Extensions of Brownian motion to a family of Grushin-type singularities

DOI10.1214/20-ECP299zbMATH Open1439.58020arXiv1910.02256WikidataQ125335299 ScholiaQ125335299MaRDI QIDQ2183131FDOQ2183131

Authors: Ugo Boscain, Robert W. Neel 

Publication date: 26 May 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We consider a one-parameter family of Grushin-type singularities on surfaces, and discuss the possible diffusions that extend Brownian motion to the singularity. This gives a quick proof and clear intuition for the fact that heat can only cross the singularity for an intermediate range of the parameter. When crossing is possible and the singularity consists of one point, we give a complete description of these diffusions, and we describe a "best" extension, which respects the isometry group of the surface and also realizes the unique symmetric one-point extension of the Brownian motion, in the sense of Chen-Fukushima. This extension, however, does not correspond to the bridging extension, which was introduced by Boscain-Prandi, when they previously considered self-adjoint extensions of the Laplace-Beltrami operator on the Riemannian part for these surfaces. We clarify that several of the extensions they considered induce diffusions that are carried by the Marin compactification at the singularity, which is much larger than the (one-point) metric completion. In the case when the singularity is more than one-point, a complete classification of diffusions extending Brownian motion would be unwieldy. Nonetheless, we again describe a "best" extension which respects the isometry group, and in this case, this diffusion corresponds to the bridging extension. A prominent role is played by Bessel processes (of every real dimension) and the classical theory of one-dimensional diffusions and their boundary conditions.

Full work available at URL: https://arxiv.org/abs/1910.02256

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zbMATH Keywords

Bessel processesGrushin planeself-adjointness of the Laplace-Beltrami operator

Mathematics Subject Classification ID

Sub-Riemannian geometry (53C17) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited In (9)

• Quantum geometric confinement and dynamical transmission in Grushin cylinder
• Product formulas and convolutions for Laplace-Beltrami operators on product spaces: beyond the trivial case
• Transience of diffusions on Heisenberg and Grushin distributions
• Heat equation with inverse-square potential of bridging type across two half-lines
• Mini-workshop: Zero-range and point-like singular perturbations: for a spillover to analysis, PDE and differential geometry. Abstracts from the mini-workshop held October 2--8, 2022
• Quantum confinement for the curvature Laplacian \(- \Delta + cK\) on 2D-almost-Riemannian manifolds
• Embedding the Grushin cylinder in \(\mathbf{R}^3\) and Schrödinger evolution
• Stochastic processes on surfaces in three-dimensional contact sub-Riemannian manifolds
• Quantum particle across Grushin singularity ^*

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