The stochastic thin-film equation: existence of nonnegative martingale solutions

DOI10.1016/J.SPA.2020.07.013zbMATH Open1454.60092OpenAlexW3046137356MaRDI QIDQ2229686FDOQ2229686

Authors Benjamn Gess, Manuel V. Gnann 

Publication date 18 February 2021

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.08951

zbMATH Keywords

colored Gaussian Stratonovich noisenonnegative martingale solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We consider the stochastic thin-film equation with colored Gaussian Stratonovich noise in one space dimension and establish the existence of nonnegative weak (martingale) solutions. The construction is based on a Trotter-Kato-type decomposition into a deterministic and a stochastic evolution, which yields an easy to implement numerical algorithm. Compared to previous work, no interface potential has to be included, the initial data and the solution can have de-wetted regions of positive measure, and the Trotter-Kato scheme allows for a simpler proof of existence than in case of It^o noise.

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Cited In (10)

• Thermodynamically consistent and positivity-preserving discretization of the thin-film equation with thermal noise
• The Cox-Voinov law for traveling waves in the partial wetting regime
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• Sharp criteria for the waiting time phenomenon in solutions to the thin-film equation
• Martingale solutions to the stochastic thin-film equation in two dimensions

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