Weakly nonlinear stochastic CGL equations

Sergei B. Kuksin

Annales de l'I.H.P. Probabilités et statistiques (2013)

  • Volume: 49, Issue: 4, page 1033-1056
  • ISSN: 0246-0203

Abstract

top
We consider the linear Schrödinger equation under periodic boundary conditions, driven by a random force and damped by a quasilinear damping: d d t u + i - Δ + V ( x ) u = ν Δ u - γ R | u | 2 p u - i γ I | u | 2 q u + ν η ( t , x ) . ( * ) The force η is white in time and smooth in x ; the potential V ( x ) is typical. We are concerned with the limiting, as ν 0 , behaviour of solutions on long time-intervals 0 t ν - 1 T , and with behaviour of these solutions under the double limit t and ν 0 . We show that these two limiting behaviours may be described in terms of solutions for thesystem of effective equations for( * ) which is a well posed semilinear stochastic heat equation with a non-local nonlinearity and a smooth additive noise, written in Fourier coefficients. The effective equations do not depend on the Hamiltonian part of the perturbation - i γ I | u | 2 q u (but depend on the dissipative part - γ R | u | 2 p u ). If p is an integer, they may be written explicitly.

How to cite

top

Kuksin, Sergei B.. "Weakly nonlinear stochastic CGL equations." Annales de l'I.H.P. Probabilités et statistiques 49.4 (2013): 1033-1056. <http://eudml.org/doc/272023>.

@article{Kuksin2013,
abstract = {We consider the linear Schrödinger equation under periodic boundary conditions, driven by a random force and damped by a quasilinear damping: \[\frac\{\mathrm \{d\}\}\{\mathrm \{d\}t\}u+\mathrm \{i\}\bigl (-\Delta +V(x)\bigr )u=\nu \bigl (\Delta u-\gamma \_\{R\}|u|^\{2p\}u-\mathrm \{i\}\gamma \_\{I\}|u|^\{2q\}u\bigr )+\sqrt\{\nu \}\eta (t,x).\quad (\ast )\] The force $\eta $ is white in time and smooth in $x$; the potential $V(x)$ is typical. We are concerned with the limiting, as $\nu \rightarrow 0$, behaviour of solutions on long time-intervals $0\le t\le \nu ^\{-1\}T$, and with behaviour of these solutions under the double limit $t\rightarrow \infty $ and $\nu \rightarrow 0$. We show that these two limiting behaviours may be described in terms of solutions for thesystem of effective equations for($*$) which is a well posed semilinear stochastic heat equation with a non-local nonlinearity and a smooth additive noise, written in Fourier coefficients. The effective equations do not depend on the Hamiltonian part of the perturbation $-\mathrm \{i\}\gamma _\{I\}|u|^\{2q\}u$ (but depend on the dissipative part $-\gamma _\{R\}|u|^\{2p\}u$). If $p$ is an integer, they may be written explicitly.},
author = {Kuksin, Sergei B.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {complex Ginzburg–Landau equation; small nonlinearity; stationary measures; averaging; effective equations; complex Ginzburg-Landau equation; limiting behaviour; stationary measure; effective equation},
language = {eng},
number = {4},
pages = {1033-1056},
publisher = {Gauthier-Villars},
title = {Weakly nonlinear stochastic CGL equations},
url = {http://eudml.org/doc/272023},
volume = {49},
year = {2013},
}

TY - JOUR
AU - Kuksin, Sergei B.
TI - Weakly nonlinear stochastic CGL equations
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2013
PB - Gauthier-Villars
VL - 49
IS - 4
SP - 1033
EP - 1056
AB - We consider the linear Schrödinger equation under periodic boundary conditions, driven by a random force and damped by a quasilinear damping: \[\frac{\mathrm {d}}{\mathrm {d}t}u+\mathrm {i}\bigl (-\Delta +V(x)\bigr )u=\nu \bigl (\Delta u-\gamma _{R}|u|^{2p}u-\mathrm {i}\gamma _{I}|u|^{2q}u\bigr )+\sqrt{\nu }\eta (t,x).\quad (\ast )\] The force $\eta $ is white in time and smooth in $x$; the potential $V(x)$ is typical. We are concerned with the limiting, as $\nu \rightarrow 0$, behaviour of solutions on long time-intervals $0\le t\le \nu ^{-1}T$, and with behaviour of these solutions under the double limit $t\rightarrow \infty $ and $\nu \rightarrow 0$. We show that these two limiting behaviours may be described in terms of solutions for thesystem of effective equations for($*$) which is a well posed semilinear stochastic heat equation with a non-local nonlinearity and a smooth additive noise, written in Fourier coefficients. The effective equations do not depend on the Hamiltonian part of the perturbation $-\mathrm {i}\gamma _{I}|u|^{2q}u$ (but depend on the dissipative part $-\gamma _{R}|u|^{2p}u$). If $p$ is an integer, they may be written explicitly.
LA - eng
KW - complex Ginzburg–Landau equation; small nonlinearity; stationary measures; averaging; effective equations; complex Ginzburg-Landau equation; limiting behaviour; stationary measure; effective equation
UR - http://eudml.org/doc/272023
ER -

