Uniform large deviations for the laws of the paths of the solutions of the stochastic nonlinear Schrodinger equation when the noise converges to zero are presented. The noise is a real multiplicative Gaussian noise. It is white in time and colored in space. The path space considered allows blow-up and is endowed with a topology analogue to a projective limit topology. Thus a large variety of large deviation principle may be deduced by contraction. As a consequence, asymptotics of the tails of the law of the blow-up time when the noise converges to zero are obtained.
In this article, we study Stochastic mass critical nonlinear Schrödinger equations with a multiplicative noise in 3D with a slight time decay ($\langle t \rangle^{-ε}$), and prove associated space-time bound and scattering behavior.
We give decay estimates of the solution to the linear Schrödinger equation in dimension $d \geq 3$ with a small noise which is white in time and colored in space. As a consequence, we also obtain certain asymptotic behaviour of the solution. The proof relies on the bootstrapping argument used by Journé-Soffer-Sogge for decay of deterministic Schrödinger operators.
We consider the nonlinear Schrödinger equation with multiplicative spatial white noise and an arbitrary polynomial nonlinearity on the two-dimensional full space domain. We prove global well-posedness by using a gauge-transform introduced by Hairer and Labbé (2015) and constructing the solution as a limit of solutions to a family of approximating equations. This paper extends a previous result by Debussche and Martin (2019) with a sub-quadratic nonlinearity.
We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying the large deviation principle. An It^o-type inequality is a main tool in the proofs. We also give two examples to illustrate the applications of the theorems.
Global well posedness and ergodic results in regular Sobolev spaces for the nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity
We prove the global space-time bound for the mass critical nonlinear Schrödinger equation perturbed by a small multiplicative noise in dimension three. The associated scattering behavior are also obtained. We also prove a global Strichartz space-time bound for the linear stochastic model, which is new itself and serves a prototype model for the nonlinear case. The proof combines techniques from \cite{fan2018global}, \cite{fan2020long} as well as local smoothing estimates for linear Schrödinger operators.
This work is devoted to non-linear stochastic Schrödinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Zähle. Under the assumptions that the initial condition is in the Sobolev space $H^q(\Rm^n)$ for a dimension $n$ less than three and $q$ an integer greater or equal to zero, that the noise is a $Q-$fractional Brownian motion with Hurst index $H\in(1/2,1)$ and spatial regularity $H^{q+4}(\Rm^n)$, as well as appropriate hypotheses on the non-linearity, we obtain the local existence of a unique pathwise soluti…
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 study the local well-posedness of the equation. Under adequate assumptions on the initial data, the space correlations of the noise and for some saturated nonlinearities, we prove a sample path large deviations principle and a support result. These results are stated in a space of exploding paths which are Holder continuous in time until blow-up. We treat t…
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 wise. The solutions may be global or blow-up in finite time, the two cases are distinguished. The results are stated in trajectory spaces endowed with projective limit topologies. In this setting, the support of the law of the solution is also characterized. As a consequence, results on the law of the blow-up time and asymptotics when the noise converges to z…
Large deviation principle by the weak convergence approach is established for the stochastic nonlinear Schrodinger equation in one-dimension and as an application the exit problem is investigated.
In this short note, we present a construction for the log-log blow up solutions to focusing mass-critical stochastic nonlinear Schröidnger equations with multiplicative noises. The solution is understood in the sense of controlled rough path as in \cite{SZ20}.
We prove pathwise uniqueness for solutions of the nonlinear Schrödinger equation with conservative multiplicative noise on compact 3D manifolds. In particular, we generalize the result by Burq, Gérard and Tzvetkov (N. Burq, P. Gérard, and N. Tzvetkov. Strichartz inequalities and the nonlinear Schrödinger equation on compact manifolds. American Journal of Mathematics, 126 (3):569--605, 2004) to the stochastic setting. The proof is based on deterministic and stochastic Strichartz estimates and the Littlewood-Paley decomposition.
We consider a stochastic nonlinear Schrödinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a martingale solution using a modified Faedo-Galerkin-method based on the Littlewood-Paley-decomposition. For 2d manifolds with bounded geometry, we use Strichartz estimates to show pathwise uniqueness.
We continue our study for the stochastic defocusing mass crtical nonlinear Schrödinger equation with conservative multiplicative noise, and show that it is globally well-posed for arbitrary initial data in $L_ω^{\infty}L_{x}^{2}$. The main ingredients are several stability type results for deterministic (modified) NLS, which have their own interest. We also give some results on other stochastic NLS type models.
We consider the stochastic nonlinear Schrödinger equations (SNLS) posed on $d$-dimensional tori with either additive or multiplicative stochastic forcing. In particular, for the one-dimensional cubic SNLS, we prove global well-posedness in $L^2(\mathbb{T})$. As for other power-type nonlinearities, namely (i) (super)quintic when $d = 1$ and (ii) (super)cubic when $d \geq 2$, we prove local well-posedness in all scaling-subcritical Sobolev spaces and global well-posedness in the energy space for the defocusing, energy-subcritical problems.
