What occurred to me as I watched Liv portray Arwen's struggle to comprehend the loss is the Pandora's Box metaphor that came up upthread with CG. Here we have an Immortal struggling to cope with mortality on a very personal level: is her struggle with the concept and with the loss, or with the relative loss of her own previous life? Had she never known immortality, would that have changed her grief about Aragorn's choice?
I would think the key with Arwen is were she goes after Aragorn dies. She withdraws alone to Lorian. Recall last week I discussed that the elves live in aesthetic contemplation trying to feel the noumenal Will or Brahman or spirit of God (whatever your preferance) that exists outside of time. I also quoted Frodo's experience by the fire of elven music in Rivendell and I compared it to a quote from Isolde's experience of the liebestod (love-death) over Tristan's body. Let me incorporate your comments on how elves "walk/live in their memories" and also the comments in the discussion on how men have no certain knowledge of an afterlife.
For the sake of the argument I will take Schopenhauer's concept of "Will" so we can see a purely philosophical perspective on death rather then a religious one since men have no certain knowledge of death. Remember that the phenomenal world is the world of objects and subjects (people) that we experience. They are in time and space. Noumenon is outside of both time and space. As such it is a singularity. There is in truth one thing-in-itself and that is the Will. It is everything and everyone that was and is and ever will be eternally outside of time (in case you ever wondered how Galadriel's mirror works). According to Schopenhauer it is outside of reason and thought and is subconscious emotion that can only be felt in aesthetic contemplation of music, art, and nature. Let us go back to our discussion of the difference between humans and elves. Humans are children of the day, the light of reason, or of the phenomenal world. Therefore they live in time. Elves are children of the night before there was light. The night is the world of the subconscious and of dreams, outside of time. Therefore they live as if outside of time. It is also outside of reason in dreams and art where artistic "magic" exists in the primary world.
On to Arwen's case. She voluntarily exiled herself forever from the world of the night and subconscious. Now she has lost Aragorn forever if we assume that in the world of the light and reason the afterlife is unknown. Where would she go turn to for consolation? The answer is back to Lorian (or Rivendell) and a life of aesthetic contemplation. Why? Aesthetic contemplation is contemplation of the "Will" or the music of Ainur in Tolkien's world. In that music the subject-in-itself that was Aragorn has always existed and always will exist and that is as close as Arwen can get to him while she lives. If we still want to stick with this philosophic explanation then when Arwen dies she will still be part of the unconscious music and be one with Aragorn again.
Let me put up some quotes now that I have talked about day/night imagery that will show how the love-death (liebestod) works. Remember also that Isolde knows the "magic" of Ireland and Tristan is the soldier and prince of what will become England.
First they discuss the theory behind the liebestod:
TRISTAN Oh, now we were dedicated to Night! Spiteful Day with ready envy could part us with its tricks but no longer mislead us with guile. Its vain glory, its flaunting display are mocked by those to whom Night has granted sight. The fleeting flashes of its flickering light no longer dazzle us. Before him who has seen with love death's night, before him to whom she confided her dark secret, are scattered the lies, the renown and honour of Day, power and advantage shining and glorious, as the paltry dust caught in the sunbeam! Amid the vain fancy of Day he still harbours one desire - the yearning for sacred Night where, all-eternal, true alone, love's bliss smiles on him!
TOGETHER Descend, O Night of love, grant oblivion that I may live; take me up into your bosom, release me from the world!
TRISTAN Extinguished now the last glimmers;
ISOLDE what we thought, what we imagined;
TRISTAN all thought
ISOLDE all remembering,
TOGETHER the glorious presentiment of sacred twilight extinguishes imagined terrors, world-redeeming.
...
TOGETHER then am I myself the world; floating in sublime bliss, life of love most sacred, the sweetly conscious undeluded wish never again to waken.
They go on to talk of what will happen if one of them dies first:
TRISTAN Our love? Tristan's love? Yours and mine, Isolde's love? What strokes of death could ever make it yield? If mighty Death stood before me threatening the very life in my body which I would so gladly leave for love,how could it reach love itself? Were I to give my life to that for which I would so gladly die, how could love die with me, the ever-living end with me? And if his love were never to die how could Tristan die of his love?
ISOLDE But our love, is it not Tristan and Isolde? This sweet little word: and, would death not destroy the bonds of love which it entwines if Tristan were to die?
TRISTAN What could die but that which troubles us, preventing Tristan from ever loving Isolde, forever loving only her?
ISOLDE Yet this little word: and, were it destroyed, how else but together with Isolde's own life would death be given to Tristan?
TRISTAN Thus might we die, that together, ever one, without end, never waking, never fearing, namelessly enveloped in love, given up to each other, to live only for love!
...
TRISTAN Tristan you, I Isolde, no longer Tristan.
ISOLDE You Isolde, Tristan I, no longer Isolde!
TOGETHER Un-named, free from parting, new perception, new enkindling; ever endless self-knowing; warmly glowing heart, love's utmost joy!
Just before he puts up his sword and impales himself on Melot's sword he asks one more time if she is still committed to follow him.
TRISTAN Wherever Tristan now goes will you, Isolde, follow him? To that land of which Tristan spoke, where the sun's light does not shine; it is the dark land of Night out of which my mother sent me when he, whom she bore on her deathbed, left her in death to reach the light. From that which, when she bore me, was her fortress of love, the wondrous realm of Night, I then awoke. That is what Tristan offers you, thither he will precede you. Whether she will follow him in grace and faith, let Isolde now tell him.
ISOLDE When for a foreign land her beloved once won her, that ungracious man Isolde had to follow faithfully and graciously. Now you are returning to your own estates to show me your inheritance; how could I flee that land that spans the whole world? Wherever Tristan's home may be, there let Isolde go, there let her follow him in grace and faith, so now show Isolde the way!
Finally I will quote the Isolde's liebestod in full.
How softly and gently he smiles, how sweetly his eyes open - can you see, my friends, do you not see it? How he glows ever brighter, raising himself high amidst the stars? Do you not see it? How his heart swells with courage, gushing full and majestic in his breast? How in tender bliss sweet breath gently wafts from his lips -Friends! Look! Do you not feel and see it? Do I alone hear this melody so wondrously and gently sounding from within him, in bliss lamenting, all-expressing, gently reconciling, piercing me, soaring aloft, its sweet echoes resounding about me? Are they gentle aerial waves ringing out clearly, surging around me? Are they billows of blissful fragrance? As they seethe and roar about me, shall I breathe, shall I give ear? Shall I drink of them, plunge beneath them? Breathe my life away in sweet scents? In the heaving swell, in the resounding echoes, in the universal stream of the world-breath - to drown, to founder - unconscious - utmost rapture!
By the way completely off topic if you are ever truly bored (and if you made it this far in my post you must be) then search Stephen Fry Tristan Chord on youtube and you can watch him screw up the liebestod.