Random perturbation to the geodesic equation (Q272969)
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scientific article; zbMATH DE number 6571510
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| English | Random perturbation to the geodesic equation |
scientific article; zbMATH DE number 6571510 |
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Random perturbation to the geodesic equation (English)
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21 April 2016
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The paper deals with a geodesic equation which is represented by a canonical differential equation on the orthonormal frame bundle. Now, consider the randomly perturbed equation and let \(n\) be the dimension of the state space. It is shown that after some rescaling its limit is a Brownian motion scaled by \(\frac{8}{n(n-1)}\). A further result is the convergence of the horizontal lifts to the orthonormal frame bundle. The limit in this case is also a scaled Brownian motion.
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geodesic equation
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random perturbation
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stochastic differential equations
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homogenisation
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horizontal Brownian motion
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geodesics
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0.7184032201766968
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0.7164625525474548
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0.7128713726997375
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0.7090420126914978
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0.7069358825683594
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