Related papers: Large deviations and support results for nonlinear…
A natural non-Markovian extension of the theory of white noise quantum trajectories is presented. In order to introduce memory effects in the formalism an Ornstein-Uhlenbeck coloured noise is considered as the output driving process. Under…
We consider NLS on $\T^2$ with multiplicative spatial white noise and nonlinearity between cubic and quartic. We prove global existence, uniqueness and convergence almost surely of solutions to a family of properly regularized and…
We review some recent results on the theory of scattering and more precisely on the local Cauchy problem at infinity in time for some long range nonlinear systems including some form of the Schr"odinger equation. We consider in particular…
We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…
We discuss the global existence of solutions to a system of stochastic Schr\"odinger equations with multiplicative noise. Our setting of the quadratic nonlinear terms in dimension 4 is $L^2$-critical. We treat the solutions under the ground…
The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. We deal with linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic equation…
We consider a family of continuous processes $\{X^\varepsilon\}_{\varepsilon>0}$ which are measurable with respect to a white noise measure, take values in the space of continuous functions $C([0,1]^d:\mathbb{R})$, and have the Wiener chaos…
A general theory of nonlinear signal-noise interactions for wavelength division multiplexed fiber-optic coherent transmission systems is presented. This theory is based on the regular perturbation treatment of the nonlinear Schrodinger…
The focusing nonlinear Schrodinger equation possesses special non-dispersive solitary type solutions, solitons. Under certain spectral assumptions we show existence and asymptotic stability of solutions with the asymptoic profile (as time…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
This paper is devoted to the analysis of blow-up solutions for the fractional nonlinear Schr\"odinger equation with combined power-type nonlinearities \[ i\partial_t u-(-\Delta)^su+\lambda_1|u|^{2p_1}u+\lambda_2|u|^{2p_2}u=0, \] where…
A nonlinear Schr\"odinger equation with repulsive (defocusing) nonlinearity is considered. As an example, a system with a spatially varying coefficient of the nonlinear term is studied. The nonlinearity is chosen to be repelling except on a…
In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
We establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…
We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…
The question of collapse (blow-up) in finite time is investigated for the two-dimensional (non-integrable) space-time nonlocal nonlinear Schrodinger equations. Starting from the two-dimensional extension of the well known AKNS q,r system,…
We present exact analytical results for the statistics of nonlinear coupled oscillators under the influence of additive white noise. We suggest a perturbative approach for analysing the statistics of such systems under the action of a…
We study the asymptotic behavior of large data radial solutions to the focusing Schr\"odinger equation $i u_t + \Delta u = -|u|^2 u$ in $\R^3$, assuming globally bounded $H^1(\R^3)$ norm (i.e. no blowup in the energy space). We show that as…