Wednesday, May 24, 2023 - 14:15 in V3-201 + Zoom
Martingale solutions to the stochastic thin-film equation
A talk in the Bielefeld Stochastic Afternoon series by
Max Sauerbrey
| Abstract: |
The stochastic thin-film equation is a fourth order degenerate parabolic SPDE modelling the evolution of a thin liquid film driven by surface tension and thermal noise. We discuss which a-priori estimates are known for the deterministic thin-film equation and what are the challenges when using them in the stochastic setting. In particular, we give a review of recent existence results for martingale solutions to the stochastic thin-film equation. Moreover, we discuss a proof of existence either in dimension $d=2+1$ with a linear multiplicative noise term or in the case $d=1+1$ with nonlinear noise. The latter is based on joint work with Konstantinos Dareiotis, Benjamin Gess and Manuel V. Gnann.
Within the CRC this talk is associated to the project(s): B8 |
Back
