Martin Grothaus

Martin Grothaus, Nicole Marheineke

In this paper we explore a numerical scheme for a nonlinear fourth order system of partial differential algebraic equations that describes the dynamics of slender inextensible elastica as they arise in the technical textile industry. Applying a semi-discretization in time, the resulting sequence of nonlinear elliptic systems with the algebraic constraint for the local length preservation is reformulated as constrained optimization problems in a Hilbert space setting that admit a solution at each time level. Stability and convergence of the scheme are proved. The numerical realization is based on a finite element discretization in space. The simulation results confirm the analytically predicted properties of the scheme.

Wolfgang Bock, Thomas Götz, Martin Grothaus et al.

We derive an equation to compute directly the expected occupation time of the centered Ornstein-Uhlenbeck process. This allows us to identify the parameters of the Ornstein-Uhlenbeck process for available occupation times via a standard least squares minimization. To test the method, we generate occupation times via Monte-Carlo simulations and recover the parameters with the above mentioned procedure.