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In this paper, we first investigate the global existence of a solution for the stochastic fractional nonlinear Schr\"odinger equation with radially symmetric initial data in a suitable energy space $H^{\alpha}$. We then show that the…

Numerical Analysis · Mathematics 2024-04-24 Ao Zhang , Yanjie Zhang , Pengde Wang , Xiao Wang , Jinqiao Duan

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

The study is devoted to the interpretation and wellposedness of the stochastic NLS model \begin{equation*} (\imath \partial_t-\Delta)u=|u|^2+\dot{B}, \quad u_0=0,\quad \quad t\in \mathbb{R}, \ x\in \mathbb{T}, \end{equation*} where…

Analysis of PDEs · Mathematics 2025-12-03 Aurélien Deya , Reika Fukuizumi , Laurent Thomann

A symplectic pseudospectral time-domain (SPSTD) scheme is developed to solve Schrodinger equation. Instead of spatial finite differences in conventional finite-difference time-domain (FDTD) method, the fast Fourier transform is used to…

Computational Physics · Physics 2018-05-09 Jing Shen , Wei E. I. Sha , Xiaojing Kuang , Jinhua Hu , Zhixiang Huang , Xianliang Wu

Recently, in a paper by Jentzen and Kloeden [Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 465 (2009) 649-667], a new method for simulating nearly linear stochastic partial differential equations (SPDEs) with additive noise has been…

Probability · Mathematics 2012-11-01 Arnulf Jentzen , Peter Kloeden , Georg Winkel

We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with common noise. By using a drift-randomisation step in space…

Probability · Mathematics 2023-06-19 Sani Biswas , Chaman Kumar , Neelima , Gonçalo dos Reis , Christoph Reisinger

We present an open-source Python implementation of an idealized high-order pseudo-spectral solver for the one-dimensional nonlinear Schr\"odinger equation (NLSE). The solver combines Fourier spectral spatial discretization with an adaptive…

Pattern Formation and Solitons · Physics 2025-09-09 Sandy H. S. Herho , Iwan P. Anwar , Faruq Khadami , Rusmawan Suwarman , Dasapta E. Irawan

We propose a novel dispersive regularization framework for the numerical simulation of the one-dimensional shallow water equations (SWE). The classical hyperbolic system is regularized by a third-order dispersive term in the momentum…

Numerical Analysis · Mathematics 2026-01-07 Guosheng Fu , Chun Liu

In this paper, we consider the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…

Numerical Analysis · Mathematics 2014-12-04 Juergen Geiser

In this paper we consider the local well-posedness theory for the quadratic nonlinear Schr\"odinger equation with low regularity initial data in the case when the nonlinearity contains derivatives. We work in 2+1 dimensions and prove a…

Analysis of PDEs · Mathematics 2007-05-23 Ioan Bejenaru

For the numerical solution of the cubic nonlinear Schr\"{o}dinger equation with periodic boundary conditions, a pseudospectral method in space combined with a filtered Lie splitting scheme in time is considered. This scheme is shown to…

Numerical Analysis · Mathematics 2025-11-18 Lun Ji , Alexander Ostermann , Frédéric Rousset , Katharina Schratz

We consider the stochastic NLS with nonlinear Stratonovic noise for initial values in $L^2(R^d)$ and prove local existence and uniqueness of a mild solution for subcritical and critical nonlinearities. The proof is based on deterministic…

Probability · Mathematics 2017-09-18 Fabian Hornung

A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…

Numerical Analysis · Mathematics 2020-10-16 Qingyi Zhan , Jinqiao Duan , Xiaofan Li , Yuhong Li

We establish dispersive estimates and local decay estimates for the time evolution of non-self-adjoint matrix Schr\"odinger operators with threshold resonances in one space dimension. In particular, we show that the decay rates in the…

Analysis of PDEs · Mathematics 2023-08-16 Yongming Li

This paper considers the question of global in time existence and asymptotic behavior of small-data solutions of nonlinear dispersive equations with a real potential $V$. The main concern is treating nonlinearities whose degree is low…

Analysis of PDEs · Mathematics 2013-03-19 Pierre Germain , Zaher Hani , Samuel Walsh

In order to approximate solutions of stochastic partial differential equations (SPDEs) that do not possess commutative noise, one has to simulate the involved iterated stochastic integrals. Recently, two approximation methods for iterated…

Probability · Mathematics 2019-10-09 Claudine von Hallern , Andreas Rößler

We consider the semiclassical limit for the nonlinear Schrodinger equation. We introduce a phase/amplitude representation given by a system similar to the hydrodynamical formulation, whose novelty consists in including some asymptotically…

Numerical Analysis · Mathematics 2013-12-23 Christophe Besse , Rémi Carles , Florian Méhats

We show robustness of various truncated and subcritical approximations to the stochastic defocusing mass-critical nonlinear Schr\"odinger equation (NLS) in dimension $d=1$, whose solution was constructed in [FX18] with one particular such…

Analysis of PDEs · Mathematics 2018-10-23 Chenjie Fan , Weijun Xu

First of all we shortly illustrate how the symplectic quantization scheme [Gradenigo and Livi, 2021] can be applied to a relativistic field theory with self-interaction. Taking inspiration from the stochastic quantization method by Parisi…

Statistical Mechanics · Physics 2024-07-24 Giacomo Gradenigo , Roberto Livi , Luca Salasnich