Wick型随机非线性Schrdinger方程的白噪声泛函解(英文)

本文对变系数非线性Schrdinger方程通过白噪声扰动得到的Wick型随机非线性Schrdinger方程进行了研究,利用Hermite变换和Painlevé展开方法给出了该方程的白燥声泛函解.     

Wick型随机非线性Schr(o)dinger方程的白噪声泛函解

本文对变系数非线性Schr(o)dinger方程通过白噪声扰动得到的Wick型随机非线性Schr(o)dinger方程进行了研究,利用Hermite变换和Painlevé展开方法给出了该方程的白燥声泛函解.     

Wick型随机KG方程的精确解

利用白噪声分析、Hermite变换和双曲正切法来研究随机偏微分KleinGordon方程,并在Kondratiev分布空间(S)-1-上分别获得了变系数Klein-Gordon方程和Wick型随机Klein-Gordon方程的精确解和白噪声泛函解.     

Wick型随机(2+1)维mZK方程的精确解

随机分析和白噪声理论的建立和发展为浅水波方程的研究提供了新的内容,方法和工具.本文研究随机环境下(2+1)维mZK方程的精确解问题.在Kondratiev分布空间(y)-1中利用Hermite变换和改进的Fan代数方法,得到Wick型随机(2+1)维mZK方程和变系数(2+1)维mZK方程的白噪声泛函解和精确解.     

Wick型随机广义Burgers方程的确切解

借助白噪声分析、Hermite变换和扩展的双曲函数法,研究了Wick型随机广义Burgers'方程,求出了一些精确的Wick型孤立波解和周期波解.由于Wick型函数难以赋值,为此,我们得到一些特殊情形下的Wick型随机广义Burgers'方程的非Wick型解.     

布朗随机流动形:白噪声分析方法

本文在经典白噪声分析框架下,用一种新的方法研究随机流动形. 首先使用布朗运动的Wick积分定义Wick型随机流动形.进一步, 用白噪声分析方法和S-变换证明：布朗随机流动形可视为Hida广义泛函.     

Wick型随机(2+1)维Broer-Kaup方程的Bcklund变换和白噪声泛函解(英文)

本文对(2+1)维变系数Broer-Kaup方程和 wick型随机(2+1)维Broer-Kaup方程进行了研究,利用 Hermite变换、齐次平衡法以及tanh函数法给出了wick型随机(2+1)维Broer-Kaup方程的Bcklund变换和白噪声泛函解.     

Wick型随机(2+1)维Broer-Kaup方程的B(a)cklund变换和白噪声泛函解

本文对(2+1)维变系数Broer-Kaup方程和wick型随机(2+1)维Broer-Kaup方程进行了研究,利用Hermite变换、齐次平衡法以及tanh函数法给出了wick型随机(2+1)维Broer-Kaup方程的B(a)cklund变换和白噪声泛函解.     

Wick型随机Kadomtsev-Petviashvili方程的精确解

利用Hermite变换和Tanh函数法,研究了Wick型随机Kadomtsev-Petviashvili(KP)方程,得到其三种类型不同的随机精确解.     

复合白噪声驱动的输运方程

本文在现有Gauss白噪声理论体系及L\'{e}vy纯跳白噪声理论体系的基础上,讨论了复合L\'{e}vy白噪声分析的框架,并将Wick乘积、Hermite变换等概念推广到复合L\'{e}vy白噪声空间,同时给出了与复合L\'{e}vy白噪声空间对应的Hida分布空间的特征定理.最后, 在本文的理论框架下, 详细讨论了由复合\,L\'{e}vy白噪声驱动的随机输运方程在Hida分布空间中的解及其结构.     

Quantum Lévy Laplacian and associated heat equation

As a non-commutative extension of the Lévy Laplacian for entire functions on a nuclear space, we define the quantum Lévy Laplacian acting on white noise operators. We solve a heat type equation associated with the quantum Lévy Laplacian and study its relation to the classical Lévy heat equation. The solution to the quantum Lévy heat equation is obtained also from a normal-ordered white noise differential equation involving the quadratic quantum white noise.     

