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This paper is devoted to the well-posedness of stochastic nonlinear Schr\"odinger equations in the energy space H1(Rd), which is a natural continuation of our recent work [1]. We consider both focusing and defocusing nonlinearities and…

Probability · Mathematics 2014-04-22 Viorel Barbu , Michael Röckner , Deng Zhang

We present an analytical approach to deal with nonlinear delay differential equations close to instabilities of time periodic reference states. To this end we start with approximately determining such reference states by extending the…

Mathematical Physics · Physics 2009-11-07 Christian Simmendinger , Arne Wunderlin , Axel Pelster

In this paper we solve the eigenvalue problem of stochastic Hamiltonian system with boundary conditions. Firstly, we extend the results in S. Peng \cite{peng} from time-invariant case to time-dependent case, proving the existence of a…

Probability · Mathematics 2021-01-05 Guangdong Jing , Penghui Wang

This work analyzes bifurcation delay and front propagation in the one-dimensional real Ginzburg-Landau equation (RGLE) with periodic boundary conditions on monotonically growing or shrinking domains. First, we obtain closed-form expressions…

Pattern Formation and Solitons · Physics 2024-04-16 Troy Tsubota , Chang Liu , Benjamin Foster , Edgar Knobloch

We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator at time $t$ can depend on the values of a solution in the…

Probability · Mathematics 2017-03-31 Badreddine Mansouri , Imen Salhi , Lazhar Tamer

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

Dynamical Systems · Mathematics 2017-01-09 Andrea Boccia , Richard B. Vinter

We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…

Probability · Mathematics 2022-09-20 Kyeong-Hun Kim , Kijung lee , Jinsol Seo

This paper, which is the natural continuation of a previous paper by the same authors, studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes…

Optimization and Control · Mathematics 2009-07-10 Salvatore Federico , Ben Goldys , Fausto Gozzi

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

Probability · Mathematics 2025-08-07 Michael Röckner , Shijie Shang , Tusheng Zhang

Consider two kinds of 1-d Hamiltonian Derivative Nonlinear Schr\"odinger (DNLS) equations with respect to different symplectic forms under periodic boundary conditions. The nonlinearities of these equations depend not only on…

Dynamical Systems · Mathematics 2019-02-19 Jing Zhang

We consider the Cauchy problem for nonlinear Schrodinger equations in the presence of a smooth, possibly unbounded, potential. No assumption is made on the sign of the potential. If the potential grows at most linearly at infinity, we…

Analysis of PDEs · Mathematics 2016-08-16 Rémi Carles

Systems of non-autonomous parabolic partial differential equations over a bounded domain with nonlinear term of Carath\'eodory type are considered. Appropriate topologies on sets of Lipschitz Carath\'eodory maps are defined in order to have…

Dynamical Systems · Mathematics 2022-09-09 Iacopo P. Longo , Rafael Obaya , Ana M. Sanz

For time-homogeneous stochastic differential equations (SDEs) it is enough to know that the coefficients are Lipschitz to conclude existence and uniqueness of a solution, as well as the existence of a strongly convergent numerical method…

Numerical Analysis · Mathematics 2018-12-04 Gunther Leobacher , Michaela Szölgyenyi

In this paper we consider time dependent Schr{\"o}dinger linear PDEs of the form i$\partial$t$\psi$ = L(t)$\psi$, where L(t) is a continuous family of self-adjoint operators. We give conditions for well-posedness and polynomial growth for…

Analysis of PDEs · Mathematics 2017-09-11 Alberto Maspero , Didier Robert

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

Probability · Mathematics 2026-02-16 Lukas Anzeletti , Oleg Butkovsky , Máté Gerencsér , Alexander Shaposhnikov

The Cauchy problem for the two dimensional compressible Euler equations with data in the Sobolev space $H^s(\mathbb R^2)$ is known to have a unique solution of the same Sobolev class for a short time, and the data-to-solution map is…

Analysis of PDEs · Mathematics 2016-11-21 John Holmes , Barbara Lee Keyfitz , Feride Tiglay

In this paper, we investigate the continuous dependence on initial data of solutions to the Euler-Poincar\'{e} system. By constructing a sequence approximate solutions and calculating the error terms, we show that the data-to-solution map…

Analysis of PDEs · Mathematics 2020-01-08 Jinlu Li , Li Dai , Weipeng Zhu

Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…

Quantum Physics · Physics 2009-11-13 Angelo Bassi , Detlef Duerr

We introduce and discuss Fr\'echet differentiability for maps between Fr\'echet spaces. For delay differential equations $x'(t)=f(x_t)$ we construct a continuous semiflow of continuously differentiable solution operators $x_0\mapsto x_t$,…

Dynamical Systems · Mathematics 2018-01-30 Hans-Otto Walther

We prove averaging theorems for ordinary differential equations and retarded functional differential equations. Our assumptions are weaker than those required in the results of the existing literature. Usually, we require that the…

Dynamical Systems · Mathematics 2007-05-23 Mustapha Lakrib , Tewfik Sari