Noise Prevents Singularities in Linear Transport Equations

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial conditions may develop discontinuities, we prove that a certain Sobolev degree of regularity is maintained, which implies H\"older continuity of solutions. The proof is based on a careful analysis of the associated stochastic flow of characteristics

Exit problems related to the persistence of solitons for the Korteweg-de Vries equation with small noise

We consider two exit problems for the Korteweg-de Vries equation perturbed by an additive white in time and colored in space noise of amplitude a. The initial datum gives rise to a soliton when a=0. It has been proved recently that the solution remains in a neighborhood of a randomly modulated soliton for times at least of the order of a^{-2}. We prove exponential upper and lower bounds for the small noise limit of the probability that the exit time from a neighborhood of this randomly modulated soliton is less than T, of the same order in a and T. We obtain that the time scale is exactly the right one. We also study the similar probability for the exit from a neighborhood of the deterministic soliton solution. We are able to quantify the gain of eliminating the secular modes to better describe the persistence of the soliton

Blow-up for the stochastic nonlinear Schrodinger equation with multiplicative noise

We study the influence of a multiplicative Gaussian noise, white in time and correlated in space, on the blow-up phenomenon in the supercritical nonlinear Schrodinger equation. We prove that any sufficiently regular and localized deterministic initial data gives rise to a solution which blows up in arbitrarily small time with a positive probability.Comment: Published at http://dx.doi.org/10.1214/009117904000000964 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Long wave expansions for water waves over random topography

In this paper, we study the motion of the free surface of a body of fluid over a variable bottom, in a long wave asymptotic regime. We assume that the bottom of the fluid region can be described by a stationary random process $\beta(x, \omega)$ whose variations take place on short length scales and which are decorrelated on the length scale of the long waves. This is a question of homogenization theory in the scaling regime for the Boussinesq and KdV equations. The analysis is performed from the point of view of perturbation theory for Hamiltonian PDEs with a small parameter, in the context of which we perform a careful analysis of the distributional convergence of stationary mixing random processes. We show in particular that the problem does not fully homogenize, and that the random effects are as important as dispersive and nonlinear phenomena in the scaling regime that is studied. Our principal result is the derivation of effective equations for surface water waves in the long wave small amplitude regime, and a consistency analysis of these equations, which are not necessarily Hamiltonian PDEs. In this analysis we compute the effects of random modulation of solutions, and give an explicit expression for the scattered component of the solution due to waves interacting with the random bottom. We show that the resulting influence of the random topography is expressed in terms of a canonical process, which is equivalent to a white noise through Donsker's invariance principle, with one free parameter being the variance of the random process $\beta$. This work is a reappraisal of the paper by Rosales & Papanicolaou \cite{RP83} and its extension to general stationary mixing processes

Modulation analysis for a stochastic NLS equation arising in Bose-Einstein condensation

International audienceWe study the asymptotic behavior of the solution of a model equation for Bose- Einstein condensation, in the case where the trapping potential varies randomly in time. The model is the so called Gross-Pitaevskii equation, with a quadratic potential with white noise fluctuations in time whose amplitude ε tends to zero. The initial condition of the solution is a standing wave solution of the unperturbed equation. We prove that up to times of the order of ε−2, the solution decomposes into the sum of a randomly modulated standing wave and a small remainder, and we derive the equations for the modulation parameters. In addition, we show that the first order of the remainder, as ε goes to zero, converges to a Gaussian process, whose expected mode amplitudes concentrate on the third eigenmode generated by the Hermite functions, on a certain time scale

Representation formula for stochastic Schrödinger evolution equations and applications

International audienceWe prove a representation formula for solutions of Schrödinger equations with potentials multiplied by a temporal real-valued white noise in the Stratonovich sense. Using this formula, we obtain a dispersive estimate which allows us to study the Cauchy problem in L2 or in the energy space of model equations arising in Bose-Einstein condensation or in fiber optics. Our results also give a justification of diffusion-approximation for stochastic nonlinear Schrödinger equations

Wave energy localization by self-focusing in large molecular structures: a damped stochastic discrete nonlinear Schroedinger equation model

Wave self-focusing in molecular systems subject to thermal effects, such as thin molecular films and long biomolecules, can be modeled by stochastic versions of the Discrete Self-Trapping equation of Eilbeck, Lomdahl and Scott, and this can be approximated by continuum limits in the form of stochastic nonlinear Schroedinger equations. Previous studies directed at the SNLS approximations have indicated that the self-focusing of wave energy to highly localized states can be inhibited by phase noise (modeling thermal effects) and can be restored by phase damping (modeling heat radiation). We show that the continuum limit is probably ill-posed in the presence of spatially uncorrelated noise, at least with little or no damping, so that discrete models need to be addressed directly. Also, as has been noted by other authors, omission of damping produces highly unphysical results. Numerical results are presented for the first time for the discrete models including the highly nonlinear damping term, and new numerical methods are introduced for this purpose. Previous conjectures are in general confirmed, and the damping is shown to strongly stabilize the highly localized states of the discrete models. It appears that the previously noted inhibition of nonlinear wave phenomena by noise is an artifact of modeling that includes the effects of heat, but not of heat loss.Comment: 22 pages, 13 figures, revision of talk at FPU+50 conference in Rouen, June 200

Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion

International audienceThis article is devoted to the numerical study of a nonlinear Schrödinger equation in which the coefficient in front of the group velocity dispersion is multiplied by a real valued Gaussian white noise. We first perform the numerical analysis of a semi-discrete Crank-Nicolson scheme in the case when the continuous equation possesses a unique global solution. We prove that the strong order of convergence in probability is equal to one in this case. In a second step, we numerically investigate, in space dimension one, the behavior of the solutions of the equation for different power nonlinearities, corresponding to subcritical, critical or supercritical nonlinearities in the deterministic case. Numerical evidence of a change in the critical power due to the presence of the noise is pointed out

A semi-discrete scheme for the stochastic Landau-Lifshitz equation

We propose a new convergent time semi-discrete scheme for the stochastic Landau-Lifshitz-Gilbert equation. The scheme is only linearly implicit and does not require the resolution of a nonlinear problem at each time step. Using a martingale approach, we prove the convergence in law of the scheme up to a subsequence