Related papers: Low regularity symplectic schemes for stochastic N…

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

We study a filtered Lie splitting scheme for the cubic nonlinear Schr\"{o}dinger equation. We establish error estimates at low regularity by using discrete Bourgain spaces. This allows us to handle data in $H^s$ with $0<s<1$ overcoming the…

A perturbation theory for the Nonlinear Schroedinger Equation (NLSE) in 1D on a lattice was developed. The small parameter is the strength of the nonlinearity. For this purpose secular terms were removed and a probabilistic bound on small…

Local scale invariance for lattice models is studied using new realizations of the Schr\"odinger algebra. The two-point function is calculated and it turns out that the result can be reproduced from exact two-point correlation functions…

We study large deviations from the invariant measure for nonlinear Schr\"odinger equations with colored noises on determining modes. The proof is based on a new abstract criterion, inspired by [V. Jak\v{s}i\'{c} et al., Comm. Pure Appl.…

By using the theory of analytic vectors and manifolds modelled on normed spaces, we provide a rigorous symplectic differential geometric approach to $t$-dependent Schr\"odinger equations on separable (possibly infinite-dimensional) Hilbert…

The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…

An initial value problem of the one-dimensional nonlinear Schr\"odinger (NLS) equation with constant dispersive and nonlinear coefficients can be solved using a compact finite difference scheme (Xie, Li, & Yi, 2009). A similar scheme is…

This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…

This work investigates the long time asymptotic behavior of some inhomogeneous non-linear Schr\"odinger type equations. We give sharp a threshold of scattering versus non-scattering of mass solutions, depending on the source term. This work…

We introduce a numerical approach to computing the Schr\"odinger map (SM) based on the Hasimoto transform which relates the SM flow to a cubic nonlinear Schr\"odinger (NLS) equation. In exploiting this nonlinear transform we are able to…

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

In this paper, we investigate the mean-square convergence of a novel symplectic local discontinuous Galerkin method in L^2-norm for stochastic linear Schroedinger equation with multiplicative noise. It is shown that the mean-square error is…

We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…

We consider a nonlinear dispersive equation with a quasilinear quadratic term. We establish two results. First, we show that solutions to this equation with initial data of order $\mathcal{O}(\varepsilon)$ in Sobolev norms exist for a time…

We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…

In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme. When the nonlinearity is assumed to be bounded, then a…

A nonlinear Schr\"odinger equation (NLS) with dispersion averaged nonlinearity of saturated type is considered. Such a nonlocal NLS is of integro-differential type and it arises naturally in modeling fiber-optics communication systems with…

We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…

We obtain new results about the high-energy distribution of resonances for the one-dimensional Schr\"odinger operator. Our primary result is an upper bound on the density of resonances above any logarithmic curve in terms of the singular…