The nonlinear Schrödinger equation driven by jump processes

DOI10.1016/J.JMAA.2019.02.036zbMATH Open1480.60255arXiv1702.02523OpenAlexW2587764705MaRDI QIDQ2633733FDOQ2633733

Authors: Erika Hausenblas, A. de Bouard 

Publication date: 10 May 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: The main result of the paper is the existence of a solution of the nonlinear Schr"odinger equation with a levy noise with infinite activity. To be more precise, let $A=Delta$ be the Laplace operator with $D(A)=uin{L}^2(mathbb{R}^d):Deltauin{L}^2(mathbb{R}^d)$. Let $Zhookrightarrow{L}^2(mathbb{R}^d)$ be a function space and $eta$ be a Poisson random measure on $Z$, let $g:mathbbRomathbbC$ and $h:mathbbRomathbbC$ be some given functions, satisfying certain conditions specified later. Let $alphage1$ and $lambdage0$. We are interested in the solution of the following equation % ${\displaystyle }$ i , d u(t,x) - Delta u(t,x),dt +lambda |u(t,x)|^{alpha-1} u(t,x) , dt ${\displaystyle }$ ${\displaystyle }$= int_Z u(t,x), g(z(x)), ilde eta (dz,dt)+int_Z u(t,x), h (z(x)), gamma (dz, dt), ${\displaystyle }$ ${\displaystyle }$ u(0)= u_0. ${\displaystyle }$ First we consider the case, where the levy process is a compound Poisson process. With the help of this result we can tackle the general case, and show that the equation above has a solution.

Full work available at URL: https://arxiv.org/abs/1702.02523

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zbMATH Keywords

stochastic partial differential equationsPoisson random measuresstochastic integral of jump typeLévy processesnonlinear Schrödinger equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) NLS equations (nonlinear Schrödinger equations) (35Q55) Jump processes on general state spaces (60J76) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited In (11)

• Uniqueness of the nonlinear Schrödinger equation driven by jump processes
• Renormalization of stochastic nonlinear heat and wave equations driven by subordinate cylindrical Brownian noises
• The stochastic nonlinear Schrödinger equation in unbounded domains and non-compact manifolds
• Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise
• The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise
• Ergodicity of stochastic damped Ostrovsky equation driven by white noise
• A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
• Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case
• Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
• The stochastic nonlinear Schrödinger equations driven by pure jump noise
• Invariant measure of stochastic damped Ostrovsky equation driven by pure jump noise

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