White noise in atmospheric optics

We consider a stochastic bilinear system model for laser propagation in atmospheric turbulence. The model consists of a random Schrödinger equation in which the white noise input is multiplied by the state. We consider approximate product form solutions of the Trotter-Kato type, and use these product forms to relate the Hilbert space-valued white noise model and the Itô equation model. We also consider white noise as the limit of a sequence Ornstein-Uhlenbeck processes. Finally, we consider approximate solutions using the Feynman-Itô equation, and an approximate calculation of the mean field without using the Markov approximation.     

Strong convergence for explicit space–time discrete numerical approximation methods for stochastic Burgers equations

In this paper we propose and analyze explicit space–time discrete numerical approximations for additive space–time white noise driven stochastic partial differential equations (SPDEs) with non-globally monotone nonlinearities such as the stochastic Burgers equation with space–time white noise. The main result of this paper proves that the proposed explicit space–time discrete approximation method converges strongly to the solution process of the stochastic Burgers equation with space–time white noise. To the best of our knowledge, the main result of this work is the first result in the literature which establishes strong convergence for a space–time discrete approximation method in the case of the stochastic Burgers equations with space–time white noise.     

On the Positivity of the Stochastic Heat Equation

We study the positivity preserving properties of the heat equation with a white noise potential and random initial condition. Moreover, we find a generalized Feynman--Kac formula for the solution of the problem using methods from the white noise analysis. The initial condition can anticipate the driving white noise. We show that the solution is positive, when the random initial condition is positive. For the case of a time-dependent white noise potential, we give a special representation of the solution together with regularity results.     

Full-Discrete Finite Element Method for Stochastic Hyperbolic Equation

This paper is concerned with the finite element method for the stochastic wave equation and the stochastic elastic equation driven by space-time white noise. For simplicity, we rewrite the two types of stochastic hyperbolic equations into a unified form. We convert the stochastic hyperbolic equation into a regularized equation by discretizing the white noise and then consider the full-discrete finite element method for the regularized equation. We derive the modeling error by using "Green's method" and the finite element approximation error by using the error estimates of the deterministic equation. Some numerical examples are presented to verify the theoretical results.     

Exact solution of a particular problem of oscillations of a system with random parametric excitation

A second order system with external and parametric perturbations of the white noise type is considered. An exact analytic solution of the steady Fokker—Plank —Kolmogorov equation is obtained for this system at some special relation between the coefficients of modulation intensity with respect to the coordinate and velocity. The solution determines the power relationship for the combined probability density of the coordinate and velocity.     

Stochastic p.d.e.'s arising from the long range contact and long range voter processes

Summary A long range contact process and a long range voter process are scaled so that the distance between sites decreases and the number of neighbors of each site increases. The approximate densities of occupied sites, under suitable tine scaling, converge to continuous space time densities which solve stochastic p.d.e.'s. For the contact process the limiting equation is the Kolmogorov-Petrovskii-Piscuinov equation driven by branching white noise. For the voter process the limiting equation is the heat equation driven by Fisher-Wright white noise.     

Numerical resolution of stochastic focusing NLS equations

In this note, we numerically investigate a stochastic nonlinear Schrödinger equation derived as a perturbation of the deterministic NLS equation. The classical NLS equation with focusing nonlinearity of power law type is perturbed by a random term; it is a strong perturbation since we consider a space-time white noise. It acts either as a forcing term (additive noise) or as a potential (multiplicative noise). For simulations made on a uniform grid, we see that all trajectories blow-up in finite time, no matter how the initial data are chosen. Such a grid cannot represent a noise with zero correlation lengths, so that in these experiments, the noise is, in fact, spatially smooth. On the contrary, we simulate a noise with arbitrarily small scales using local refinement and show that in the multiplicative case, blow-up is prevented by a space-time white noise. We also present results on noise induced soliton diffusion.     

Some exact Wick type stochastic generalized Boussinesq equation solutions

The resolution of the stochastic generalized Boussinesq equation driven by a white noise is undertaken. Explicit solutions are found thanks to a white noise functional approach and the F-expansion method. Among these solutions, periodic and solitonic ones are pointed out.