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I examine whether Nelson's stochastic formulation of Schr\"{o}dinger equation could be derived from a phase space process through a colored noise smoothing. If this conjecture is true, it would yield a local stochastic hidden variable…
We study the stochastic cubic nonlinear Schr\"odinger equation (SNLS) with an additive noise on the one-dimensional torus. In particular, we prove local well-posedness of the (renormalized) SNLS when the noise is almost space-time white…
First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…
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…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
We analyse a splitting integrator for the time discretization of the Schr\"odinger equation with nonlocal interaction cubic nonlinearity and white noise dispersion. We prove that this time integrator has order of convergence one in the…
Since the seminal work of Wiener, the chaos expansion has evolved to a powerful methodology for studying a broad range of stochastic differential equations. Yet its complexity for systems subject to the white noise remains significant. The…
The effect of the small dispersion on the self-focusing of solutions of the equations of nonlinear geometric optics in one-dimensional case is investigated. In the main order this influence is described by means of the universal special…
We consider the nonlinear Schrodinger equation with a logarithmic nonlinearity in a dispersive regime. We show that the presence of the nonlinearity affects the large time behavior of the solution: the dispersion is faster than usual by a…
In this article, we study Stochastic mass critical nonlinear Schr\"odinger equations with a multiplicative noise in 3D with a slight time decay ($\langle t \rangle^{-\epsilon}$), and prove associated space-time bound and scattering…
To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…
We prove a representation for the average wave function of the Schr\"odinger equation with a white noise potential in $d=1,2$, in terms of the renormalized self-intersection local time of a Brownian motion.
Uniform large deviations for the laws of the paths of the solutions of the stochastic nonlinear Schrodinger equation when the noise converges to zero are presented. The noise is a real multiplicative Gaussian noise. It is white in time and…
We study noise-induced perturbations of dispersion-managed solitons by developing soliton perturbation theory for the dispersion-managed nonlinear Schroedinger (DMNLS) equation, which governs the long-term behavior of optical fiber…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
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…
Large deviation principle by the weak convergence approach is established for the stochastic nonlinear Schrodinger equation in one-dimension and as an application the exit problem is investigated.
For the 1D Schr\"odinger equation with a mollified spacetime white noise, we show that the average wave function converges to the Schr\"odinger equation with an effective potential after an appropriate renormalization.
Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…