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Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise

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  • Gautier, Eric

Abstract

Uniform large deviations at the level of the paths for the stochastic nonlinear Schrodinger equation are presented. The noise is a real multiplicative Gaussian noise, white in time and colored in space. The trajectory space allows blow-up. It is endowed with a topology analogous to a projective limit topology. Asymptotics of the tails of the blow-up time are obtained as corollaries.

Suggested Citation

  • Gautier, Eric, 2005. "Uniform large deviations for the nonlinear Schrodinger equation with multiplicative noise," Stochastic Processes and their Applications, Elsevier, vol. 115(12), pages 1904-1927, December.
    • Handle: RePEc:eee:spapps:v:115:y:2005:i:12:p:1904-1927
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    1. Rasmussen, K.Ø. & Gaididei, Yu.B. & Bang, O. & Christiansen, P.L., 1996. "Nonlinear and stochastic modelling of energy transfer in Scheibe aggregates," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 40(3), pages 339-358.
    2. Arnaud Debussche & Eric Gautier, 2005. "Small Noise Asymptotic of the Timing Jitter in Soliton Transmission," Working Papers 2005-20, Center for Research in Economics and Statistics.
    3. Ledoux, M. & Qian, Z. & Zhang, T., 2002. "Large deviations and support theorem for diffusion processes via rough paths," Stochastic Processes and their Applications, Elsevier, vol. 102(2), pages 265-283, December.
    4. Chenal, Fabien & Millet, Annie, 1997. "Uniform large deviations for parabolic SPDEs and applications," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 161-186, December.
    5. Cardon-Weber, Caroline, 1999. "Large deviations for a Burgers'-type SPDE," Stochastic Processes and their Applications, Elsevier, vol. 84(1), pages 53-70, November.
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    Cited by:

    1. Salins, M., 2021. "Systems of small-noise stochastic reaction–diffusion equations satisfy a large deviations principle that is uniform over all initial data," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 159-194.
    2. Meng, Lixin & Li, Jingyu & Tao, Jian, 2017. "Global energy solutions to a stochastic Schrödinger–Poisson system with multiplicative noise in two dimensions," Applied Mathematics and Computation, Elsevier, vol. 300(C), pages 40-59.

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