Existence of martingale solutions to a nonlinearly coupled stochastic fluid-structure interaction problem
Krutika Tawri, Suncica Canic

TL;DR
This paper establishes the existence of martingale solutions for a complex stochastic fluid-structure interaction system involving nonlinear coupling, random boundary displacement, and stochastic forces, using a novel Lie splitting scheme.
Contribution
It introduces a new constructive approach with a Lie splitting scheme to prove the existence of solutions in a stochastic fluid-structure interaction with moving domains and unknown boundary displacement.
Findings
Proves existence of martingale solutions for the stochastic FSI system.
Develops a new technique to handle moving random fluid domains.
First to address stochastic PDEs with unknown boundary displacement in FSI.
Abstract
In this paper we study a nonlinear stochastic fluid-structure interaction problem with a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a 2D cylinder interacting with an elastic lateral wall whose elastodynamics is described by a membrane/shell equation. The flow is driven by the inlet and outlet data, and by the stochastic forcing. The stochastic noise is applied both to the fluid equations as a volumetric body force, and to the structure as an external forcing to the deformable fluid boundary. The fluid and the structure are nonlinearly coupled via the kinematic and dynamic conditions assumed at the moving interface, which is a random variable not known a priori. The geometric nonlinearity due to the nonlinear coupling requires the development of new techniques to capture martingale…
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Taxonomy
TopicsStochastic processes and financial applications
