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This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

We prove a weak error estimate for the approximation in space and time of a semilinear stochastic Volterra integro-differential equation driven by additive space-time Gaussian noise. We treat this equation in an abstract framework, in which…

Numerical Analysis · Mathematics 2016-03-15 Adam Andersson , Mihály Kovács , Stig Larsson

In this paper, we study the defocusing nonlinear Schr\"{o}dinger equation with a locally distributed damping on a smooth bounded domain as well as on the whole space and on an exterior domain. We first construct approximate solutions using…

We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…

Probability · Mathematics 2025-01-13 Andrea Di Primio , Luca Scarpa , Margherita Zanella

We consider the 3D cubic nonlinear Schr\"odinger equation (NLS) with a strong toroidal trap. In the first part, we show that as the confinement is strengthened, a large class of global solutions to the time-dependent model can be described…

Analysis of PDEs · Mathematics 2023-04-19 Younghun Hong , Sangdon Jin

We study the ergodicity of stochastic real Ginzburg-Landau equation driven by additive $\alpha$-stable noises, showing that as $\alpha \in (3/2,2)$, this stochastic system admits a unique invariant measure. After establishing the existence…

Probability · Mathematics 2012-06-06 Lihu Xu

We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

Analysis of PDEs · Mathematics 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

We consider a stochastic partial differential equation with two logarithmic nonlinearities, with two reflections at 1 and -1 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a…

Analysis of PDEs · Mathematics 2019-10-21 Arnaud Debussche , Ludovic Goudenège

We establish the global existence of weak martingale solutions to the simplified stochastic Ericksen--Leslie system modeling the nematic liquid crystal flow driven by Wiener-type noises on the two-dimensional bounded domains. The…

Analysis of PDEs · Mathematics 2020-11-19 Hengrong Du , Changyou Wang

In this note we point out some simple sufficient (plausible) conditions for `turbulence' cascades in suitable limits of damped, stochastically-driven nonlinear Schr\"odinger equation in a $d$-dimensional periodic box. Simple…

Analysis of PDEs · Mathematics 2024-03-13 Jacob Bedrossian

We consider the Cauchy problem for the one-dimensional periodic cubic nonlinear Schr\"odinger equation (NLS) with initial data below L^2. In particular, we exhibit nonlinear smoothing when the initial data are randomized. Then, we prove…

Analysis of PDEs · Mathematics 2019-12-19 James Colliander , Tadahiro Oh

In this article, we consider a stochastic PDE of parabolic type, driven by a space-time white-noise, and its numerical discretization in time with a semi-implicit Euler scheme. When the nonlinearity is assumed to be bounded, then a…

Numerical Analysis · Mathematics 2012-02-14 Charles-Edouard Bréhier

We study numerically the statistical properties of the modulation instability (MI) developing from condensate solution seeded by weak, statistically homogeneous in space noise, in the framework of the classical (integrable) one-dimensional…

Exactly Solvable and Integrable Systems · Physics 2014-08-04 D. S. Agafontsev , V. E. Zakharov

We mainly investigate the log-Harnack inequality for the reflected stochastic partial differential equation driven by multiplicative noises based on the gradient estimate of the associated Markov semigroup. To do it, the penalization method…

Probability · Mathematics 2020-07-22 Bin Xie

We study the large time behavior of solutions to two-dimensional Euler and Navier-Stokes equations linearized about shear flows of the mixing layer type in the unbounded channel $\mathbb{T} \times \mathbb{R}$. Under a simple spectral…

Analysis of PDEs · Mathematics 2018-04-24 Emmanuel Grenier , Toan T. Nguyen , Frédéric Rousset , Avy Soffer

We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…

Numerical Analysis · Mathematics 2024-12-20 Jerome Droniou , Kim-Ngan Le , Jörn Wichmann

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

We prove the convergence, in the small mass limit, of statistically invariant states for a class of semi-linear damped wave equations, perturbed by an additive Gaussian noise, both with Lipschitz-continuous and with polynomial…

Probability · Mathematics 2018-06-15 Sandra Cerrai , Nathan Glatt-Holtz

We establish the existence, uniqueness and exponential attraction properties of an invariant measure for the MHD equations with degenerate stochastic forcing acting only in the magnetic equation. The central challenge is to establish time…

Probability · Mathematics 2020-03-17 Xuhui Peng , Jianhua Huang , Yan Zheng

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
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