Geometry of non-holonomic diffusion (Q2019197)

This paper studies stochastically perturbed non-holonomic systems. Such systems are exemplified by a dynamical system consisting of a rigid body, together with constraints on its velocity, that is subject to small random impacts, each of which produces small instantaneous changes in body angular momentum. The authors' approach is to look at such systems from a geometric point of view. It turns out that the probabilistic properties of the perturbed system are closely tied to the geometry of the constraint distribution. In the particular case of a \(G\)-Chaplygin system, the authors identify a stochastic criterion for the existence of a smooth preserved measure. The paper is self-contained with background material from both geometric dynamics and stochastic differential equations. This includes concepts and results for non-holonomic systems, stochastic dynamics on manifolds and non-holonomic diffusion with constrained Brownian motion. The authors apply their method in two examples: the noisy two-wheeled robot and the microscopic snakeboard under molecular bombardment.