相关论文: Stochastic Schroedinger Equations with General Com…

The Kolmogorov equation associated to a stochastic 2D Euler equations with transport type noise and random initial conditions is studied by a direct approach, based on Fourier analysis, Galerkin approximation and Wiener chaos methods. The…

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…

The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…

A refinement of uniform resolvent estimate is given and several smoothing estimates for Schrodinger equations in the critical case are induced from it. The relation between this resolvent estimate and radiation condition is discussed. As an…

In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…

A finite-state Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equations in order to allow for transitions between two types of multiplicative noises. We call such systems as stochastic…

Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

The chaotic hypothesis has several implications which have generated interest in the literature because of their generality and because a few exact predictions are among them. However its application to Physics problems requires attention…

We consider a statistical ensemble of particles of mass m, which can be described by a probability density \rho and a probability current \vec{j} of the form \rho \nabla S/m. The continuity equation for \rho and \vec{j} implies a first…

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…

We consider vanishing viscosity approximations to solutions of the stochastic incompressible Euler equations in two space dimensions with additive noise. We identify sufficient and necessary conditions under which martingale solutions of…

Quantum measurements and the associated state changes are properly described in the language of instruments. We investigate the properties of a time continuous family of instruments associated with the recently introduced family of general…

After recalling basic features of the theory of symmetric quasi regular Dirichlet forms we show how by applying it to the stochastic quantization equation, with Gaussian space-time noise, one obtains weak solutions in a large invariant set.…

A diffusive stochastic Schr\"odinger equation (SSE) is shown for the first time, such that contributes to a non-completely positive dynamics. This contradicts to a recent Letter [arXiv:1303.4284] claiming that SSEs, under most general…

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to the order of the time derivative of the noise; otherwise,…

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…