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We prove existence of martingale solutions to a class of stochastic thin-film equations for mobility exponents $n \in (2,3)$ and compactly supported initial data. With the perspective to study free-boundary problems related to stochastic…

Analysis of PDEs · Mathematics 2024-06-13 Günther Grün , Lorenz Klein

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…

Probability · Mathematics 2022-08-02 Benjamin Gess , Manuel V. Gnann

We construct solutions to the stochastic thin-film equation with quadratic mobility and Stratonovich gradient noise in the physically relevant dimension $d=2$ and allow in particular for solutions with non-full support. The construction…

Probability · Mathematics 2023-01-12 Max Sauerbrey

For mobility exponents $n \in (2,3)$, we prove existence of strictly positive solutions to stochastic thin-film equations with singular effective interface potential and Stratonovich-type lower-order terms. With the perspective of using…

Analysis of PDEs · Mathematics 2024-06-13 Günther Grün , Lorenz Klein

We establish existence of nonnegative martingale solutions to stochastic thin-film equations with compactly supported initial data under Stratonovich noise. Based on so called $\alpha$-entropy estimates, we show that almost surely these…

Analysis of PDEs · Mathematics 2021-10-25 Günther Grün , Lorenz Klein

Stochastic conservation laws are often challenging when it comes to proving existence of non-negative solutions. In a recent work by J. Fischer and G. Gr\"un (2018, Existence of positive solutions to stochastic thin-film equations, SIAM J.…

Probability · Mathematics 2018-11-20 Federico Cornalba

Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale…

Probability · Mathematics 2017-01-03 Zdzisław Brzeźniak , Elżbieta Motyl

We prove the existence of nonnegative martingale solutions to a class of stochastic degenerate-parabolic fourth-order PDEs arising in surface-tension driven thin-film flow influenced by thermal noise. The construction applies to a range of…

Probability · Mathematics 2022-08-02 Konstantinos Dareiotis , Benjamin Gess , Manuel V. Gnann , Günther Grün

We consider the stochastic thin-film equation with linear deterministic and stochastic It\^o perturbations. The existence of nonnegative weak martingale solutions on the semi-axis is established, and their asymptotic behavior as $t \to…

Analysis of PDEs · Mathematics 2026-04-14 Oleksiy Kapustyan , Olha Martynyuk , Oleksandr Misiats , Oleksandr Stanzhytskyi

The stochastic thin-film equation with mobility exponent $n\in [\frac{8}{3},3)$ on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that martingale solutions exist for non-negative initial values. This…

Analysis of PDEs · Mathematics 2024-11-01 Konstantinos Dareiotis , Benjamin Gess , Manuel V. Gnann , Max Sauerbrey

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Analysis of PDEs · Mathematics 2025-12-16 Agus L. Soenjaya , Thanh Tran

In this paper we consider a stochastic thin-film equation with a one dimensional Gaussian Stratonovych noise. We establish the existence of non-negative global weak martingale solution, and study its long time asymptotic properties. In…

Analysis of PDEs · Mathematics 2023-11-29 Oleksiy Kapustyan , Olha Martynyuk , Oleksandr Misiats , Oleksandr Stanzhytskyi

We construct non-negative martingale solutions to the stochastic porous medium equation in one dimension with homogeneous Dirichlet boundary conditions which exhibit a type of sticky behavior at zero. The construction uses the stochastic…

Probability · Mathematics 2024-11-12 Ben Hambly , Dörte Kreher , Konstantins Starovoitovs

The purpose of this paper is to establish the well-posedness of martingale (probabilistic weak) solutions to stochastic degenerate aggregation--diffusion equations arising in biological and public health contexts. The studied equation is of…

Probability · Mathematics 2025-10-07 Mostafa Bendahmane , Mohamed Mehdaoui , Mouhcine Tilioua

We consider a stochastic nonlinear Schr\"odinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a…

Probability · Mathematics 2018-10-17 Zdzislaw Brzezniak , Fabian Hornung , Lutz Weis

In this paper we consider stochastic thin-film equation with nonlinear drift terms, colored Gaussian Stratonovych noise, as well as nonlinear colored Wiener noise. By means of Trotter-Kato-type decomposition into deterministic and…

Analysis of PDEs · Mathematics 2023-07-25 Oleksiy Kapustyan , Olha Martynyuk , Oleksandr Misiats , Oleksandr Stanzhytskyi

In this paper we consider the three-dimensional compressible MHD system with stochastic external forces in a bounded domain. We obtain the existence of martingale solution which is a weak solution for the fluid variables, the Brownian…

Analysis of PDEs · Mathematics 2024-09-19 Huaqiao Wang

In this paper, by using classical Faedo-Galerkin approximation and compactness method, the existence of martingale solutions for the stochastic 3D Navier-Stokes equations with nonlinear damping is obtained. The existence and uniqueness of…

Analysis of PDEs · Mathematics 2016-08-30 Hui Liu , Hongjun Gao

This article is concerned with the existence of solution to the stochastic Degasperis-Procesi equation on $\mathbb{R}$ with an infinite dimensional multiplicative noise and integrable initial data. Writing the equation as a system composed…

Probability · Mathematics 2024-09-05 Nikolai V. Chemetov , Fernanda Cipriano

We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…

Probability · Mathematics 2023-09-20 Zdzisław Brzeźniak , Soham Gokhale , Utpal Manna
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