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

Benjamin Gess, Manuel V. Gnann

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)

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 Itô noise.

Original languageEnglish
Pages (from-to)7260-7302
Number of pages43
JournalStochastic Processes and their Applications
Volume130
Issue number12
DOIs
Publication statusPublished - 2020

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