Renormalization of a 1d quadratic Schrödinger model with additive noise

The study is devoted to the interpretation and well-posedness of the stochastic NLS model (ı∂t−Δ)u=|u|2+B˙,u0=0,t∈R,x∈T, where B˙ stands for a space-time fractional noise with index H=(H0,H1) in a subset of (0,1)2. We first establish that in the situation where 0<2H0+H1≤2, the equation cannot be interpreted in a (classical) functional sense. Our investigations then focus on the rough regime corresponding to the condition 74<2H0+H1≤2. In this specific case, we exhibit an explicit renormalization procedure allowing to restore the (local) convergence of the approximated solutions. We follow a pathwise-type approach emphasizing the distinction between the stochastic objects at the core of the dynamics and the general deterministic machinery.

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Publication Details

Journal
The Annals of Probability
Published
2026-08-28
DOI
https://doi.org/10.1214/25-aop1810
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Renormalization of a 1d quadratic Schrödinger model with additive noise

Reika Fukuizumi, Laurent Thomann, Aurélien Deya
The Annals of Probability
Stochastic processes and financial applications
article

Renormalization of a 1d quadratic Schrödinger model with additive noise

Reika Fukuizumi, Laurent Thomann, Aurélien Deya
article en

Abstract

The study is devoted to the interpretation and well-posedness of the stochastic NLS model (ı∂t−Δ)u=|u|2+B˙,u0=0,t∈R,x∈T, where B˙ stands for a space-time fractional noise with index H=(H0,H1) in a subset of (0,1)2. We first establish that in the situation where 0<2H0+H1≤2, the equation cannot be interpreted in a (classical) functional sense. Our investigations then focus on the rough regime corresponding to the condition 74<2H0+H1≤2. In this specific case, we exhibit an explicit renormalization procedure allowing to restore the (local) convergence of the approximated solutions. We follow a pathwise-type approach emphasizing the distinction between the stochastic objects at the core of the dynamics and the general deterministic machinery.

The Annals of ProbabilityVol. 54(5)
Waseda University (JP), Tohoku University (JP), Institut Élie Cartan de Lorraine (FR), Université de Lorraine (FR)
Université de Lorraine, Agence Nationale de la Recherche, Japan Society for the Promotion of Science, Research Institute for Mathematical Sciences, Division of Mathematical Sciences
Sustainable cities and communities
Openalex Percentile: Top 100%
Stochastic processes and financial applications
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