where η is a N(0, 1) random variable independent of B and L denotes the convergence in law. This result has been first proved in [3] by using the method of moments. In [4] we gave a simple proof based on Clark-Ocone formula and an asymptotic version of Knight’s theorem (see Revuz and Yor [9], Theorem (2.3), page 524). Another simple proof of this result with the techniques of stochastic analysi...

We study convergence of a boundary integral method for 3D interfacial flow with surface tension when the fluid velocity is given by Darcy’s Law. The method is closely related to a previous method developed and implemented by Ambrose, Siegel, and Tlupova, in which one of the main ideas is the use of an isothermal parameterization of the free surface. We prove convergence by proving consistency a...

In this paper the Immersed Boundary Method is presented, with some recent developments. The method is used to analyze fluid–structure interaction problems. Different aspects of the method are illustrated by applying it to blood flow in the heart and a flapping filament (flag-in-wind) problem.

We have used spin labels and electron paramagnetic resonance (EPR) to study the correlation between the rotational dynamics of protein and lipid in sarcoplasmic reticulum (SR) membranes. A short-chain maleimide spin label was used to monitor the submillisecond rotational mobility of the Ca-ATPase enzyme (using saturation transfer EPR); a free fatty acid spin label was used to monitor the submic...

In this note we present an immersed boundary (IB) method for restricted diffusion with permeable interfaces. These problems arise under a variety of circumstances, e.g., in thermal contact problems [7]. Diffusion in a medium consisting of two regimes separated by permeable boundaries is another example. It is well-known that cell boundaries in a living tissue are permeable to oxygen and water m...