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Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrodinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored space…

偏微分方程分析 · 数学 2007-11-08 Eric Gautier

We study the influence of a multiplicative Gaussian noise, white in time and correlated in space, on the blow-up phenomenon in the supercritical nonlinear Schrodinger equation. We prove that any sufficiently regular and localized…

概率论 · 数学 2007-05-23 Anne de Bouard , Arnaud Debussche

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 study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…

偏微分方程分析 · 数学 2022-10-11 Annie Millet , Alex D Rodriguez , Svetlana Roudenko , Kai Yang

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

We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…

概率论 · 数学 2019-05-22 Sebastian Herr , Michael Röckner , Deng Zhang

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

概率论 · 数学 2023-05-23 Bixiang Wang

We consider equations of nonlinear Schrodinger type augmented by nonlinear damping terms. We show that nonlinear damping prevents finite time blow-up in several situations, which we describe. We also prove that the presence of a quadratic…

偏微分方程分析 · 数学 2013-07-02 Paolo Antonelli , Rémi Carles , Christof Sparber

In this work, we focus on the global solvability and uniform large deviations for the solutions of stochastic generalized Burgers-Huxley (SGBH) equation perturbed by a small multiplicative white in time and colored in space noise. The SGBH…

概率论 · 数学 2023-02-14 Ankit Kumar , Vivek Kumar , Manil T. Mohan

The main goal of this article is to study the effect of small, highly nonlinear, unbounded drifts (small time large deviation principle (LDP) based on exponential equivalence arguments) for a class of stochastic partial differential…

概率论 · 数学 2022-12-27 Ankit Kumar , Manil T. Mohan

We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…

偏微分方程分析 · 数学 2022-10-11 Annie Millet , Svetlana Roudenko , Kai Yang

By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…

概率论 · 数学 2025-05-30 Marco Bagnara , Mario Maurelli , Fanhui Xu

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

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…

概率论 · 数学 2013-09-20 Martin Hairer , Jochen Voss

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

This paper is devoted to the study of noise effects on blow-up solutions to stochastic nonlinear Schr\"odinger equations. It is a continuation of our recent work \cite{BRZ14}, where the (local) well-posedness is established in $H^1$, also…

概率论 · 数学 2014-09-16 Viorel Barbu , Michael Röckner , Deng Zhang

We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…

概率论 · 数学 2016-06-21 Michael Rockner , Ionut Munteanu

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…

概率论 · 数学 2023-02-01 Alexandre Pannier

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

概率论 · 数学 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…

概率论 · 数学 2016-09-15 Z. Brzeźniak , B. Goldys , T. Jegaraj
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