Thin Film Equations with Nonlinear Deterministic and Stochastic Perturbations
Analysis of PDEs
2023-07-25 v1 Probability
Abstract
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 stochastic parts, we couple both of these dynamics via a discrete-in-time scheme, and establish its convergence to a non-negative weak martingale solution.
Keywords
Cite
@article{arxiv.2307.12665,
title = {Thin Film Equations with Nonlinear Deterministic and Stochastic Perturbations},
author = {Oleksiy Kapustyan and Olha Martynyuk and Oleksandr Misiats and Oleksandr Stanzhytskyi},
journal= {arXiv preprint arXiv:2307.12665},
year = {2023}
}