References

top
  1. [1] A. Agrachev, S. Kuksin, A. Sarychev and A. Shirikyan. On finite-dimensional projections of distributions for solutions of randomly forced PDEs. Ann. Inst. Henri Poincarè Probab. Stat.43 (2007) 399–415. Zbl1177.60059MR2329509
  2. [2] V. Arnold, V. V. Kozlov and A. I. Neistadt. Mathematical Aspects of Classical and Celestial Mechanics, 3rd edition. Springer, Berlin, 2006. MR2269239
  3. [3] A. Debussche and C. Odasso. Ergodicity for the weakly damped stochastic non-linear Shrödinger equations. J. Evol. Equ.5 (2005) 317–356. Zbl1091.60010MR2174876
  4. [4] M. Freidlin and A. Wentzell. Random Perturbations of Dynamical Systems, 2nd edition. Springer, New York, 1998. MR1652127
  5. [5] M. Hairer. Exponential mixing properties of stochastic PDE’s through asymptotic coupling. Probab. Theory Related Fields124 (2002) 345–380. Zbl1032.60056MR1939651
  6. [6] T. Kappeler and S. Kuksin. Strong nonresonance of Schrödinger operators and an averaging theorem. Phys. D86 (1995) 349–362. Zbl0885.35119MR1349486
  7. [7] I. Karatzas and S. Shreve. Brownian Motion and Stochastic Calculus, 2nd edition. Springer, Berlin, 1991. Zbl0734.60060MR1121940
  8. [8] R. Khasminski. On the avaraging principle for Ito stochastic differential equations. Kybernetika 4 (1968) 260–279 (in Russian). 
  9. [9] S. B. Kuksin. Damped-driven KdV and effective equations for long-time behaviour of its solutions. Geom. Funct. Anal.20 (2010) 1431–1463. Zbl1231.35205MR2738999
  10. [10] S. B. Kuksin and A. L. Piatnitski. Khasminskii–Whitham averaging for randomly perturbed KdV equation. J. Math. Pures Appl.89 (2008) 400–428. Zbl1148.35077MR2401144
  11. [11] S. B. Kuksin and A. Shirikyan. Stochastic dissipative PDEs and Gibbs measures. Comm. Math. Phys.213 (2000) 291–330. Zbl0974.60046MR1785459
  12. [12] S. B. Kuksin and A. Shirikyan. Randomly forced CGL equation: Stationary measures and the inviscid limit. J. Phys. A37 (2004) 1–18. Zbl1047.35061MR2039838
  13. [13] S. B. Kuksin and A. Shirikyan. Mathematics of two-dimensional turbulence. Preprint, 2012. Available at www.math.polytechnique.fr/~kuksin/books.html. Zbl1333.76003
  14. [14] P. Lochak and C. Meunier. Multiphase Averaging for Classical Systems. Springer, New York–Berlin–Heidelberg, 1988. Zbl0668.34044MR959890
  15. [15] S. Nazarenko. Wave Turbulence. Springer, Berlin, 2011. Zbl1220.76006MR3014432
  16. [16] C. Odasso. Ergodicity for the stochastic complex Ginzburg–Landau equations. Ann. Inst. Henri Poincaré Probab. Stat.42 (2006) 417–454. MR2242955
  17. [17] J. Poschel and E. Trubowitz. Inverse Spectral Theory. Academic Press, Boston, 1987. Zbl0623.34001MR894477
  18. [18] A. Shirikyan. Ergodicity for a class of Markov processes and applications to randomly forced PDE’s. II. Discrete Contin. Dyn. Syst.6 (2006) 911–926. Zbl1132.60319MR2223915
  19. [19] M. Yor. Existence et unicité de diffusion à valeurs dans un espace de Hilbert. Ann. Inst. Henri Poincaré Probab. Stat.10 (1974) 55–88. MR356257

NotesEmbed ?

top

You must be logged in to post comments.