Existence of martingale solutions and large-time behavior for a stochastic mean curvature flow of graphs

Abstract

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our analysis is based on a viscous approximation and new global bounds, namely, an $L^{\infty}_{\omega,x,t}$ estimate for the gradient and an $L^{2}_{\omega,x,t}$ bound for the Hessian. The proof makes essential use of the delicate interplay between the deterministic mean curvature part and the stochastic perturbation, which permits to show that certain gradient-dependent energies are supermartingales. Our energy bounds in particular imply that solutions become asymptotically spatially homogeneous and approach a Brownian motion perturbed by a random constant.