English
Related papers

Related papers: Thin Film Equations with Nonlinear Deterministic a…

200 papers

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

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 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 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 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

Thin liquid films are ubiquitous in natural phenomena and technological applications. They have been extensively studied via deterministic hydrodynamic equations, but thermal fluctuations often play a crucial role that needs to be…

We construct and derive uniform stochastic estimates on the renormalised model for a class of fourth-order conservative quasilinear singular SPDEs in arbitrary dimension $d\geq 1$ and in the full subcritical regime of noise regularity. The…

Analysis of PDEs · Mathematics 2026-05-19 Rishabh S. Gvalani , Markus Tempelmayr

We prove the existence of martingale solutions to stochastic thin-film equations in the physically relevant space dimension $d=2$. Conceptually, we rely on a stochastic Faedo-Galerkin approach using tensor-product linear finite elements in…

Analysis of PDEs · Mathematics 2024-07-31 Stefan Metzger , Günther Grün

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

The work concerns nonlinear filtering problems of stochastic differential equations with correlated L\'evy noises. First, we establish the Kushner-Stratonovich and Zakai equations through martingale representation theorems and the…

Probability · Mathematics 2020-05-05 Huijie Qiao

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…

Analysis of PDEs · Mathematics 2016-08-17 Ioana Ciotir , Jonas M. Tölle

In this paper, we consider the stochastic %equations of incompressible non-Newtonian fluids driven by a cylindrical Wiener process $W$ with shear rate dependent on viscosity in a bounded Lipschitz domain $D\in \mathbb{R}^n$ during the time…

Analysis of PDEs · Mathematics 2017-01-06 Zhong Tan , Huaqiao Wang , Yucong Wang

We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…

Probability · Mathematics 2018-11-06 Deng Zhang

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

Dynamical Systems · Mathematics 2015-06-15 Georg A. Gottwald , Ian Melbourne

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

In this thesis, we consider the thin-film equation with nonlinear surface tension term in one space dimension. Relying on the corresponding energy and entropy estimates, we prove existence of weak solutions as well as nonnegativity results.

Analysis of PDEs · Mathematics 2015-10-09 Jan Friederich

We consider a Stratonovich heat equation in $(0,1)$ with a nonlinear multiplicative noise driven by a trace-class Wiener process. First, the equation is shown to have a unique mild solution. Secondly, convolutional rough paths techniques…

Probability · Mathematics 2013-01-22 Aurélien Deya , Maria Jolis , Lluís Quer-Sardanyons
‹ Prev 1 2 3 10 Next ›