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In this note we study the 2d stochastic quasi-geostrophic equation in $\mathbb{T}^2$ for general parameter $\alpha\in (0,1)$ and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some…

Probability · Mathematics 2018-06-18 Michael Röckner , Rongchan Zhu , Xiangchan Zhu

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

In this article, we construct a Stratonovich solution for the stochastic wave equation in spatial dimension $d \leq 2$, with time-independent noise and linear term $\sigma(u)=u$ multiplying the noise. The noise is spatially homogeneous and…

Probability · Mathematics 2021-05-20 Raluca M. Balan

We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…

Probability · Mathematics 2025-08-06 Hung D. Nguyen , Lekun Wang

The objective of this note is to present the results from the two recent papers. We study the Navier--Stokes equation on the two--dimensional torus when forced by a finite dimensional white Gaussian noise. We give conditions under which…

Probability · Mathematics 2007-05-23 Martin Hairer , Jonathan C. Mattingly , Etienne Pardoux

In this paper, we propose a quantized learning equation with a monotone increasing resolution of quantization and stochastic analysis for the proposed algorithm. According to the white noise hypothesis for the quantization error with dense…

Machine Learning · Computer Science 2021-12-28 Jinwuk Seok , Jeong-Si Kim

We consider the nonlinear Schr\"odinger equation on the $d$-dimensional torus $\mathbb T^d$, with the nonlinearity of polynomial type $|u|^{2\sigma}u$. For any $\sigma \in \mathbb N$ and $s>\frac d2$ we prove that adding to this equation a…

Probability · Mathematics 2024-06-28 Zdzisław Brzeźniak , Benedetta Ferrario , Mario Maurelli , Margherita Zanella

The aim of this paper is to prove, under minimum assumptions, the global well-posedness of the two-dimensional stochastic complex Ginzburg-Landau equation on the torus driven by the additive space-time white noise. In addition to the global…

Probability · Mathematics 2020-03-04 Toyomu Matsuda

We derive a posteriori error estimate for a fully discrete adaptive finite element approximation of the stochastic Cahn-Hilliard equation with rough noise. The considered model is derived from the stochastic Cahn-Hilliard equation with…

Numerical Analysis · Mathematics 2025-12-18 Lubomir Banas , Jean Daniel Mukam

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

Probability · Mathematics 2007-05-23 Aureli Alabert , Marco Ferrante

We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

Probability · Mathematics 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

We study a parametrically forced nonlinear Schr\"odinger (PFNLS) equation, driven by multiplicative translation-invariant noise. We show that a solitary wave in the stochastic equation is orbitally stable on a timescale which is exponential…

Dynamical Systems · Mathematics 2026-01-13 Manuel V. Gnann , Rik W. S. Westdorp , Joris van Winden

We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

We set up a general formalism for models of spontaneous wave function collapse with dynamics represented by a stochastic differential equation driven by general Gaussian noises, not necessarily white in time. In particular, we show that the…

Quantum Physics · Physics 2009-11-13 Stephen L. Adler , Angelo Bassi

We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

Probability · Mathematics 2007-11-08 Eric Gautier

We consider the nonlinear Schr\"odinger equation with multiplicative spatial white noise and an arbitrary polynomial nonlinearity on the two-dimensional full space domain. We prove global well-posedness by using a gauge-transform introduced…

Analysis of PDEs · Mathematics 2023-03-08 Arnaud Debussche , Ruoyuan Liu , Nikolay Tzvetkov , Nicola Visciglia

We establish the full asymptotic stability of solitary wave solutions for the 1D focusing cubic Schr\"odinger equation on the line under small perturbations in weighted Sobolev spaces, building upon our results in [58]. The proof integrates…

Analysis of PDEs · Mathematics 2025-10-22 Yongming Li

We study the stochastic dissipative quasi-geostrophic equation with space-time white noise on the two-dimensional torus. This equation is highly singular and basically ill-posed in its original form. The main objective of the present paper…

Probability · Mathematics 2020-07-30 Yuzuru Inahama , Yoshihiro Sawano

In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha$-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a…

Probability · Mathematics 2018-05-02 Markus Riedle

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo