SearcharxivSearch

arXiv · 2609.08645

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

Abstract

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 sharp geometric characterizations of saturation. The proof is based on a polynomial mixing criterion built on a stable--compact decomposition of the exact solution differences with polynomial moment control of the logarithmic path amplification. Dense Malliavin range allows the compact defect to be compensated by finite-dimensional Cameron--Martin shifts, producing a block multiplier with negative mean logarithm. A logarithmic transportation gauge, combined with a renewal--reset coupling scheme, then yields mixing at every prescribed polynomial order in the weaker $L^2$ distance. A stationary regularity gain to $H^{2-}$ then enables us to upgrade the convergence to $H^1$.

Explore related subjects

Keep this discovery

BibTeXRIS

Rongchang Liu, Kening Lu, Lin Shi. 2026-09-08. Polynomial mixing for the 3D damped cubic nonlinear Schr\"odinger equation with degenerate noise. https://arxiv.org/abs/2609.08645

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR