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Noise sensitivity for stochastic heat and Schrödinger equations

Volume 73 / 2025

Yu Gu, Tomasz Komorowski Bulletin Polish Acad. Sci. Math. 73 (2025), 37-46 MSC: Primary 35R60; Secondary 60H15, 35Q82 DOI: 10.4064/ba250422-15-9 Published online: 6 October 2025

Abstract

In this note, we consider the stochastic heat and Schrödinger equations, and show that, at time $t$, the onset of the chaos occurs on the scale of $1/t$, and the Fourier spectrum of the solution is asymptotically Gaussian after centering and rescaling.

Authors

  • Yu GuDepartment of Mathematics
    University of Maryland
    College Park, MD 20742, USA
    e-mail
  • Tomasz KomorowskiInstitute of Mathematics
    Polish Academy of Sciences
    00-656 Warszawa, Poland
    ORCID: 0000-0003-1564-0169
    e-mail

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