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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 establish a new criterion for exponential mixing of random dynamical systems. Our criterion is applicable to a wide range of systems, including in particular dispersive equations. Its verification is in nature related to several topics,…

Analysis of PDEs · Mathematics 2024-07-23 Ziyu Liu , Dongyi Wei , Shengquan Xiang , Zhifei Zhang , Jia-Cheng Zhao

In this article, we have analyzed the full discretization of the Stochastic semilinear Schr\"{o}dinger equation in a bounded convex polygonal domain driven by multiplicative Wiener noise. We use the finite element method for spatial…

Numerical Analysis · Mathematics 2025-04-22 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

We investigate the monotonicity method for fractional semilinear elliptic equations with power type nonlinearities. We prove that if-and-only-if monotonicity relations between coefficients and the derivative of the Dirichlet-to-Neumann map…

Analysis of PDEs · Mathematics 2020-12-08 Yi-Hsuan Lin

Our goal in this paper is to investigate ergodicity of the white-forced wave equation on the whole line. Under the assumption that sufficiently many directions of the phase space are stochastically forced, we prove the uniqueness of…

Dynamical Systems · Mathematics 2024-12-19 Peng Gao

We introduce a model based on a system of coupled nonlinear Schrodinger (NLS) equations with opposite signs infront of the kinetic and gradient terms in the two equations. It also includes time-dependent nonlinearity coefficients and a…

Quantum Gases · Physics 2015-07-03 R. Radha , P. S. Vinayagam , J. B. Sudharsan , Boris. A. Malomed

We investigate the mixing properties of solutions to the stochastic transport equation $d u= \circ d W \cdot\nabla u$, where the driving noise $W(t,x)$ is white in time, colored and divergence-free in space. Furthermore, we prove the…

Probability · Mathematics 2024-02-13 Dejun Luo , Bin Tang , Guohuan Zhao

We consider discrete nonlinear Schr\"odinger equations (DNLS) on the lattice $h\mathbb{Z}^d$ whose linear part is determined by the discrete Laplacian which accounts only for nearest neighbor interactions, or by its fractional power. We…

Analysis of PDEs · Mathematics 2018-06-21 Younghun Hong , Changhun Yang

In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…

Probability · Mathematics 2025-07-10 Xing Huang , Eva Kopfer , Pierre Monmarché , Panpan Ren

We identify a class of trapping potentials in cubic nonlinear Schr\"{o}dinger equations (NLSEs) that make them non-integrable, but prevent the emergence of power spectra associated with ergodicity. The potentials are characterized by…

Pattern Formation and Solitons · Physics 2023-09-13 Anxo Biasi , Oleg Evnin , Boris A. Malomed

This article is devoted to the well-posedness of the stochastic compressible Navier Stokes equations. We establish the global existence of an appropriate class of weak solutions emanating from large inital data, set within a bounded domain.…

Analysis of PDEs · Mathematics 2015-04-07 Scott Smith

We examine statistical properties of integrable turbulence in the defocusing and focusing regimes of one-dimensional small-dispersion nonlinear Schrodinger equation (1D-NLSE). Specifically, we study the 1D-NLSE evolution of partially…

Exactly Solvable and Integrable Systems · Physics 2019-09-25 Giacomo Roberti , Gennady El , Stephane Randoux , Pierre Suret

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…

Analysis of PDEs · Mathematics 2020-06-16 Nikolay Tzvetkov , Nicola Visciglia

We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

Probability · Mathematics 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…

Probability · Mathematics 2016-08-25 Duc Hoang Luu , Tat Dat Tran , Jürgen Jost

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…

Probability · Mathematics 2021-11-02 Sebastian Becker , Arnulf Jentzen

These notes present an alternative approach to the asymptotic stability of stochastic partial differential equations driven by multiplicative noise, applicable to a wide range of dissipative systems. The method builds on general criteria…

Probability · Mathematics 2025-03-13 Ziyu Liu

This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…

Numerical Analysis · Mathematics 2020-01-01 Jean Daniel Mukam , Antoine Tambue

We discretize the stochastic Allen-Cahn equation with additive noise by means of a spectral Galerkin method in space and a tamed version of the exponential Euler method in time. The resulting error bounds are analyzed for the…

Numerical Analysis · Mathematics 2021-01-20 Meng Cai , Siqing Gan , Xiaojie Wang