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This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

We examine the behavior of a function sampled from the invariant measure associated to the focusing discrete Non Linear Schr\"odinger equation, defined on a discrete torus of dimension $d \geq 3$, and nonlinearity parameter $p>4$, in the…

Probability · Mathematics 2025-10-02 Kesav Krishnan , Gourab Ray

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…

Probability · Mathematics 2007-07-24 S. V. Lototsky

In the present paper we study the following scaled nonlinear Schr\"odinger equation (NLS) in one space dimension: \[ i\frac{d}{dt} \psi^{\varepsilon}(t) =-\Delta\psi^{\varepsilon}(t) +…

Mathematical Physics · Physics 2015-06-19 C. Cacciapuoti , D. Finco , D. Noja , A. Teta

We study random exponential sums of the form $\sum_{k=1}^nX_k\times\ex p\{i(\lambda_k^{(1)}t_1+...+\lambda_k^{(s)}t_s)\}$, where $\{X_n\}$ is a sequence of random variables and $\{\lambda_n^{(i)}:1\leq i\leq s\}$ are sequences of real…

Probability · Mathematics 2007-05-23 Guy Cohen , Christophe Cuny

We construct generalized grand-canonical- and canonical Gibbs measures for a Hamiltonian system described in terms of a complex scalar field that is defined on a circle and satisfies a nonlinear Schr\"odinger equation with a focusing…

Mathematical Physics · Physics 2014-09-09 Eric A. Carlen , Juerg Froehlich , Joel Lebowitz

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

Probability · Mathematics 2016-07-11 Laure Pédèches

We consider the negative regularity mixing properties of random volume preserving diffeomorphisms on a compact manifold without boundary. We give general criteria so that the associated random transfer operator mixes $H^{-\delta}$…

Analysis of PDEs · Mathematics 2024-10-28 Jacob Bedrossian , Patrick Flynn , Sam Punshon-Smith

We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…

Data Analysis, Statistics and Probability · Physics 2015-09-30 C. Quintero-Quiroz , Simone Pigolotti , M. C. Torrent , Cristina Masoller

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

We consider the long-time behavior of an explicit tamed exponential Euler scheme applied to a class of parabolic semilinear stochastic partial differential equations driven by additive noise, under a one-sided Lipschitz continuity…

Numerical Analysis · Mathematics 2020-10-02 Charles-Edouard Bréhier

We study localisation effects of strong disorder on the spectral and dynamical properties of (matrix and scalar) Schroedinger operators with non-monotone random potentials, on the d-dimensional lattice. Our results include dynamical…

Mathematical Physics · Physics 2016-11-18 Alexander Elgart , Mira Shamis , Sasha Sodin

We are mainly interested in extending the known results on ob-servability inequalities and stabilization for the Schr{\"o}dinger equation to the magnetic Schr{\"o}dinger equation. That is in presence of a magnetic potential. We establish…

Analysis of PDEs · Mathematics 2019-09-04 Kaïs Ammari , Mourad Choulli , Luc Robbiano

For stochastic wave equation, when the dissipative damping is a non-globally Lipschitz function of the velocity, there are few results on the long-time dynamics, in particular, the exponential ergodicity and strong law of large numbers, for…

Probability · Mathematics 2024-02-05 Meng Cai , Chuchu Chen , Jialin Hong , Tau Zhou

We consider suitable weak solutions of 2-dimensional Euler equations on bounded domains, and show that the class of completely random measures is infinitesimally invariant for the dynamics. Space regularity of samples of these random fields…

Probability · Mathematics 2021-10-12 Francesco Grotto , Giovanni Peccati

We study a fractional version of the two-dimensional discrete nonlinear Schr\"{o}dinger (DNLS) equation, where the usual discrete Laplacian is replaced by its fractional form that depends on a fractional exponent $s$ that interpolates…

Pattern Formation and Solitons · Physics 2020-07-08 Mario I. Molina

In this note, we give an overview of some results obtained in [3]. This latter work is devoted to the study of the one-dimensional nonlinear Schr{\"o}dinger equation with random initial conditions. Namely, we describe the nonlinear…

Analysis of PDEs · Mathematics 2024-04-05 Laurent Thomann , Nicolas Burq

From the mathematical side, nonlinear Schr\"odinger equations are usually investigated via variational methods, that cease to work in higher dimensions. This thesis tries to overcome this problem by focusing on spherically symmetric…

Mathematical Physics · Physics 2022-10-18 Filip Ficek

We continue our study for the stochastic defocusing mass crtical nonlinear Schr\"odinger equation with conservative multiplicative noise, and show that it is globally well-posed for arbitrary initial data in $L_{\omega}^{\infty}L_{x}^{2}$.…

Analysis of PDEs · Mathematics 2018-07-13 Chenjie Fan , Weijun Xu