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Related papers: On the 1d stochastic Schr{\"o}dinger product

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This article investigates time-discrete approximations of Allen-Cahn type SPDEs driven by space-time white noise near the sharp interface limit $\epsilon\to 0$, where the small parameter $\epsilon$ is the diffuse interface thickness. We…

Numerical Analysis · Mathematics 2026-01-06 Yingsong Jiang , Chenxu Pang , Xiaojie Wang

We consider the Cauchy problem for the one-dimensional periodic cubic nonlinear Schr\"odinger equation (NLS) with initial data below L^2. In particular, we exhibit nonlinear smoothing when the initial data are randomized. Then, we prove…

Analysis of PDEs · Mathematics 2019-12-19 James Colliander , Tadahiro Oh

We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…

Probability · Mathematics 2022-04-29 Alexander Dunlap , Yu Gu

We prove that the Dean-Kawasaki-type stochastic partial differential equation $$\partial \rho= \nabla\cdot (\sqrt{\rho\,}\, \xi) + \nabla\cdot \left(\rho\, H(\rho)\right)$$ with vector-valued space-time white noise $\xi$, does not admit…

Probability · Mathematics 2025-07-01 Lorenzo Dello Schiavo , Vitalii Konarovskyi

We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially…

Analysis of PDEs · Mathematics 2024-03-11 Manuel V. Gnann , Rik W. S. Westdorp , Joris van Winden

We develop resonance-based low-regularity numerical integrators for stochastic Schr"odinger equations with additive $Q$-Wiener noise, covering both the linear equation with rough potential and the cubic nonlinear case. For the linear…

Numerical Analysis · Mathematics 2026-05-05 Stefano Di Giovacchino

We consider the two-dimensional nonlinear Schr\"{o}dinger equation with a white noise potential, described by the Anderson hamiltonian. After define the corresponding energy space via the paracontrolled distribution framework from singular…

Probability · Mathematics 2023-05-30 Qi Zhang , Jinqiao Duan

White noise-driven nonlinear stochastic partial differential equations (SPDEs) of parabolic type are frequently used to model physical and biological systems in space dimensions d = 1,2,3. Whereas existence and uniqueness of weak solutions…

Numerical Analysis · Mathematics 2015-05-27 Marc D. Ryser , Nilima Nigam , Paul F. Tupper

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

Numerical approximation of a stochastic partial integro-differential equation driven by a space- time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and…

Numerical Analysis · Mathematics 2017-11-07 Max Gunzburger , Buyang Li , Jilu Wang

The stochastic time-fractional equation $\partial_t \psi -\Delta\partial_t^{1-\alpha} \psi = f + \dot W$ with space-time white noise $\dot W$ is discretized in time by a backward-Euler convolution quadrature for which the sharp-order error…

Numerical Analysis · Mathematics 2018-08-09 Max Gunzburger , Buyang Li , Jilu Wang

We consider the stochastic Cahn-Hilliard equation with additive space-time white noise $\epsilon^{\gamma}\dot{W}$ in dimension $d=2,3$, where $\epsilon>0$ is an interfacial width parameter. We study numerical approximation of the equation…

Numerical Analysis · Mathematics 2025-01-09 Ľubomír Baňas , Jean Daniel Mukam

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the $I$-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we…

Analysis of PDEs · Mathematics 2020-12-15 Kelvin Cheung , Guopeng Li , Tadahiro Oh

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

Existence and uniqueness of solutions to the stochastic porous media equation $dX-\D\psi(X) dt=XdW$ in $\rr^d$ are studied. Here, $W$ is a Wiener process, $\psi$ is a maximal monotone graph in $\rr\times\rr$ such that $\psi(r)\le C|r|^m$,…

Probability · Mathematics 2014-09-10 Viorel Barbu , Michael Röckner , Francesco Russo

We consider a semilinear stochastic heat equation in spatial dimension at least $3$, forced by a noise that is white in time with a covariance kernel that decays like $\lvert x\rvert^{-2}$ as $\lvert x\rvert\to\infty$. We show that in an…

Probability · Mathematics 2025-09-30 Alexander Dunlap , Martin Hairer , Xue-Mei Li

In this paper we are concerned with the 2D incompressible Navier-Stokes equations driven by space-time white noise. We establish existence of infinitely many global-in-time probabilistically strong and analytically weak solutions $u$ for…

Probability · Mathematics 2023-04-18 Huaxiang Lü , Xiangchan Zhu

We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…

Probability · Mathematics 2014-06-02 Zdzislaw Brzezniak , Sandra Cerrai , Mark Freidlin

We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…

Probability · Mathematics 2015-10-14 Zdzislaw Brzezniak , Benedetta Ferrario