The nonlinear Schrödinger equation driven by jump processes

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

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 = D e l t a

be the Laplace operator with

D (A) = u i n L^{2} (m a t h b b R^{d}) : D e l t a u i n L^{2} (m a t h b b R^{d})

. Let

Z h o o k r i g h t a r r o w L^{2} (m a t h b b R^{d})

be a function space and

e t a

be a Poisson random measure on

Z

, let

g : m a t h b b R o m a t h b b C

and

h : m a t h b b R o m a t h b b C

be some given functions, satisfying certain conditions specified later. Let

a l p h a g e 1

and

l a m b d a g e 0

. We are interested in the solution of the following equation %

i , d u(t,x) - Delta u(t,x),dt +lambda |u(t,x)|^{alpha-1} u(t,x) , dt

= int_Z u(t,x), g(z(x)), ilde eta (dz,dt)+int_Z u(t,x), h (z(x)), gamma (dz, dt),

u(0)= u_0.

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.

Review text

Mainly from the authors' abstract: The main result of the paper is the existence of a solution of the nonlinear Schrödinger equation with a (Lévy noise having) infinite activity. To be more precise, let \(A=\Delta\) be the Laplace operator with \(D(A)=\{u\in L^2(\mathbb{R}^d):\Delta u \in L^2(\mathbb{R}^d)\}\). Let \(Z\hookrightarrow L^2(\mathbb{R}^d)\) be a function space and \(\eta\) be a Poisson random measure on \(Z\), let \(g:\mathbb{R}\to \mathbb{C}\) and \(h:\mathbb{R}\to \mathbb{C}\) be some given functions, satisfying certain conditions specified in the paper. Let \(a\geq 1\) and \(\lambda\geq 0\). The authors are interested in the solution of the following equation \begin{multline*} idu(t,x)-\Delta u(t,x)dt+\lambda|u(t,x)|^{\alpha-1}u(t,x)dt\\ =\int_Z u(t,x)g(z(x))\tilde{\eta}(dz,dt )+\int_Z u(t,x)h(z(x))\gamma(dz,dt),\\ \end{multline*} \[u(0)=u_0.\] First they consider the case, where the Lévy process is a compound Poisson process. With the help of this result, they can tackle the general case, and show that the equation above has a solution.

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