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相关论文: A nonlinear Schr{\"o}dinger equation with fraction…

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We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…

概率论 · 数学 2007-11-08 Eric Gautier

This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…

偏微分方程分析 · 数学 2013-04-01 Olivier Pinaud

We highlight a fundamental ill-posedness issue for nonlinear stochastic wave equations driven by a fractional noise. Namely, if the noise becomes too rough (i.e., the sum of its Hurst indexes becomes too small), then there is essentially no…

概率论 · 数学 2021-12-17 Aurélien Deya

We study a $d$-dimensional wave equation model ($2\leq d\leq 4$) with quadratic non-linearity and stochastic forcing given by a space-time fractional noise. Two different regimes are exhibited, depending on the Hurst parameter…

概率论 · 数学 2021-05-21 Aurélien Deya

In this article, we study a $d$-dimensional stochastic quadratic nonlinear Schr\"{o}dinger equation (SNLS), driven by a fractional derivative (of order $-\alpha<0$) of a space-time white noise: $$\left\{ \begin{array}{l}i\partial_t u-\Delta…

偏微分方程分析 · 数学 2022-04-07 Nicolas Schaeffer

We pursue the investigations initiated in [Aur{\'e}lien Deya: A non-linear wave equation with fractional perturbation (2017)] about a wave-equation model with quadratic perturbation and stochastic forcing given by a space-time fractional…

概率论 · 数学 2017-10-24 Aurélien Deya

This work investigates radial solutions for nonlinear fractional Schr\"odinger equations driven by multiplicative noise. Leveraging radial deterministic and stochastic Strichartz estimates, we establish local well-posedness in the…

偏微分方程分析 · 数学 2025-06-03 Ao Zhang , Yanjie Zhang , Jinqiao Duan

We study stochastic partial differential equations (SPDEs) with potentially very rough fractional noise with Hurst parameter $H\in(0,1)$. Close to a change of stability measured with a small parameter $\varepsilon$, we rely on the natural…

概率论 · 数学 2021-09-21 Dirk Blömker , Alexandra Neamtu

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…

概率论 · 数学 2011-04-29 Lahcen Boulanba , Mohamed Mellouk

The study is devoted to the interpretation and wellposedness of the stochastic NLS model \begin{equation*} (\imath \partial_t-\Delta)u=|u|^2+\dot{B}, \quad u_0=0,\quad \quad t\in \mathbb{R}, \ x\in \mathbb{T}, \end{equation*} where…

偏微分方程分析 · 数学 2025-12-03 Aurélien Deya , Reika Fukuizumi , Laurent Thomann

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

数值分析 · 数学 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

概率论 · 数学 2018-11-06 Deng Zhang

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

概率论 · 数学 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We address the Cauchy problem for a nonlinear Schr{\"o}dinger equation where the dispersion is modulated by a deterministic noise. The noise is understood as the derivative of a self-affine function of order H $\in$ (0, 1). Due to the…

偏微分方程分析 · 数学 2018-02-08 Romain Duboscq

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation…

偏微分方程分析 · 数学 2021-12-14 Shiduo Qu , Wenlei Li , Shaoyun Shi

In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…

概率论 · 数学 2019-04-23 Jian Song , Xiaoming Song , Fangjun Xu

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

The aim of this work is to show existence, uniqueness and regularity properties of nonlinear fractional Schr\"{o}dinger equation with fractional time derivative of order $\alpha\in (0,1)$ and with a Hartree-type nonlinear term.

数学物理 · 物理学 2019-07-09 Humberto Prado , José Ramírez

We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…

数值分析 · 数学 2025-12-11 Xiao-Li Ding , Charles-Edouard Bréhier , Dehua Wang

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…

数值分析 · 数学 2021-01-07 Daxin Nie , Weihua Deng
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