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The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously…

High Energy Physics - Lattice · Physics 2017-06-02 Mattia Dalla Brida , Martin Lüscher

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…

Numerical Analysis · Mathematics 2022-05-03 Minglei Yang , Guannan Zhang , Diego Del-Castillo-Negrete , Yanzhao Cao

We study here the nonlinear Schrodinger Equation (NLS) as the first term in a sequence of approximations for an electromagnetic (EM) wave propagating according to the nonlinear Maxwell equations (NLM). The dielectric medium is assumed to be…

Mathematical Physics · Physics 2009-11-10 Anatoli Babin , Alexander Figotin

We investigate the global well-posedness and modified scattering for the one-dimensional Schr\"odinger equation with gauge-invariant polynomial nonlinearity. For small localized initial data of finite energy in a low-regularity class, we…

Analysis of PDEs · Mathematics 2026-02-24 Jacek Jendrej , Tony Salvi

The main objective of this work is to explore aspects of stochastic resonance (SR) in noisy bistable, symmetric systems driven by subthreshold periodic rectangular external signals possessing a large duty cycle of unity. Using a precise…

Statistical Mechanics · Physics 2016-08-16 Jesús Casado-Pascual , José Gómez-Ordóñez , Manuel Morillo , Peter Hänggi

We introduce a class of explicit balanced schemes for stochastic differential equations with coefficients of superlinearly growth satisfying a global monotone condition. The first scheme is a balanced Euler scheme and is of order half in…

Numerical Analysis · Mathematics 2017-05-23 Zhongqiang Zhang , Heping Ma

We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…

Probability · Mathematics 2025-07-08 Yuga Iguchi , Samuel Livingstone , Nikolas Nüsken , Giorgos Vasdekis , Rui-Yang Zhang

We study standard and nonlocal nonlinear Schr\"{o}dinger (NLS) equations obtained from the coupled NLS system of equations (Ablowitz-Kaup-Newell-Segur (AKNS) equations) by using standard and nonlocal reductions respectively. By using the…

Exactly Solvable and Integrable Systems · Physics 2018-06-28 Metin Gürses , Aslı Pekcan

The modulational instability in the class of NLS equations is discussed using a statistical approach. A kinetic equation for the two-point correlation function is studied in a linear approximation, and an integral stability equation is…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 A. T. Grecu , D. Grecu , Anca Visinescu

The numerical approximation of low-regularity solutions to the nonlinear Schr\"odinger equation is notoriously difficult and even more so if structure-preserving schemes are sought. Recent works have been successful in establishing…

Numerical Analysis · Mathematics 2025-04-23 Yue Feng , Georg Maierhofer , Chushan Wang

We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…

Analysis of PDEs · Mathematics 2020-05-05 Aurélien Deya , Nicolas Schaeffer , Laurent Thomann

By using AKNS scheme and soliton connection taking values in N=1 superconformal algebra we obtain new coupled super Nonlinear Schrodinger equations.

High Energy Physics - Theory · Physics 2008-11-26 H. T. Ozer , S. Salihoglu

We introduce a numerical framework for dispersive equations embedding their underlying resonance structure into the discretisation. This will allow us to resolve the nonlinear oscillations of the PDE and to approximate with high order…

Numerical Analysis · Mathematics 2023-10-24 Yvain Bruned , Katharina Schratz

We study a stochastic version of the one-dimensional discrete nonlinear Schr{\"o}dinger equation (DNSE), which is derived from first principles, and thus possesses all the properties required by statistical mechanics, such as detailed…

Statistical Mechanics · Physics 2026-02-25 Mahdieh Ebrahimi , Barbara Drossel , Wolfram Just

We consider a class of Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part, and we analyze their numerical discretizations by symplectic methods when the initial value is small in Sobolev norms.…

Numerical Analysis · Mathematics 2009-04-10 Erwan Faou , Benoit Grebert

SDE-based methods such as denoising diffusion probabilistic models (DDPMs) have shown remarkable success in real-world sample generation tasks. Prior analyses of DDPMs have been focused on the exponential Euler discretization, showing…

Machine Learning · Computer Science 2025-11-10 Matthew S. Zhang , Stephen Huan , Jerry Huang , Nicholas M. Boffi , Sitan Chen , Sinho Chewi

The formation of extreme localizations in nonlinear dispersive media can be explained and described within the framework of nonlinear evolution equations, such as the nonlinear Schr\"odinger equation (NLS). Within the class of exact NLS…

Fluid Dynamics · Physics 2014-04-01 Amin Chabchoub , Mathias Fink

We propose and rigorously analyze a novel family of explicit low-regularity exponential integrators for the nonlinear Schr\"odinger (NLS) equation, based on a time-relaxation framework. The methods combine a resonance-based scheme for the…

Numerical Analysis · Mathematics 2025-10-06 Hang Li , Xicui Li , Katharina Schratz , Bin Wang

Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…

Probability · Mathematics 2016-04-26 Daniel Gerth , Andreas Hofinger , Ronny Ramlau

In this paper, the periodic initial-value problem for the fractional nonlinear Schr\"odinger (fNLS) equation is discretized in space by a Fourier spectral Galerkin method and in time by diagonally implicit, high-order Runge-Kutta schemes,…

Numerical Analysis · Mathematics 2025-12-30 A. Durán , N. Reguera