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Publication# Spectral methods for kinetic theory models of viscoelastic fluids

2003

EPFL thesis

EPFL thesis

Abstract

This work is dedicated to the construction of numerical techniques for the models of viscoelastic fluids that result from polymer kinetic theory. Our main contributions are as follows: Inspired by the interpretation of the Oldroyd B model of dilute polymer solutions as a suspension of Hookean dumbbells in a Newtonian solvent, we have constructed new numerical methods for this model that respect some important properties of the underlying differential equations, namely the positive definiteness of the conformation tensor and an energy estimate. These methods have been implemented on the basis of a spectral discretization for simple Couette and Poiseuille planar flows as well as flow past a cylinder in a channel. Numerical experiments confirm the enhanced stability of our approach. Spectral methods have been designed and implemented for the simulation of mesoscopic models of polymeric liquids that do not possess closed-form constitutive equations. The methods are based on the Fokker-Planck equations rather than on the equivalent stochastic differential equations. We have considered the FENE dumbbell model of dilute polymer solutions and the Öttinger reptation model of concentrated polymer solutions. The comparison with stochastic simulation techniques has been performed in the cases of both homogeneous flows and the flow past a cylinder in a channel. Our method turned out to be more efficient in most cases.

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Related concepts (3)

Numerical analysis

Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.

Fokker–Planck equation

In statistical mechanics and information theory, the Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of the velocity of a particle under the influence of drag forces and random forces, as in Brownian motion. The equation can be generalized to other observables as well. The Fokker-Planck equation has multiple applications in information theory, graph theory, data science, finance, economics etc.

Stochastic differential equation

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.