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An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…

统计力学 · 物理学 2007-05-23 A. N. Vitrenko

We investigate the influence of an infinite dimensional Gaussian noise on the bubbling phenomenon for the stochastic harmonic map flow $u(t,\cdot ):\mathbb{D}^2\to\mathbb{S}^2$, from the two-dimensional unit disc onto the sphere. The…

概率论 · 数学 2018-11-09 Antoine Hocquet

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

动力系统 · 数学 2015-06-15 Georg A. Gottwald , Ian Melbourne

We study a family of nonlinear damped wave equations indexed by a parameter $\epsilon >0$ and forced by a space-time white noise on the two dimensional torus, with polynomial and sine nonlinearities. We show that as $\epsilon \to 0$, the…

偏微分方程分析 · 数学 2024-10-31 Younes Zine

For some deterministic nonlinear PDEs on the torus whose solutions may blow up in finite time, we show that, under suitable conditions on the nonlinear term, the blow-up is delayed by multiplicative noise of transport type in a certain…

概率论 · 数学 2021-12-08 Franco Flandoli , Lucio Galeati , Dejun Luo

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

概率论 · 数学 2024-05-07 Bixiang Wang

In this short note, we present a construction for the log-log blow up solutions to focusing mass-critical stochastic nonlinear Schr\"oidnger equations with multiplicative noises. The solution is understood in the sense of controlled rough…

偏微分方程分析 · 数学 2020-11-25 Chenjie Fan , Yiming Su , Deng Zhang

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic nonlinear Schr\"{o}dinger equation, with either focusing or defocusing nonlinearity, driven by nonlinear multiplicative L\'evy noise in the Marcus…

概率论 · 数学 2024-08-19 Jiahui Zhu , Wei Liu , Jianliang Zhai

We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…

偏微分方程分析 · 数学 2016-08-17 Ioana Ciotir , Jonas M. Tölle

We consider delay differential equations (DDE) that are on the verge of an instability, i.e. the characteristic equation for the linearized equation has one root as zero and all other roots have negative real parts. In presence of small…

概率论 · 数学 2017-06-02 Nishanth Lingala

We consider the stochastic nonlinear Schr\"odinger equation driven by linear multiplicative noise in the mass-supercritical case. Given arbitrary $K$ solitary waves with distinct speeds, we construct stochastic multi-solitons pathwisely in…

概率论 · 数学 2025-12-12 Michael Röckner , Yiming Su , Yanjun Sun , Deng Zhang

We investigate the focusing and defocusing energy-critical stochastic nonlinear Schr\"odinger equation, subject to random perturbations in the form of either additive or multiplicative (Stratonovich) noise. We establish local well-posedness…

偏微分方程分析 · 数学 2026-04-17 Annie Millet , Svetlana Roudenko

Using a rough path formulation, we investigate existence, uniqueness and regularity for the stochastic Landau-Lifshitz-Gilbert equation with Stratonovich noise on the one dimensional torus. As a main result we show the continuity of the…

概率论 · 数学 2021-03-02 Emanuela Gussetti , Antoine Hocquet

In this paper we investigate a non-linear and non-local one dimensional transport equation under random perturbations on the real line. We first establish a local-in-time theory, i.e., existence, uniqueness and blow-up criterion for…

偏微分方程分析 · 数学 2022-03-23 Diego Alonso-Orán , Yingting Miao , Hao Tang

Within the framework of stochastic Schroedinger equations, we show that the correspondence between statevector equations and ensemble equations is infinitely many to one, and we discuss the consequences. We also generalize the results of…

量子物理 · 物理学 2009-11-07 Angelo Bassi

This paper is concerned with the random effect of the noise dispersion for stochastic logarithmic Schr\"odinger equation emerged from the optical fibre with dispersion management. The well-posedness of the logarithmic Schr\"odinger equation…

偏微分方程分析 · 数学 2023-06-13 Jianbo Cui , Liying Sun

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

概率论 · 数学 2023-02-13 Soham Gokhale , Utpal Manna

We consider the nonlinear Schr\"odinger equation on the $d$-dimensional torus $\mathbb T^d$, with the nonlinearity of polynomial type $|u|^{2\sigma}u$. For any $\sigma \in \mathbb N$ and $s>\frac d2$ we prove that adding to this equation a…

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 establish the existence and uniqueness of local strong pathwise solutions to the stochastic Boussinesq equations with partial diffusion term forced by multiplicative noise on the torus in $\mathbb{R}^{d},d=2,3$. The solution is strong in…

偏微分方程分析 · 数学 2020-09-25 Zhaoyang Qiu , Yanbin Tang