MODELING VISCOELASTIC FLOWS USING REFLECTED STOCHASTIC DIFFERENTIAL EQUATIONS

被引:0
|
作者
Bonito, A. [1 ]
Lozinski, A. [2 ]
Mountford, T. [3 ]
机构
[1] Texas A&M Univ, Dept Math, College Stn, TX 77843 USA
[2] Univ Toulouse 3, Inst Math Toulouse, F-31062 Toulouse 9, France
[3] Ecole Polytech Fed Lausanne, Sect Math, CH-1015 Lausanne, Switzerland
基金
美国国家科学基金会;
关键词
Viscoelastic flows; dumbbell models; reflected stochastic differential equations; APPROXIMATION; DIFFUSION;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A reflected diffusion process is proposed for modeling of viscoelastic fluids. In order to define the viscoelastic stress tensor, the reflected diffusion process is approximated by Ito diffusions with a penalization factor in the drift term. Convergence of the stress tensor approximation is proved and an expression for the limiting stress tensor in terms of the reflected process itself is provided.
引用
收藏
页码:655 / 670
页数:16
相关论文
共 50 条
  • [31] On the cohomology of flows of stochastic and random differential equations
    Imkeller, P
    Lederer, C
    PROBABILITY THEORY AND RELATED FIELDS, 2001, 120 (02) : 209 - 235
  • [32] On the cohomology of flows of stochastic and random differential equations
    Peter Imkeller
    Christian Lederer
    Probability Theory and Related Fields, 2001, 120 : 209 - 235
  • [33] Modeling and Forecasting the Urban Volume Using Stochastic Differential Equations
    Tahmasbi, Rasool
    Hashemi, S. Mehdi
    IEEE TRANSACTIONS ON INTELLIGENT TRANSPORTATION SYSTEMS, 2014, 15 (01) : 250 - 259
  • [34] Modeling Bacterial Clearance Using Stochastic-Differential Equations
    Atalla, Ashraf
    Jeremic, Aleksandar
    2010 ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY (EMBC), 2010, : 746 - 751
  • [35] Modeling single neuron behavior using stochastic differential equations
    Saarinen, A
    Linne, ML
    Yli-Harja, O
    NEUROCOMPUTING, 2006, 69 (10-12) : 1091 - 1096
  • [36] Random Fatigue Modeling using Neural Stochastic Differential Equations
    Joanni, Andreas
    Hipp, Ulrich
    2022 68TH ANNUAL RELIABILITY AND MAINTAINABILITY SYMPOSIUM (RAMS 2022), 2022,
  • [37] MODELING OF SYSTEMS USING ITO'S STOCHASTIC DIFFERENTIAL EQUATIONS
    Escobedo-Trujillo, B.
    Garrido-Melendez, J.
    REVISTA MEXICANA DE INGENIERIA QUIMICA, 2018, 17 (03): : 1021 - 1038
  • [38] Reflected backward doubly stochastic differential equations with discontinuous coefficients
    Zhi Li
    Jiao Wan Luo
    Acta Mathematica Sinica, English Series, 2013, 29 : 639 - 650
  • [39] Existence of Invariant Measures for Reflected Stochastic Partial Differential Equations
    Kalsi, Jasdeep
    JOURNAL OF THEORETICAL PROBABILITY, 2020, 33 (03) : 1755 - 1767
  • [40] Reflected Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
    Zhi LI
    Jiao Wan LUO
    Acta Mathematica Sinica,English Series, 2013, (04) : 639 - 650