Skip to content
Preprint

Polynomial mixing for the weakly damped stochastic nonlinear Schr\"odinger equation on the whole space

Sep 2026 · 0 citations
Mathematics

Abstract

We consider the weakly damped stochastic nonlinear Schr\"odinger (NLS) equation on the real line, driven by a noise that is white in time and smooth in space. Assuming that the noise is sufficiently non-degenerate, we prove that the equation has a unique stationary measure in the class of probability measures concentrated on $H^2$, and establish polynomial mixing in the dual-Lipschitz metric over $H^1$. We do not impose any restriction on the size of the damping. The proof is based on a coupling argument, whose key ingredient is a Foia\c{s}-Prodi-type estimate in the $H^1$-norm, derived by means of a Lyapunov functional adapted to the linearized NLS dynamics. To compensate for the loss of compactness, we combine this estimate with a truncated Poincar\'e inequality and a space-time weight function quantifying the spatial decay of solutions.

View source

Similar papers

Preprint Sep 2026

Polynomial mixing for the 3D damped cubic nonlinear Schr\"odinger equation with degenerate noise

We prove polynomial mixing for the defocusing damped cubic stochastic nonlinear Schr\"odinger equation on the three-dimensional torus under saturating smooth finite rank Brownian forcing. The mixing rate is measured in the $p$-Wasserstein metric induced by the $H^1$ distance for every $1\le p<\infty$. We also obtain sh...

Rong-Chang Liu, Ke-Ning Lu, Lin Shi · 0 citations
Preprint Aug 2026

Spectral gap for the three-dimensional damped cubic wave equation with degenerate noise

We establish a weighted Wasserstein spectral gap for the three-dimensional damped cubic wave equation with genuinely finite rank Brownian forcing. Under a saturation condition, the gap holds with respect to the negative phase topology $\mathcal E_s=H^{-s}\times H^{-1-s}$ for every $0<s<1/2$, from which we deduce unique...

Rong-Chang Liu, Ke-Ning Lu · 1 citation
Preprint Sep 2026

Uniform-in-time approximation and convergence of invariant measuresfor the damped stochastic Korteweg-de Vries equation

To quantitatively characterize the long-time dynamics of the periodic damped stochastic Korteweg--de Vries (sKdV) equation driven by additive noise, we investigate the uniform-in-time error estimates for a Lie--Trotter operator splitting approximation. This splitting combines the exact deterministic KdV flow with the e...

Jun-Jie Li, Chun Li, Tau Zhou et al. · 1 citation
Preprint Oct 2026

Spectral gap for the stochastic primitive equations under degenerate Brownian forcing

We prove a weighted Wasserstein spectral gap for the three-dimensional primitive equations on $\mathscr E=\{u\in H^1\cap L^8: \partial_zu\in L^4\}$ under finite-rank additive Brownian forcing that is phase-complete finite Fourier and satisfies a quantitative quadratic saturation condition. In particular, four real forc...

Qu-Yuan Lin, Rong-Chang Liu, Ke-Ning Lu · 0 citations
Preprint Sep 2026

Global flows for the cubic nonlinear Schr\"odinger equation without decay assumptions

For each positive integer $N$, we construct global spectral group actions for the defocusing and focusing nonlinear Schr\"odinger hierarchies on initial-data classes containing $W^{2N+1,\infty}(\mathbb R)$. For $N\ge2$, the quadratic flow gives global classical cubic NLS solutions. The construction extends the Sato--Se...

S. Kotani, Yi-Qian Wang, Jia-Hao Xu et al. · 1 citation
Preprint Sep 2026

A Riccati Approach to Mixed $H_2/H_\infty$ Closed-Loop Games for Infinite-Dimensional Stochastic Systems

This paper studies a finite-horizon mixed $H_2/H_\infty$ feedback Nash game for stochastic evolution equations on a separable Hilbert space. The drift generator is unbounded, the remaining coefficients are bounded, and the one-dimensional Brownian diffusion depends on the state, control, and disturbance. The $H_2$ chan...

Ming-Yang Shen, Wei-Hai Zhang, Qing-Xin Meng et al. · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.