Behavior of solutions to the 1D focusing stochastic nonlinear Schrödinger equation with spatially correlated noise

被引:0
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作者
Annie Millet
Alex D. Rodriguez
Svetlana Roudenko
Kai Yang
机构
[1] SAMM (EA 4543),Department of Mathematics and Statistics
[2] Université Paris 1 Panthéon Sorbonne,undefined
[3] Centre Pierre Mendès France,undefined
[4] LPSM,undefined
[5] UMR 8001,undefined
[6] Florida International University,undefined
来源
Stochastics and Partial Differential Equations: Analysis and Computations | 2021年 / 9卷
关键词
Stochastic NLS; Spatially correlated noise; Multiplicative noise; Blow-up probability; Blow-up dynamics; Mass-conservative numerical schemes; 35R60; 35Q55; 60H15; 60H35; 65C30; 65M06;
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摘要
We study the focusing stochastic nonlinear Schrödinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the L2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^2$$\end{document}-critical and supercritical cases. The mass (L2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^2$$\end{document}-norm) is conserved due to the multiplicative noise defined via the Stratonovich integral, the energy (Hamiltonian) is not preserved. We first investigate both theoretically and numerically how the energy is affected by various spatially correlated random perturbations and its dependence on the discretization parameters and the schemes. We then perform numerical investigation of the noise influence on the global dynamics measuring the probability of blow-up versus scattering behavior depending on parameters of correlation kernels. Finally, we study numerically the effect of the spatially correlated noise on the blow-up behavior, and conclude that such random perturbations do not influence the blow-up dynamics, except for shifting of the blow-up center location. This is similar to what we observed for a space-time white driving noise in Millet et al. (Numerical study of solutions behavior to the 1d stochastic L2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^2$$\end{document}-critical and supercritical nonlinear Schrödinger equation, 2020. arXiv:2006.10695).
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页码:1031 / 1080
页数:49
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