a generalized Wigner function, compute a Fokker-Planck equation that approximates the master…