November  2016, 21(9): 3095-3114. doi: 10.3934/dcdsb.2016089

Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes

1. 

Martin-Luther-University Halle-Wittenberg, Faculty of Natural Sciences II, Institute of Mathematics, 06099 Halle (Saale)

2. 

Babeş-Bolyai University, Faculty of Mathematics and Computer Science, Str. Kogălniceanu nr. 1, RO - 400084 Cluj-Napoca

Received  December 2015 Revised  February 2016 Published  October 2016

In this paper the existence and uniqueness of the solution for a stochastic nonlinear Schrödinger equation, which is perturbed by a cylindrical Wiener process is investigated. The existence of the variational solution and of the generalized weak solution are proved by using sequences of successive approximations, which are the solutions of certain linear problems.
Citation: Wilfried Grecksch, Hannelore Lisei. Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes. Discrete & Continuous Dynamical Systems - B, 2016, 21 (9) : 3095-3114. doi: 10.3934/dcdsb.2016089
References:
[1]

N. U. Ahmed, Semigroup Theory with Applications to Systems and Control,, Longman Scientific & Technical, (1991).   Google Scholar

[2]

N. N. Akhmeddiev, A. Ankiewicz and J. M. Soto-Crespo, Singularities and special soliton solutions of the cubic quintic complex Ginzburg-Landau equation,, Phys. Rev. E, 53 (1996), 1190.  doi: 10.1103/PhysRevE.53.1190.  Google Scholar

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A. De Bouard and A. Debussche, A stochastic nonlinear Schrödinger equation with multiplicative noise,, Commun. Math. Phys., 205 (1999), 161.  doi: 10.1007/s002200050672.  Google Scholar

[4]

A. De Bouard and A. Debussche, A semi-discrete scheme for the stochastic nonlinear Schr\"odinger equation,, Numer. Math., 96 (2004), 733.  doi: 10.1007/s00211-003-0494-5.  Google Scholar

[5]

A. Biswas and S. Konar, Introduction to Non-Kerr Law Optical Solitons,, Chapman and Hall/CRC, (2007).   Google Scholar

[6]

Y. Chen, $L^\infty(\mathbb R^n)$ decay for solutions to a class of Schrödinger equations,, Appl. Anal., 39 (1990), 209.  doi: 10.1080/00036819008839982.  Google Scholar

[7]

A. Debussche and C. Odasso, Ergodicity for a weakly damped stochastic non-linear Schrödinger equation,, J. Evol. Equ., 5 (2005), 317.  doi: 10.1007/s00028-005-0195-x.  Google Scholar

[8]

G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions,, University Press, (1992).  doi: 10.1017/CBO9780511666223.  Google Scholar

[9]

R. Dautray and J.-L. Lions, Mathematical Analysis And Numerical Methods For Science And Technology, Volume 5: Evolution Problems I,, Springer Verlag, (1992).  doi: 10.1007/978-3-642-58090-1.  Google Scholar

[10]

W. Grecksch and H. Lisei, Stochastic nonlinear equations of Schrödinger type,, Stoch. Anal. Appl., 29 (2011), 631.  doi: 10.1080/07362994.2011.581091.  Google Scholar

[11]

W. Grecksch and C. Tudor, Stochastic Evolution Equations. A Hilbert Space Approach,, Akademie Verlag, (1995).   Google Scholar

[12]

H. M. Itô, Optimal Gaussian solutions of nonlinear stochastic partial differential equations,, J. Stat. Phys., 37 (1984), 653.  doi: 10.1007/BF01010500.  Google Scholar

[13]

S. Larsson and V. Thomée, Partial Differential Equations with Numerical Methods,, Springer Verlag, (2003).   Google Scholar

[14]

J. L. Lions, Optimal Control of Systems Governed by Partial Differential Equations,, Springer Verlag, (1971).   Google Scholar

[15]

R. Mikulevicius and B. Rozovskii, On martingale problem solutions for stochastic Navier Stokes equations,, In: Stochastic Partial Differential Equations and Applications, 227 (2002), 405.   Google Scholar

[16]

C. Prévôt and M. Röckner, A Concise Course on Stochastic Partial Differential Equations,, Lecture Notes in Mathematics Vol. 1905, (1905).   Google Scholar

[17]

M. Reed and B. Simao, Methods of Modern Mathematical Physics. IV: Analysis of Operators,, Academic Press San Diego, (1978).   Google Scholar

[18]

J. J. Rasmussen and K. Rypdal, Blow-up in nonlinear Schroedinger equations-I. A general review,, Phys. Scripta., 33 (1986), 481.  doi: 10.1088/0031-8949/33/6/001.  Google Scholar

[19]

B. L. Rozovskii, Stochastic Evolution Systems. Linear Theory and Applications to Nonlinear Filtering,, Kluwer Academic Publishers, (1990).  doi: 10.1007/978-94-011-3830-7.  Google Scholar

