In this paper, we present a globalization argument for stochastic nonlinear dispersive PDEs with additive noises by adapting the I-method (= the method of almost conservation laws) to the stochastic setting. As a model example, we consider the defocusing stochastic cubic nonlinear Schrödinger equation (SNLS) on R3 with additive stochastic forcing, white in time and correlated in space, such that the noise lies below the energy space. By combining the I-method with Ito’s lemma and a stopping time argument, we construct global-in-time dynamics for SNLS below the energy space.
- Almost conservation law
- Global well-posedness
- Stochastic nonlinear Schrödinger equation
ASJC Scopus subject areas
- Mathematics (miscellaneous)