Geometric Langevin equations on submanifolds and applications to the stochastic melt-spinning process of nonwovens and biology
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Publication:2862995
Abstract: In this article we develop geometric versions of the classical Langevin equation on regular submanifolds in euclidean space in an easy, natural way and combine them with a bunch of applications. The equations are formulated as Stratonovich stochastic differential equations on manifolds. The first version of the geometric Langevin equation has already been detected before by Leli`evre, Rousset and Stoltz with a different derivation. We propose an additional extension of the models, the geometric Langevin equations with velocity of constant absolute value. The latters are seemingly new and provide a galaxy of new, beautiful and powerful mathematical models. Up to the authors best knowledge there are not many mathematical papers available dealing with geometric Langevin processes. We connect the first version of the geometric Langevin equation via proving that its generator coincides with the generalized Langevin operator proposed by Soloveitchik, Jorgensen and Kolokoltsov. All our studies are strongly motivated by industrial applications in modeling the fiber lay-down dynamics in the production process of nonwovens. We light up the geometry occuring in these models and show up the connection with the spherical velocity version of the geometric Langevin process. Moreover, as a main point, we construct new smooth industrial relevant three-dimensional fiber lay-down models involving the spherical Langevin process. Finally, relations to a class of self-propelled interacting particle systems with roosting force are presented and further applications of the geometric Langevin equations are given.
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Cites work
- A 3D model for fiber lay-down in nonwoven production processes
- A Stochastic Model and Associated Fokker–Planck Equation for the Fiber Lay-Down Process in Nonwoven Production Processes
- A smooth 3D model for fiber lay-down in nonwoven production processes
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- Hydrodynamic Limit of a Fokker–Planck Equation Describing Fiber Lay-Down Processes
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Cited in
(9)- Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
- Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
- Stochastic stability of Pollicott-Ruelle resonances
- Hypocoercivity for geometric Langevin equations motivated by fibre lay‐down models arising in industrial application
- Hypocoercive estimates on foliations and velocity spherical Brownian motion
- A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions
- Spectral asymptotics for kinetic Brownian motion on surfaces of constant curvature
- Parametrix for a semiclassical subelliptic operator
- Hypocoercivity for Kolmogorov backward evolution equations and applications
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