[20]

E. Zeidler, Nonlinear Functional Analysis and Its Applications. I: Fixed-point Theorems,, Springer-Verlag, (1986).  doi: 10.1007/978-1-4612-4838-5.  Google Scholar

[21]

E. Zeidler, Nonlinear Functional Analysis and Its Applications. II/A: Linear Monotone Operators,, Springer-Verlag, (1990).  doi: 10.1007/978-1-4612-0985-0.  Google Scholar

show all references

References:
[1]

N. U. Ahmed, Semigroup Theory with Applications to Systems and Control,, Longman Scientific & Technical, (1991).   Google Scholar

[2]

N. N. Akhmeddiev, A. Ankiewicz and J. M. Soto-Crespo, Singularities and special soliton solutions of the cubic quintic complex Ginzburg-Landau equation,, Phys. Rev. E, 53 (1996), 1190.  doi: 10.1103/PhysRevE.53.1190.  Google Scholar

[3]

A. De Bouard and A. Debussche, A stochastic nonlinear Schrödinger equation with multiplicative noise,, Commun. Math. Phys., 205 (1999), 161.  doi: 10.1007/s002200050672.  Google Scholar

[4]

A. De Bouard and A. Debussche, A semi-discrete scheme for the stochastic nonlinear Schr\"odinger equation,, Numer. Math., 96 (2004), 733.  doi: 10.1007/s00211-003-0494-5.  Google Scholar

[5]

A. Biswas and S. Konar, Introduction to Non-Kerr Law Optical Solitons,, Chapman and Hall/CRC, (2007).   Google Scholar

[6]

Y. Chen, $L^\infty(\mathbb R^n)$ decay for solutions to a class of Schrödinger equations,, Appl. Anal., 39 (1990), 209.  doi: 10.1080/00036819008839982.  Google Scholar

[7]

A. Debussche and C. Odasso, Ergodicity for a weakly damped stochastic non-linear Schrödinger equation,, J. Evol. Equ., 5 (2005), 317.  doi: 10.1007/s00028-005-0195-x.  Google Scholar

[8]

G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions,, University Press, (1992).  doi: 10.1017/CBO9780511666223.  Google Scholar

[9]

R. Dautray and J.-L. Lions, Mathematical Analysis And Numerical Methods For Science And Technology, Volume 5: Evolution Problems I,, Springer Verlag, (1992).  doi: 10.1007/978-3-642-58090-1.  Google Scholar

[10]

W. Grecksch and H. Lisei, Stochastic nonlinear equations of Schrödinger type,, Stoch. Anal. Appl., 29 (2011), 631.  doi: 10.1080/07362994.2011.581091.  Google Scholar

[11]

W. Grecksch and C. Tudor, Stochastic Evolution Equations. A Hilbert Space Approach,, Akademie Verlag, (1995).   Google Scholar

[12]

H. M. Itô, Optimal Gaussian solutions of nonlinear stochastic partial differential equations,, J. Stat. Phys., 37 (1984), 653.  doi: 10.1007/BF01010500.  Google Scholar

[13]

S. Larsson and V. Thomée, Partial Differential Equations with Numerical Methods,, Springer Verlag, (2003).   Google Scholar

[14]

J. L. Lions, Optimal Control of Systems Governed by Partial Differential Equations,, Springer Verlag, (1971).   Google Scholar

[15]

R. Mikulevicius and B. Rozovskii, On martingale problem solutions for stochastic Navier Stokes equations,, In: Stochastic Partial Differential Equations and Applications, 227 (2002), 405.   Google Scholar

[16]

C. Prévôt and M. Röckner, A Concise Course on Stochastic Partial Differential Equations,, Lecture Notes in Mathematics Vol. 1905, (1905).   Google Scholar

[17]

M. Reed and B. Simao, Methods of Modern Mathematical Physics. IV: Analysis of Operators,, Academic Press San Diego, (1978).   Google Scholar

[18]

J. J. Rasmussen and K. Rypdal, Blow-up in nonlinear Schroedinger equations-I. A general review,, Phys. Scripta., 33 (1986), 481.  doi: 10.1088/0031-8949/33/6/001.  Google Scholar

[19]

B. L. Rozovskii, Stochastic Evolution Systems. Linear Theory and Applications to Nonlinear Filtering,, Kluwer Academic Publishers, (1990).  doi: 10.1007/978-94-011-3830-7.  Google Scholar

[20]

E. Zeidler, Nonlinear Functional Analysis and Its Applications. I: Fixed-point Theorems,, Springer-Verlag, (1986).  doi: 10.1007/978-1-4612-4838-5.  Google Scholar

[21]

E. Zeidler, Nonlinear Functional Analysis and Its Applications. II/A: Linear Monotone Operators,, Springer-Verlag, (1990).  doi: 10.1007/978-1-4612-0985-0.  Google Scholar

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