The nonlinear Schrödinger equation driven by jump processes

DOI10.1016/J.JMAA.2019.02.036MaRDI QIDQ2633733zbMATH OpenOpenAlexFDO

Authors Erika Hausenblas, A. de Bouard

Publication date 10 May 2019

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

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

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)

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.

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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 Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise
• 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
• 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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