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In this paper, we present a pathwise construction of multi-soliton solutions for focusing stochastic nonlinear Schr\"odinger equations with linear multiplicative noise, in both the $L^2$-critical and subcritical cases. The constructed…

Probability · Mathematics 2021-12-15 Michael Röckner , Yiming Su , Deng Zhang

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

In this paper, we establish the existence and uniqueness of solutions of stochastic nonlinear Schr\"{o}dinger equations with additive jump noise in $L^2(\mathbb{R}^d)$. Our results cover all either focusing or defocusing nonlinearity in the…

Probability · Mathematics 2022-07-11 Jian Wang , Jianliang Zhai , Jiahui Zhu

We study the stochastic Allen-Cahn equation driven by a noise term with intensity $\sqrt{\varepsilon}$ and correlation length $\delta$ in two and three spatial dimensions. We study diagonal limits $\delta, \varepsilon \to 0$ and describe…

Probability · Mathematics 2016-06-02 Martin Hairer , Hendrik Weber

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…

Probability · Mathematics 2019-01-16 Nicolas Marie

We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time.…

Statistical Mechanics · Physics 2009-11-07 K. Mallick , P. Marcq

We develop a solution theory in H\"older spaces for a quasilinear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE Lemmas which establish a priori H\"older bounds for an equation with irregular right…

Analysis of PDEs · Mathematics 2017-07-06 Felix Otto , Hendrik Weber

We consider the linear and nonlinear Schr{\"o}dinger equation with a spatial white noise as a potential in dimension 2. We prove existence and uniqueness of solutions thanks to a change of unknown originally used in [8] and conserved…

Analysis of PDEs · Mathematics 2016-12-08 Arnaud Debussche , Hendrik Weber

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

We consider a linear Schr\"odinger equation with a small nonlinear perturbation in $R^3$. Assume that the linear Hamiltonian has exactly two bound states and its eigenvalues satisfy some resonance condition. We prove that if the initial…

Mathematical Physics · Physics 2007-05-23 Tai-Peng Tsai , Horng-Tzer Yau

We show that the Schr\"{o}dinger-Newton equation, which describes the nonlinear time evolution of self-gravitating quantum matter, can be made compatible with the no-signaling requirement by elevating it to a stochastic differential…

Quantum Physics · Physics 2015-02-11 Stefan Nimmrichter , Klaus Hornberger

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

Probability · Mathematics 2007-05-23 Lahcen Boulanba , M'hamed Eddahbi , Mohamed Mellouk

In this paper, we consider a semi-linear stochastic strongly damped wave equation driven by additive Gaussian noise. Following a semigroup framework, we establish existence, uniqueness and space-time regularity of a mild solution to such…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in…

Probability · Mathematics 2025-09-17 Shijie Shang , Pengyu Wang , Tusheng Zhang

We prove the global space-time bound for the mass critical nonlinear Schr\"odinger equation perturbed by a small multiplicative noise in dimension three. The associated scattering behavior are also obtained. We also prove a global…

Analysis of PDEs · Mathematics 2021-12-21 Chenjie Fan , Weijun Xu , Zehua Zhao

In this article we prove a regularization by noise phenomenon for the energy-critical and mass-critical nonlinear Schr\"odinger equations. We show that for any deterministic data, the probability that the corresponding solution exists…

Analysis of PDEs · Mathematics 2025-05-09 Martin Spitz , Deng Zhang , Zhenqi Zhao

We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…

Numerical Analysis · Mathematics 2020-05-21 Zhihui Liu , Zhonghua Qiao

This article studies the Stochastic Degasperis-Procesi (SDP) equation on $\mathbb{R}$ with an additive noise. Applying the kinetic theory, and considering the initial conditions in $L^2(\mathbb{R})\cap L^{2+\delta}(\mathbb{R})$, for…

Probability · Mathematics 2024-09-05 Lynnyngs K. Arruda , Nikolai V. Chemetov , Fernanda Cipriano

In this paper we develop an existence theory for the Cauchy problem to the stochastic Hunter-Saxton equatio, and prove several properties of the blow-up of its solutions. An important part of the paper is the continuation of solutions to…

Analysis of PDEs · Mathematics 2022-10-18 Helge Holden , Kenneth H. Karlsen , Peter H. C. Pang

We consider stochastic wave map equation on real line with solutions taking values in a $d$-dimensional compact Riemannian manifold. We show first that this equation has unique, global, strong in PDE sense, solution in local Sobolev spaces.…

Probability · Mathematics 2021-10-26 Zdzisław Brzeźniak , Ben Goldys , Martin Ondreját , Nimit Rana
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