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Huilin Zhang

Publications and source records attributed to Huilin Zhang.

24 records · Page 2Linked to original sources

Explicit form of the effective evolution equation for the randomly forced Schrödinger equation with quadratic nonlinearity

An effective equation describes a weakly nonlinear wave field evolution governed by nonlinear dispersive PDEs \emph{via} the set of its resonances in an arbitrary big but finite domain in the Fourier space. We consider the Schrödinger equation with quadratic nonlinearity including small external random forcing/dissipation. An effective equation is deduced explicitly for each case of monomial quadratic nonlinearities $ u^2, \, \bar{u}u, \, \bar{u}^2$ and the sets of resonance clusters are studied. In particular, we demonstrate that the nonlinearity $\bar{u}^2$ generates no 3-wave resonances and its effective equation is degenerate while in two other cases the sets of resonances are not empty. Possible implications for wave turbulence theory are briefly discussed.

math.PR↗

Multiscale systems, homogenization, and rough paths

In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classical approaches, the assumptions on the fast flow are very mild. We survey the origins of this theory and then revisit and improve the analysis of Kelly-Melbourne [Ann. Probab. Volume 44, Number 1 (2016), 479-520], taking into account recent progress in $p$-variation and càdlàg rough path theory.

math.DS↗

Differential equations driven by rough paths with jumps

We develop the rough path counterpart of Itô stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (Itô / forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.

math.PR↗

A Complex Version of G-Expectation and its Application to Conformal Martingale

This paper is concerned with the connection between G-Brownian Motion and analytic functions. We introduce the complex version of sublinear expectation, and then do the stochastic analysis in this framework. Furthermore, the conformal G-Brownian Motion is introduced together with a representation, and the corresponding conformal invariance is shown.

math.PR↗