Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise

PDEs in connection with quantum mechanics (35Q40) NLS equations (nonlinear Schrödinger equations) (35Q55) PDEs with randomness, stochastic partial differential equations (35R60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We construct a martingale solution of the stochastic nonlinear Schr"odinger 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 guarantee uniform estimates. Further ingredients of the construction are tightness criteria in certain spaces of cadlag functions and Jakubowski's generalization of the Skorohod-Theorem to nonmetric spaces.

Review text

The authors consider a stochastic Schrödinger equation \[ \mathbf{i}du=(Au+F(u))\,dt+\sum_{m=1}^NB_m(u)\diamond dL_m,\qquad u(0)=u_0 \] where \(A\) is (basically) the negative Laplace operator on a bounded domain \(M\) in \(\mathbb R^d\) with the homogeneous Dirichlet or Neumann boundary conditions or \(A\) is the negative Laplace-Beltrami operator on a compact Riemannian manifold \(M\) without boundary, \(H=L^2(M)\), \(E_A=D(A^{1/2})\), \(F(u)=\pm|u|^{\alpha-1}u\) for \(\alpha\in(1,1+4/(d-2)_+)\) in the defocusing case or \(\alpha\in(1,1+4/d)\) in the focusing case, \(B_m\) are selfadjoint linear bounded operators on \(H\) in \(\mathscr L(E_A)\cap\mathscr L(L^{\alpha+1}(M))\), \(L\) an \(\mathbb R^N\)-valued Lévy process with pure jumps defined as \[ L(t)=\int_0^t\int_Bx\tilde\eta(ds,dx) \] where \(B\) is the closed unit ball in \(\mathbb R^N\), \(\tilde\eta\) is a time homogeneous Poisson random measure with a \(\sigma\)-finite intensity measure \(\nu\) supported in \(B\), such that \(|\cdot|\in L^2(B,\nu)\), and \(\diamond\) stands for the Markus product (an analogue of the Stratonovich integral for semimartingales). The authors consider and discuss also other selfadjoint, non-negative operators \(A\) with a compact resolvent under additional, rather technical assumptions, e.g. fractional Laplace operators - for such operators, the same nonlinearity \(F(u)=\pm|u|^{\alpha-1}u\) is considered, however with different ranges of \(\alpha\). It is proved that there exists a martingale solution \(u\) such that \(u\in L^q(\Omega;L^\infty(0,T;E_A))\) for all \(q\in[1,\infty)\) and \(\|u(t)\|_{L^2(M)}=\|u_0\|_{L^2(M)}\) a.s. for every \(t\in[0,T]\).

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