The stochastic thin-film equation: existence of nonnegative martingale solutions
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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
(18)- Non-negative martingale solutions to the stochastic thin-film equation with nonlinear gradient noise
- Zero-contact angle solutions to stochastic thin-film equations
- Existence of nonnegative solutions to stochastic thin-film equations in two space dimensions
- Existence of Positive Solutions to Stochastic Thin-Film Equations
- Sharp criteria for the waiting time phenomenon in solutions to the thin-film equation
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- Thin film equations with nonlinear deterministic and stochastic perturbations
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- Solutions to the stochastic thin-film equation for the range of mobility exponents n (2,3)
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