Limits of random differential equations on manifolds

DOI10.1007/S00440-015-0669-XMaRDI QIDQ343785zbMATH OpenOpenAlexFDO

Authors Xue-Mei Li

Publication date 29 November 2016

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.04793

zbMATH Keywords

average principlediffusionsHörmander conditionsmanifoldsrandom ordinary differential equations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Diffusion processes and stochastic analysis on manifolds (58J65) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Abstract: Consider a family of random ordinary differential equations on a manifold driven by vector fields of the form $su{m}_k{Y}_{k}alph{a}_k(z_t^{e}psilon(omega))$ where $Y_k$ are vector fields, $epsilon$ is a positive number, $z_t^{e}psilon$ is a $1overepsilon{mathcalL}_0$ diffusion process taking values in possibly a different manifold, $alph{a}_k$ are annihilators of $ker({mathcalL}_0^{\ast })$. Under H"ormander type conditions on ${mathcalL}_0$ we prove that, as $epsilon$ approaches zero, the stochastic processes $y_{toverepsilon}^{e}psilon$ converge weakly and in the Wasserstein topologies. We describe this limit and give an upper bound for the rate of the convergence.

Review text

The author considers a system of ordinary differential equations (ODEs) \[ dy^{\varepsilon}_t(\omega)/dt=\sum_{k=1}^mY_k(y^{\varepsilon}_t(\omega))\alpha_k(z^{\varepsilon}_t(\omega)) \] on a manifold \(M,\) where the \(Y_k\) are vector fields, \(\varepsilon\) is a small parameter, \(z_t^{\varepsilon}\) is a \(L_0/\varepsilon\)-diffusion process on a manifold \(G\), and \(\alpha_k\) ``averages to zero (in the sense of the unique invariant probability measure of \(L_0\)). It is proved that under Hörmander's conditions \(y^{\varepsilon}_y\) converges to a Markov process whose Markov generator has an explicit expression. Some examples of Stratonovich equations with smooth vector fields and Brownian motion, of the special orthogonal group \(\mathrm{SO}(n)\) and of SDEs with Pauli matrices are also presented.

Recommendations

• On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms
• scientific article; zbMATH DE number 1127789
• Stochastic functional differential equations on manifolds
• Publication:5748691
• Stochastic differential equations on imbedded manifolds

Cites work

• A General Theorem on the Convergence of Operator Semigroups
• A Limit Theorem for Solutions of Differential Equations with Random Right-Hand Side
• A limit theorem with strong mixing in banach space and two applications to stochastic differential equations
• An averaging principle for a completely integrable stochastic Hamiltonian system
• An averaging principle for diffusions in foliated spaces
• Asymptotic analysis of deterministic and stochastic equations with rapidly varying components
• Asymptotic theory of mixing stochastic ordinary differential equations
• Averaging in dynamical systems and large deviations
• Central limit theorem for the geodesic flow associated with a Kleinian group, case \(\delta>d/2\)
• Collapsing Riemannian manifolds to ones of lower dimensions
• Collapsing Riemannian manifolds while keeping their curvature bounded. I
• Fast oscillating random perturbations of dynamical systems with conservation laws
• Fundamental solutions and geometry of the sum of squares of vector fields
• scientific article; zbMATH DE number 431635 (Why is no real title available?)
• scientific article; zbMATH DE number 3947356 (Why is no real title available?)
• scientific article; zbMATH DE number 3602431 (Why is no real title available?)
• scientific article; zbMATH DE number 2150787 (Why is no real title available?)
• scientific article; zbMATH DE number 3321765 (Why is no real title available?)
• scientific article; zbMATH DE number 3390077 (Why is no real title available?)
• Hypoelliptic second order differential equations
• Kinetic Brownian motion on Riemannian manifolds
• Motion of a rigid body under random perturbation
• Non‐commuting random evolutions, and an operator‐valued Feynman‐Kac formula
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• ON STOCHASTICITY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS WITH A SMALL DELAY
• On the tangent flow of a stochastic differential equation with fast drift
• Optimal Transport
• Periodic homogenization for hypoelliptic diffusions
• Principe du maximum, inégalité de Harnack et unicité du problème de Cauchy pour les opérateurs elliptiques dégénérées
• Random evolutions are asymptotically gaussian
• Random Perturbations of Dynamical Systems
• Spectral gaps in Wasserstein distances and the 2D stochastic Navier-Stokes equations
• Stochastic Differential Equations with Applications to Random Harmonic Oscillators and Wave Propagation in Random Media
• Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
• The central limit theorem for current-valued processes induced by geodesic flows
• Toward the Fourier law for a weakly interacting anharmonic crystal
• Weak convergence of laws of stochastic processes on Riemannian manifolds

Cited in

(8)

• Homogenisation on homogeneous spaces
• Rough homogenisation with fractional dynamics
• Homogenisation for anisotropic kinetic random motions
• Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
• Global analysis on Riemannian manifolds
• Some aspects of the group-theoretic approach in problems of nonlinear mechanics
• From second-order differential geometry to stochastic geometric mechanics
• On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms

This page was built for publication: Limits of random differential equations on manifolds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q343785)