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

DOI10.1016/J.SPA.2020.07.013zbMATH Open1454.60092arXiv1904.08951OpenAlexW3046137356MaRDI QIDQ2229686FDOQ2229686

Authors: Benjamn Gess, Manuel V. Gnann 

Publication date: 18 February 2021

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

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.

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

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zbMATH Keywords

colored Gaussian Stratonovich noisenonnegative martingale solutions

Mathematics Subject Classification ID

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

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Cited In (9)

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• Thin film equations with nonlinear deterministic and stochastic perturbations
• Existence of nonnegative solutions to stochastic thin-film equations in two space dimensions
• Sharp criteria for the waiting time phenomenon in solutions to the thin-film equation

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