pith. sign in

arxiv: 1811.07826 · v1 · pith:7U663CYYnew · submitted 2018-11-19 · 🧮 math.PR · math.AP

A priori positivity of solutions to a non-conservative stochastic thin-film equation

classification 🧮 math.PR math.AP
keywords thin-filmexistencesolutionsstochasticequationpositiveworkmodel
0
0 comments X
read the original abstract

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. Math. Anal.), existence of positive martingale solutions to a conservative stochastic thin-film equation is established in the case of quadratic mobility. In this work, we focus on a larger class of mobilities (including the linear one) for the thin-film model. In order to do so, we need to introduce nonlinear source potentials, thus obtaining a non-conservative version of the thin-film equation. For this model, we assume the existence of a sufficiently regular local solution (i.e., defined up to a stopping time $\tau$) and, by providing suitable conditions on the source potentials and the noise, we prove that such solution can be extended up to any $T>0$ and that it is positive with probability one. A thorough comparison with the aforementioned reference work is provided.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. Long Time Behavior of Stochastic Thin Film Equation

    math.AP 2026-04 unverdicted novelty 6.0

    Nonnegative weak martingale solutions exist for the stochastic thin-film equation, and their L^∞ norm converges in square mean to the initial mean multiplied by a geometric Wiener process-like random factor.