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We study a $d$-dimensional wave equation model ($2\leq d\leq 4$) with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter…

Probability · Mathematics 2021-05-21 Aurélien Deya

We study the stochastic cubic nonlinear wave equation (SNLW) with an additive noise on the three-dimensional torus $\mathbb{T}^3$. In particular, we prove local well-posedness of the (renormalized) SNLW when the noise is almost a space-time…

Analysis of PDEs · Mathematics 2022-05-31 Tadahiro Oh , Yuzhao Wang , Younes Zine

In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…

Analysis of PDEs · Mathematics 2025-02-05 Mark van den Bosch , Christian H. S. Hamster , Hermen Jan Hupkes

We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…

Analysis of PDEs · Mathematics 2022-10-11 Annie Millet , Svetlana Roudenko , Kai Yang

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

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy…

Analysis of PDEs · Mathematics 2022-08-29 Alessia Ascanelli , Sandro Coriasco , André Süß

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

Laser frequency stabilization is conventionally analyzed using continuous-time control theory, which accurately models analog feedback but is insufficient for digital implementations where quantization, sampling, and stochastic noise shape…

Optics · Physics 2026-04-09 Swarnav Banik , Elliot Greenwald , Xing Pan

This study aims to examine the effect of L\'evy noise on the solutions of the nonlinear Schr\"odinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the…

Dynamical Systems · Mathematics 2024-05-03 Hina Zulfiqar , Shenglan Yuan , Muhammad Shoaib Saleem

We use a probabilistic method to describe the effect of laser noise on the laser-atom interaction, in the case that the atom is a two level system without spontaneous emission. The stochastic differential equation for the laser-atom…

Atomic Physics · Physics 2013-08-06 Yuan Sun , Chen Zhang

This paper introduces a novel deep-learning-based approach for numerical simulation of a time-evolving Schr\"odinger equation inspired by stochastic mechanics and generative diffusion models. Unlike existing approaches, which exhibit…

Machine Learning · Computer Science 2024-09-19 Elena Orlova , Aleksei Ustimenko , Ruoxi Jiang , Peter Y. Lu , Rebecca Willett

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

We conduct a numerical investigation into wave propagation and localization in one-dimensional lattices subject to nonlinear disorder, focusing on cases with fixed input conditions. Utilizing a discrete nonlinear Schr\"odinger equation with…

Disordered Systems and Neural Networks · Physics 2024-08-30 Ba Phi Nguyen , Kihong Kim

We study propagation of stationary waves in disordered non-linear media described by the non-linear Schroedinger equation and show that for given boundary conditions and a given coherent wave incident on a sample the number of solutions of…

Disordered Systems and Neural Networks · Physics 2009-11-10 B. Spivak , A. Zyuzin

Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

Propagation of the TE electromagnetic waves in self-focusing medium is governed by the nonlinear Schroedinger equation. In this paper the stationary solutions of this equation have been systematically presented. The phase-plane method,…

Optics · Physics 2007-05-23 Marian Wabia , Jaroslaw Zalesny

A theory for the characterization of the fourth moment of electromagnetic wave beams is presented in the case when the source is partially coherent. A Gaussian-Schell model is used for the partially coherent random source. The white-noise…

Optics · Physics 2022-01-19 Josselin Garnier , Knut Sølna

Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…

Statistical Mechanics · Physics 2009-11-10 B. Kaulakys , J. Ruseckas

A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…

Probability · Mathematics 2019-02-11 Jennifer Krüger , Wilhelm Stannat
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