A stochastic nonlinear Schrödinger equation with multiplicative noise (Q1809245): Difference between revisions

In this interesting paper, existence and uniqueness of solutions to a stochastic nonlinear Schrödinger equation with a multiplicative noise \[ i dz - (\Delta z + f(|z|^2)z) dt = z\circ dW \tag{1} \] is studied. Here \(W\) is a Wiener process on \(L^2(\mathbb{R}^{n};\mathbb{R})\) defined on a stochastic basis \((\Omega, \mathcal F, (\mathcal F_{t}),P)\) and with a covariance operator \(\Phi\Phi^*\) for a bounded linear operator \(\Phi\) on \(L^2(\mathbb{R}^{n};\mathbb{R})\) and the stochastic integral is taken in the Stratonovich sense. The problem (1) is equivalent to the Itô equation \[ i dz - \bigl(\Delta z + f(|z|^2)z\bigr) dt = z dW - \frac 12 izF_\Phi dt, \tag{2} \] where the correction term \(F_\Phi\) is defined by \(F_\Phi (x) = \sum^\infty_{k=0} (\Phi e_{k}(x))^2\) for an orthonormal basis \(\{e_{k}\}\). Suppose that \(\Phi\) is Hilbert-Schmidt as an operator \(L^2(\mathbb{R}^{n};\mathbb{R}) \to L^2(\mathbb{R}^{n};\mathbb{R})\) and \(\gamma\)-radonifying as an operator \(L^2(\mathbb{R}^{n};\mathbb{R})\to L^{2+\delta} (\mathbb{R}^{n})\) for a \(\delta>2(n-1)\). Let \(f: \mathbb{R}_{+} \to\mathbb{R}\) be a locally Lipschitz continuous function, \(|f(|u|^2)u - f(|v|^2)v|\leq C(|u|^{2\sigma} + |v|^{2\sigma}) |u-v|\) for some \(C>0\) and every \(u,v\in\mathbb{C}\), where either \(n=1,2\) and \(\sigma\in\left]0,2/n\right[\), or \(n\geq 3\) and \(\sigma\in\left]0,(n-1)^{-1}\right[\). Let \(p\geq\max( 2\sigma+2, 2\delta^{-1}(2+\delta))\), assume that \(p<2n (n-1)^{-1}\) if \(n\geq 2\). Define \(r\) by \(2/r = n(1/2 - 1/p)\). Then for all \(\rho\geq \max(r, (2\sigma +2) (4\sigma(2-n\sigma)^{-1}+1))\), for every \(\mathcal F_0\)-measurable initial condition \(z_0\in L^\rho (\Omega;L^2(\mathbb{R}^{n}))\) and all \(T>0\) there exists a unique mild solution \(z\) to (2) and \(z\in L^\rho(\Omega; C([0,T];L^2(\mathbb{R}^{n}))) \cap L^1(\Omega;L^{r}(0,T; L^{p}(\mathbb{R}^{n})))\). Moreover, \(\|z(t)\|_{L^2} = \|z(0)\|_{L^2}\) almost surely for each \(t\in [0,T]\).