Abstract
This paper is concerned with the stochastic generalized Ginzburg–Landau equation driven by a multiplicative noise of jump type. By a prior estimate, weak convergence and monotonicity technique, we prove the existence and uniqueness of the solution of an initial-boundary value problem with homogeneous Dirichlet boundary condition. However, for the generalized Ginzburg–Landau equation, such a locally monotonic condition of the nonlinear term cannot be satisfied in a straightforward way. For this, we utilize the characteristic structure of the nonlinear term and refined analysis to overcome this gap.
Similar content being viewed by others
References
Albeverio, S., Rüdigeer, B., Wu, J.L.: Analytic and probabilistic aspects of Lévy processes and fields in quantum theory. In: Barndorff-Nielsen, O., Mikosch, T., Resnick, S. (eds.) Lévy Processes: Theory and Applications. Birkhäuser Verlag, Basel (2001)
Albeverio, S., Brzeźniak, Z., Wu, J.L.: Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients. J. Math. Anal. Appl. 371, 309–322 (2010)
Brzeźniak, Z., Liu, W.: Strong solutions of SPDE with locally monotone coefficients driven by Lévy noise. Nonlinear Anal. 17, 283–310 (2014)
Brzeźniak, Z., Zhu, J.: Stochastic beam equations driven by compensated Poisson random measures. arXiv:1011.5377
Brzeźniak, Z., Hausenblas, E., Zhu, J.: 2D stochastic Navier–Stokes equations driven by jump noise. Nonlinear Anal. 79, 122–139 (2013)
Doelman, A.: On the nonlinear evolution of patterns modulation equations and their solutions. Ph.D. thesis, University of Utrecht (1990)
Dong, Z., Xie, Y.C.: Global solutions of stochastic 2D Navier–Stokes equations with Lévy noise. Sci. China Ser. A 52, 1497–1524 (2009)
Dong, Z., Xu, T.G.: One-dimensional stochastic Burgers equation driven by Lévy processes. J. Funct. Anal. 243, 631–678 (2007)
Gao, H.J., Bu, C.: Dirichlet inhomogeneous boundary value problem for the \(n+1\) complex Ginzburg–Landau equation. J. Differ. Equ. 198, 176–195 (2004)
Gao, H.J., Duan, J.Q.: On the initial-value problem for the generalized two-dimensional Ginzburg–Landau equation. J. Math. Anal. Appl. 216, 536–548 (1997)
Gao, H.J., Duan, J.Q.: Asymptotics for the generalized two-dimensional Ginzburg–Landau equation. J. Math. Anal. Appl. 247, 198–216 (2000)
Ghidaglia, J.M., Héron, B.: Dimension of the attractors associated to the Ginzburg–Landau equation. Phys. D 28, 282–304 (1987)
Ginibre, J., Velo, G.: The Cauchy problem in local spaces for the complex Ginzburg–Landau equation. Phys. D 95, 191–228 (1996)
Ichikawa, A.: Some inequalities for martingales and stochastic convolutions. Stoch. Anal. Appl. 4, 329–339 (1986)
Li, Y.S., Guo, B.L.: Global existence of solutions to the 2D Ginzburg–Landau equation. J. Math. Anal. Appl. 249, 412–432 (2000)
Liu, W., Röckner, M.: SPDE in Hilbert space with locally monotone coefficients. J. Funct. Anal. 259, 2902–2922 (2010)
Mtivier M.: Semimartingales: a course on stochastic processes. In: de Gruyter Studies in Mathematics, vol. 2. Walter de Gruyter Co., Berlin, New York (1982)
Okazawa, N., Yokota, T.: Global existence and smoothing effect for the complex Ginzburg–Landau equation with p-Laplacian. J. Differ. Equ. 182, 514–576 (2002)
Peszat, S., Zabczyk, J.: Stochastic Partial Differential Equations with Lévy Noise. Cambridge University Press, Cambridge (2007)
Prevot, C., Rockner, M.: A Concise Course on Stochastic Partial Differential Equations. Lecture Notes on Mathematics. Springer, Berlin (2007)
Röckner, M., Zhang, T.S.: Stochastic evolutions of jump type: existence, uniqueness and large deviation principles. Potential Anal. 26, 255–279 (2007)
Shlesinger, M.F., Zavslavsky, G.M., Feisch, U. (eds.): Lévy Flights and Related Topics in Physics. Springer, Berlin (1995)
Sun, C.F., Gao, H.J.: Well-posedness for the stochastic 2D primitive equations with Lévy noise. Sci. China Math. 56, 1629–1645 (2013)
Temam, R.: Infinite-Dimensional Systems in Mechanics and Physics. Springer, New York (1988)
Wang, G.L., Guo, B.L.: The asymptotic behavior of the stochastic Ginzburg–Landau equation with additive noise. Appl. Math. Comput. 198, 849–857 (2008)
Yang, D.S.: The asymptotic behavior of the stochastic Ginzburg–Landau equation with multiplicative noise. J. Math. Phys. 45, 4064–4076 (2004)
Yang, D.S.: Large deviations for the stochastic derivative Ginzburg–Landau equation with multiplicative noise. Phys. D 237, 82–91 (2008)
Yang, D.S.: On the generalized 2-D stochastic Ginzburg–Landau equation. Acta Math. Sin. 26, 1601–1612 (2010)
Zhu, J.: A study of SPDEs w.r.t. compensated Poisson random measures and related topics. Ph.D. thesis, University of York (2010)
Acknowledgements
LL is supported in part by the NSF from Jiangsu province BK20171029 and the NSF of the Jiangsu Higher Education Committee of China No. 14KJB110016. HG is supported by a China NSF Grant Nos. 11531006, 11771123 and PAPD of Jiangsu Higher Education Institutions.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Lin, L., Gao, H. A Stochastic Generalized Ginzburg–Landau Equation Driven by Jump Noise. J Theor Probab 32, 460–483 (2019). https://doi.org/10.1007/s10959-017-0806-9
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10959-017-0806-9