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September 2010 Modeling viscoelastic flows using reflected stochastic differential equations
A. Bonito, A. Lozinski, T. Mountford
Commun. Math. Sci. 8(3): 655-670 (September 2010).


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 Itô 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.


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A. Bonito. A. Lozinski. T. Mountford. "Modeling viscoelastic flows using reflected stochastic differential equations." Commun. Math. Sci. 8 (3) 655 - 670, September 2010.


Published: September 2010
First available in Project Euclid: 25 August 2010

zbMATH: 1210.60059
MathSciNet: MR2730325

Primary: 60H10 , 60H35 , 76A05

Keywords: Differential equations , dumbbell models , reflected stochastic , Viscoelastic flows

Rights: Copyright © 2010 International Press of Boston

Vol.8 • No. 3 • September 2010
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