In this paper, we prove the global existence and uniqueness of the solution of the stochastic logarithmic Schrödinger (SlogS) equation driven by additive noise or multiplicative noise. The key ingredient lies on the regularized stochastic logarithmic Schrödinger (RSlogS) equation with regularized energy and the strong convergence analysis of the solutions of (RSlogS) equations. In addition, temporal Hölder regularity estimates and uniform estimates in energy space $\mathbb H^1(\mathcal O)$ and weighted Sobolev space $L^2_α(\mathcal O)$ of the solutions for both SlogS equation and RSlogS equati…
We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schrödinger equation with nonlinear multiplicative jump noise in the Marcus canonical form. With the help of the deterministic Strichartz estimates, we prove the existence and uniqueness of a global solution to stochastic nonlinear Schrödinger equation in $L^2(\RR^n)$ with either focusing or defocusing nonlinearity in the full subcritical range of exponents as in the deterministic case.
State Key Laboratory of Mathematical Sciences, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）
In this paper, we establish large deviation principle for the strong solution of evolutionary p-Laplace equation driven by small multiplicative Brownian noise, where the weak convergence approach plays a key role. Moreover, by using Girsanov transformation along with $L^1$-contraction approach, we show the quadratic transportation cost inequality for the strong solution of the underlying problem.
In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence approach. Some analogous results are also obtained for the small time asymptotics of the stochastic quasi-geostrophic equation.
In this article, we construct a global martingale solution to a general nonlinear Schrödinger equation with linear multiplicative noise in the Stratonovich form. Our framework includes many examples of spatial domains like $\mathbb{R}^d$, non-compact Riemannian manifolds, and unbounded domains in $\mathbb{R}^d$ with different boundary conditions. The initial value belongs to the energy space $H^1$ and we treat subcritical focusing and defocusing power nonlinearities. The proof is based on an approximation technique which makes use of spectral theoretic methods and an abstract Littlewood-Paley-…
Large Deviations for the Nonlinear Schrödinger Equation with Randomized Quasi-Periodic Initial Data in Higher Dimensions: Subcritical Case
Institute of Mathematics, Jilin University（吉林大学数学研究所）；School of Mathematics and Statistics, Center for Mathematics and Interdisciplinary Sciences, Northeast Normal University（东北师范大学数学与统计学院、数学与交叉科学中心）
We construct a martingale solution of the stochastic nonlinear Schrödinger equation with a multiplicative noise of jump type in the Marcus canonical form. The problem is formulated in a general framework that covers the subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and on bounded domains with various boundary conditions. The proof is based on a variant of the Faedo-Galerkin method. In the formulation of the approximated equations, finite dimensional operators derived from the Littlewood-Paley decomposition complement the classical orthogonal projections to gu…
We study the focusing stochastic nonlinear Schrödinger 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 ($L^2$-norm) is conserved due to the multiplicative noise defined via the Stratonovich integral, the energy (Hamiltonian) is not preserved. We first investigate how the energy is affected by various spatially correlated random perturbations. We then study the influence of the noise on the global dynamics measuring the probability of blow-up versus scattering beha…
We consider NLS on $\T^2$ with multiplicative spatial white noise and nonlinearity between cubic and quartic. We prove global existence, uniqueness and convergence almost surely of solutions to a family of properly regularized and renormalized approximating equations. In particular we extend a previous result by A. Debussche and H. Weber available in the cubic and sub-cubic setting.
We study the focusing stochastic nonlinear Schrödinger 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 Hamiltonian (or energy) is not conserved in the stochastic setting, nor is the mass (or the $L^2$-norm) conserved in the additive case. Therefore, we investigate the time evolution of these quantities. After that we study the influence of noise on the global behavior of solutions. In particular, we show that the noise may induce blow-up, thus, ceasing the global ex…
We consider the nonlinear Schrödinger equation (NLS) on a torus of arbitrary dimension. The equation is studied in presence of an external potential field whose time-dependent amplitude is taken as control. Assuming that the potential satisfies a saturation property, we show that the NLS equation is approximately controllable between any pair of eigenstates in arbitrarily small time. The proof is obtained by developing a multiplicative version of a geometric control approach introduced by Agrachev and Sarychev. We give an application of this result to the study of the large time behavior of th…
We consider the spectral problem of the Lax pair associated to periodic integrable partial differential equations. We assume this spectral problem to be a polynomial of degree $d$ in the spectral parameter $λ$. From this assumption, we find the conservation laws as well as the hyperelliptic curve required to solve the periodic inverse problem. A recursion formula is developed, as well as $d$ additional conditions which give additional information to integrate the equations under consideration. We also include two examples to show how the techniques developed work. For the Korteweg-deVries (KdV…
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 both PDE and probabilistic sense.In the two dimensional case, we prove the global existence of strong solutions to the Boussinesq equations forced by additive noise using a suitable stochastic analogue of a logarithmic Gronwall's lemma. After the global existence and uniqueness of strong solutions are established, the large deviation principle (LDP) is prov…
