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相关论文: Stochastic Symplectic and Multi-Symplectic Methods…

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In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…

辛几何 · 数学 2018-03-30 Chuchu Chen , Jialin Hong , Lihai Ji

We construct stochastic multisymplectic systems by considering a stochastic extension to the variational formulation of multisymplectic partial differential equations proposed in [Hydon, {\it Proc. R. Soc. A}, 461, 1627--1637, 2005]. The…

动力系统 · 数学 2025-11-19 Ruiao Hu , Linyu Peng

In this paper, we investigate the convergence in probability of a stochastic symplectic scheme for stochastic nonlinear Schr\"{o}dinger equation with quadratic potential and an additive noise. Theoretical analysis shows that our symplectic…

数值分析 · 数学 2018-03-06 Jialin Hong , Lijun Miao , Liying Zhang

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…

数值分析 · 数学 2015-09-29 Chuchu Chen , Jialin Hong , Liying Zhang

In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic…

数值分析 · 数学 2016-03-07 Jialin Hong , Lihai Ji , Liying Zhang , Jiaxiang Cai

In this paper, we prove existence and uniqueness of energy solutions for nonlinear Schr\"odinger equations with a multiplicative white noise on $R^d$ with $d\le3$. We rely on an exponential trans-form and conserved quantities for existence…

概率论 · 数学 2026-04-17 Antoine Mouzard , Immanuel Zachhuber

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…

偏微分方程分析 · 数学 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…

数值分析 · 数学 2022-11-16 Charles-Edouard Bréhier , David Cohen

In the article, we discuss the conservation laws for the nonlinear Schr\"{o}dinger equation with wave operator under multisymplectic integrator (MI). First, the conservation laws of the continuous equation are presented and one of them is…

数值分析 · 数学 2014-11-03 Linghua Kong , Lan Wang , Liying Zhang

Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schr\"odinger equation in Stratonovich sense is an infinite-dimensional stochastic Hamiltonian system, whose phase flow preserves symplecticity. We…

数值分析 · 数学 2016-05-05 Chuchu Chen , Jialin Hong

In this article, we improve the Strichartz estimates obtained in [12] for the Schr\"odinger equation with white noise dispersion in one dimension. This allows us to prove global well posedness when a quintic critical nonlinearity is added…

偏微分方程分析 · 数学 2010-10-20 Arnaud Debussche , Yoshio Tsutsumi

One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time.…

数值分析 · 数学 2022-05-04 Jiawei Sun , Chi-Wang Shu , Yulong Xing

We study the stochastic nonlinear Schr\"odinger equations with additive stochastic forcing. By using the dispersive estimate, we present a simple argument, constructing a unique local-in-time solution with rougher stochastic forcing than…

偏微分方程分析 · 数学 2020-12-23 Tadahiro Oh , Oana Pocovnicu , Yuzhao Wang

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…

数值分析 · 数学 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

We study a quite general class of stochastic dispersive equations with linear multiplicative noise, including especially the Schr\"odinger and Airy equations. The pathwise Strichartz and local smoothing estimates are derived here in both…

概率论 · 数学 2017-09-13 Deng Zhang

We consider a finite dimensional approximation of the stochastic nonlinear Schr\"odinger equation driven by multiplicative noise, which is derived by applying a symplectic method to the original equation in spatial direction. Both the…

数值分析 · 数学 2016-11-29 Jialin Hong , Xu Wang , Liying Zhang

In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the $I$-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we…

偏微分方程分析 · 数学 2020-12-15 Kelvin Cheung , Guopeng Li , Tadahiro Oh

In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schr\"{o}dinger equation with an additive noise. Theoretical analysis shows that our scheme is of order…

数值分析 · 数学 2016-11-29 Jialin Hong , Lihai Ji , Xu Wang

We propose a phase-space formulation for the nonlinear Schr\"odinger equation with a white-noise potential in order to shed light on two issues: the rate of spread and the singularity formation in the average sense. Our main tools are the…

混沌动力学 · 物理学 2009-11-11 Albert C. Fannjiang

In this work we propose a new, arbitrary order space-time finite element discretisation for Hamiltonian PDEs in multisymplectic formulation. We show that the new method which is obtained by using both continuous and discontinuous…

数值分析 · 数学 2021-08-18 Elena Celledoni , James Jackaman
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