2 research outputs found
Stochastic fiber dynamics in a spatially semi-discrete setting
We investigate a spatially discrete surrogate model for the dynamics of a
slender, elastic, inextensible fiber in turbulent flows. Deduced from a
continuous space-time beam model for which no solution theory is available, it
consists of a high-dimensional second order stochastic differential equation in
time with a nonlinear algebraic constraint and an associated Lagrange
multiplier term. We establish a suitable framework for the rigorous formulation
and analysis of the semi-discrete model and prove existence and uniqueness of a
global strong solution. The proof is based on an explicit representation of the
Lagrange multiplier and on the observation that the obtained explicit drift
term in the equation satisfies a one-sided linear growth condition on the
constraint manifold. The theoretical analysis is complemented by numerical
studies concerning the time discretization of our model. The performance of
implicit Euler-type methods can be improved when using the explicit
representation of the Lagrange multiplier to compute refined initial estimates
for the Newton method applied in each time step.Comment: 20 pages; typos removed, references adde