Invariant measures for a stochastic nonlinear Schrodinger equation

被引:43
作者
Kim, Jong Uhn [1 ]
机构
[1] Virginia Tech, Dept Math, Blacksburg, VA 24061 USA
关键词
Schrodinger equation; Brownian motion; stopping time; Hamiltonian; existence of a solution; invariant measure; probability distribution; tightness;
D O I
10.1512/iumj.2006.55.2701
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We will prove the existence of an invariant measure for a nonlinear Schrodinger equation with random noise in R-n. The existence of solutions of the Cauchy problem in H-1- and L-2-settings was established by de Bouard and Debussche [4, 5]. Here we discuss only the defocusing equation with a zero-order dissipation. The proof for the existence of an invariant measure is based on various energy estimates and the approximation scheme to construct Solutions, which are also crucial for the existence of global solutions to the Cauchy problem.
引用
收藏
页码:687 / 717
页数:31
相关论文
共 20 条
[1]  
[Anonymous], LONDON MATH SOC LECT
[2]  
[Anonymous], 1992, ENCY MATH ITS APPL, DOI DOI 10.1017/CBO9780511666223
[3]  
[Anonymous], 2002, LEGACY INVERSE SCATT
[4]  
[Anonymous], 1999, APPL MATH SCI
[5]  
BOURGAIN J., 1999, AM MATH SOC C PUBL, V46
[6]   A stochastic nonlinear Schrodinger equation with multiplicative noise [J].
de Bouard, A ;
Debussche, A .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1999, 205 (01) :161-181
[7]   The stochastic nonlinear Schrodinger equation in H 1 [J].
de Bouard, A ;
Debussche, A .
STOCHASTIC ANALYSIS AND APPLICATIONS, 2003, 21 (01) :97-126
[8]   On the effect of a noise on the solutions of the focusing supercritical nonlinear Schrodinger equation [J].
de Bouard, A ;
Debussche, A .
PROBABILITY THEORY AND RELATED FIELDS, 2002, 123 (01) :76-96
[9]  
GHIDAGLIA JM, 1988, ANN I H POINCARE-AN, V5, P365
[10]   CLASS OF NON-LINEAR SCHRODINGER EQUATIONS .1. CAUCHY-PROBLEM, GENERAL-CASE [J].
GINIBRE, J ;
VELO, G .
JOURNAL OF FUNCTIONAL ANALYSIS, 1979, 32 (01) :1-32