Geometric Langevin equations on submanifolds and applications to the stochastic melt-spinning process of nonwovens and biology

DOI10.1142/S0219493713500019zbMATH Open1277.82042arXiv1204.5695MaRDI QIDQ2862995FDOQ2862995

Patrik Stilgenbauer, Martin Grothaus

Publication date: 20 November 2013

Published in: Stochastics and Dynamics (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1204.5695

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zbMATH Keywords

fiber lay-downgeometric Langevin processcurvilinear Ornstein-Uhlenbeck processself-propelled interacting particle systemsStratonovich SDEs on manifolds

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Geometric probability and stochastic geometry (60D05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Cites Work

• Mean-field limit for the stochastic Vicsek model
• Hierarchy of mathematical models for production processes of technical textiles
• SELF-PROPELLED INTERACTING PARTICLE SYSTEMS WITH ROOSTING FORCE
• A smooth 3D model for fiber lay-down in nonwoven production processes
• Fokker-Planck equation on a manifold. Effective diffusion and spectrum
• 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
• Hydrodynamic Limit of a Fokker–Planck Equation Describing Fiber Lay-Down Processes
• Construction of the Brownian motion and the Ornstein-Uhlenbeck process in a Riemannian manifold on basis of the Gangolli-Mc.Kean injection scheme
• Langevin dynamics with constraints and computation of free energy differences

Cited In (9)

• Spectral asymptotics for kinetic Brownian motion on surfaces of constant curvature
• Hypocoercive estimates on foliations and velocity spherical Brownian motion
• Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
• Parametrix for a semiclassical subelliptic operator
• Stochastic stability of Pollicott-Ruelle resonances
• Hypocoercivity for geometric Langevin equations motivated by fibre lay‐down models arising in industrial application
• Hypocoercivity for Kolmogorov backward evolution equations and applications
• A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions
• Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds

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