Decomposition of stochastic flows in manifolds with complementary distributions

DOI10.1142/S0219493713500093zbMATH Open1280.58024arXiv1202.5524MaRDI QIDQ2863003FDOQ2863003

Authors: Fabiano B. Da Silva, Paulo Ruffino, Pedro J. Catuogno 

Publication date: 20 November 2013

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

Abstract: Let $M$ be a differentiable manifold endowed locally with two complementary distributions, say horizontal and vertical. We consider the two subgroups of (local) diffeomorphisms of $M$ generated by vector fields in each of of these distributions. Given a stochastic flow $varph{i}_t$ of diffeomorphisms of $M$, in a neighbourhood of initial condition, up to a stopping time we decompose $varph{i}_t=x{i}_{t}circps{i}_t$ where the first component is a diffusion in the group of horizontal diffeomorphisms and the second component is a process in the group of vertical diffeomorphisms. Further decomposition will include more than two components; it leads to a maximal cascade decomposition in local coordinates where each component acts only in the corresponding coordinate.

Full work available at URL: https://arxiv.org/abs/1202.5524

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zbMATH Keywords

stochastic flowsgroup of diffeomorphismssmooth distributionsdecomposition of flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Groups of diffeomorphisms and homeomorphisms as manifolds (58D05) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• The inverse function theorem of Nash and Moser
• DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX
• An averaging principle for a completely integrable stochastic Hamiltonian system
• Stochastic differential equations and stochastic flows of diffeomorphisms
• A decomposition of Markov processes via group actions
• Nonlinear Iwasawa decomposition of control flows
• Decomposition of stochastic flows with automorphism of subbundles component
• Markov processes invariant under a Lie group action

Cited In (9)

• Topology of foliations and decomposition of stochastic flows of diffeomorphisms
• Rough homogenisation with fractional dynamics
• Geometric aspects of Young integral: decomposition of flows
• Title not available (Why is that?)
• Decomposition of stochastic flows generated by Stratonovich SDEs with jumps
• Decomposition of stochastic flow and an averaging principle for slow perturbations
• Decomposition of stochastic flows with automorphism of subbundles component
• Extension of time for decomposition of stochastic flows in spaces with complementary foliations
• DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX

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